CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0696 |
1.0660 |
-0.0036 |
-0.3% |
1.0626 |
High |
1.0712 |
1.0679 |
-0.0033 |
-0.3% |
1.0820 |
Low |
1.0645 |
1.0600 |
-0.0045 |
-0.4% |
1.0607 |
Close |
1.0660 |
1.0643 |
-0.0017 |
-0.2% |
1.0690 |
Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0213 |
ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
21,640 |
26,734 |
5,094 |
23.5% |
187,942 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0878 |
1.0839 |
1.0686 |
|
R3 |
1.0799 |
1.0760 |
1.0665 |
|
R2 |
1.0720 |
1.0720 |
1.0657 |
|
R1 |
1.0681 |
1.0681 |
1.0650 |
1.0661 |
PP |
1.0641 |
1.0641 |
1.0641 |
1.0631 |
S1 |
1.0602 |
1.0602 |
1.0636 |
1.0582 |
S2 |
1.0562 |
1.0562 |
1.0629 |
|
S3 |
1.0483 |
1.0523 |
1.0621 |
|
S4 |
1.0404 |
1.0444 |
1.0600 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1345 |
1.1230 |
1.0807 |
|
R3 |
1.1132 |
1.1017 |
1.0749 |
|
R2 |
1.0919 |
1.0919 |
1.0729 |
|
R1 |
1.0804 |
1.0804 |
1.0710 |
1.0862 |
PP |
1.0706 |
1.0706 |
1.0706 |
1.0734 |
S1 |
1.0591 |
1.0591 |
1.0670 |
1.0649 |
S2 |
1.0493 |
1.0493 |
1.0651 |
|
S3 |
1.0280 |
1.0378 |
1.0631 |
|
S4 |
1.0067 |
1.0165 |
1.0573 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0820 |
1.0600 |
0.0220 |
2.1% |
0.0091 |
0.9% |
20% |
False |
True |
34,639 |
10 |
1.0820 |
1.0532 |
0.0288 |
2.7% |
0.0086 |
0.8% |
39% |
False |
False |
34,128 |
20 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0088 |
0.8% |
33% |
False |
False |
32,800 |
40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0090 |
0.8% |
44% |
False |
False |
31,987 |
60 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0082 |
0.8% |
38% |
False |
False |
21,640 |
80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0070 |
0.7% |
30% |
False |
False |
16,233 |
100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0061 |
0.6% |
30% |
False |
False |
12,988 |
120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0051 |
0.5% |
30% |
False |
False |
10,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1015 |
2.618 |
1.0886 |
1.618 |
1.0807 |
1.000 |
1.0758 |
0.618 |
1.0728 |
HIGH |
1.0679 |
0.618 |
1.0649 |
0.500 |
1.0640 |
0.382 |
1.0630 |
LOW |
1.0600 |
0.618 |
1.0551 |
1.000 |
1.0521 |
1.618 |
1.0472 |
2.618 |
1.0393 |
4.250 |
1.0264 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0642 |
1.0678 |
PP |
1.0641 |
1.0666 |
S1 |
1.0640 |
1.0655 |
|