CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0695 |
0.0058 |
0.5% |
1.0626 |
| High |
1.0713 |
1.0719 |
0.0006 |
0.1% |
1.0820 |
| Low |
1.0629 |
1.0529 |
-0.0100 |
-0.9% |
1.0607 |
| Close |
1.0695 |
1.0541 |
-0.0154 |
-1.4% |
1.0690 |
| Range |
0.0084 |
0.0190 |
0.0106 |
126.2% |
0.0213 |
| ATR |
0.0088 |
0.0096 |
0.0007 |
8.2% |
0.0000 |
| Volume |
31,236 |
47,975 |
16,739 |
53.6% |
187,942 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1044 |
1.0646 |
|
| R3 |
1.0976 |
1.0854 |
1.0593 |
|
| R2 |
1.0786 |
1.0786 |
1.0576 |
|
| R1 |
1.0664 |
1.0664 |
1.0558 |
1.0630 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0580 |
| S1 |
1.0474 |
1.0474 |
1.0524 |
1.0440 |
| S2 |
1.0406 |
1.0406 |
1.0506 |
|
| S3 |
1.0216 |
1.0284 |
1.0489 |
|
| S4 |
1.0026 |
1.0094 |
1.0437 |
|
|
| 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 |
1.0755 |
1.0529 |
0.0226 |
2.1% |
0.0106 |
1.0% |
5% |
False |
True |
34,906 |
| 10 |
1.0820 |
1.0529 |
0.0291 |
2.8% |
0.0100 |
0.9% |
4% |
False |
True |
34,225 |
| 20 |
1.0869 |
1.0529 |
0.0340 |
3.2% |
0.0096 |
0.9% |
4% |
False |
True |
34,173 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.9% |
0.0092 |
0.9% |
19% |
False |
False |
32,998 |
| 60 |
1.0929 |
1.0463 |
0.0466 |
4.4% |
0.0085 |
0.8% |
17% |
False |
False |
22,960 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0072 |
0.7% |
13% |
False |
False |
17,223 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0062 |
0.6% |
13% |
False |
False |
13,780 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0053 |
0.5% |
13% |
False |
False |
11,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1216 |
|
1.618 |
1.1026 |
|
1.000 |
1.0909 |
|
0.618 |
1.0836 |
|
HIGH |
1.0719 |
|
0.618 |
1.0646 |
|
0.500 |
1.0624 |
|
0.382 |
1.0602 |
|
LOW |
1.0529 |
|
0.618 |
1.0412 |
|
1.000 |
1.0339 |
|
1.618 |
1.0222 |
|
2.618 |
1.0032 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0624 |
| PP |
1.0596 |
1.0596 |
| S1 |
1.0569 |
1.0569 |
|