CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0727 |
1.0727 |
0.0000 |
0.0% |
1.0791 |
| High |
1.0784 |
1.0741 |
-0.0043 |
-0.4% |
1.0869 |
| Low |
1.0703 |
1.0677 |
-0.0026 |
-0.2% |
1.0703 |
| Close |
1.0719 |
1.0705 |
-0.0014 |
-0.1% |
1.0719 |
| Range |
0.0081 |
0.0064 |
-0.0017 |
-21.0% |
0.0166 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
30,669 |
21,579 |
-9,090 |
-29.6% |
165,969 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0866 |
1.0740 |
|
| R3 |
1.0836 |
1.0802 |
1.0723 |
|
| R2 |
1.0772 |
1.0772 |
1.0717 |
|
| R1 |
1.0738 |
1.0738 |
1.0711 |
1.0723 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0700 |
| S1 |
1.0674 |
1.0674 |
1.0699 |
1.0659 |
| S2 |
1.0644 |
1.0644 |
1.0693 |
|
| S3 |
1.0580 |
1.0610 |
1.0687 |
|
| S4 |
1.0516 |
1.0546 |
1.0670 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1156 |
1.0810 |
|
| R3 |
1.1096 |
1.0990 |
1.0765 |
|
| R2 |
1.0930 |
1.0930 |
1.0749 |
|
| R1 |
1.0824 |
1.0824 |
1.0734 |
1.0794 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0749 |
| S1 |
1.0658 |
1.0658 |
1.0704 |
1.0628 |
| S2 |
1.0598 |
1.0598 |
1.0689 |
|
| S3 |
1.0432 |
1.0492 |
1.0673 |
|
| S4 |
1.0266 |
1.0326 |
1.0628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0869 |
1.0677 |
0.0192 |
1.8% |
0.0099 |
0.9% |
15% |
False |
True |
31,262 |
| 10 |
1.0869 |
1.0677 |
0.0192 |
1.8% |
0.0083 |
0.8% |
15% |
False |
True |
30,308 |
| 20 |
1.0869 |
1.0476 |
0.0393 |
3.7% |
0.0091 |
0.8% |
58% |
False |
False |
30,701 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0087 |
0.8% |
60% |
False |
False |
22,935 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0070 |
0.7% |
40% |
False |
False |
15,298 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0060 |
0.6% |
40% |
False |
False |
11,475 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0051 |
0.5% |
40% |
False |
False |
9,181 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0043 |
0.4% |
40% |
False |
False |
7,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0909 |
|
1.618 |
1.0845 |
|
1.000 |
1.0805 |
|
0.618 |
1.0781 |
|
HIGH |
1.0741 |
|
0.618 |
1.0717 |
|
0.500 |
1.0709 |
|
0.382 |
1.0701 |
|
LOW |
1.0677 |
|
0.618 |
1.0637 |
|
1.000 |
1.0613 |
|
1.618 |
1.0573 |
|
2.618 |
1.0509 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0731 |
| PP |
1.0708 |
1.0722 |
| S1 |
1.0706 |
1.0714 |
|