CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0439 |
-0.0112 |
-1.1% |
1.0696 |
| High |
1.0556 |
1.0477 |
-0.0079 |
-0.7% |
1.0719 |
| Low |
1.0389 |
1.0424 |
0.0035 |
0.3% |
1.0389 |
| Close |
1.0455 |
1.0437 |
-0.0018 |
-0.2% |
1.0455 |
| Range |
0.0167 |
0.0053 |
-0.0114 |
-68.3% |
0.0330 |
| ATR |
0.0101 |
0.0097 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
67,220 |
45,394 |
-21,826 |
-32.5% |
194,805 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0605 |
1.0574 |
1.0466 |
|
| R3 |
1.0552 |
1.0521 |
1.0452 |
|
| R2 |
1.0499 |
1.0499 |
1.0447 |
|
| R1 |
1.0468 |
1.0468 |
1.0442 |
1.0457 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0441 |
| S1 |
1.0415 |
1.0415 |
1.0432 |
1.0404 |
| S2 |
1.0393 |
1.0393 |
1.0427 |
|
| S3 |
1.0340 |
1.0362 |
1.0422 |
|
| S4 |
1.0287 |
1.0309 |
1.0408 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1313 |
1.0637 |
|
| R3 |
1.1181 |
1.0983 |
1.0546 |
|
| R2 |
1.0851 |
1.0851 |
1.0516 |
|
| R1 |
1.0653 |
1.0653 |
1.0485 |
1.0587 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0488 |
| S1 |
1.0323 |
1.0323 |
1.0425 |
1.0257 |
| S2 |
1.0191 |
1.0191 |
1.0395 |
|
| S3 |
0.9861 |
0.9993 |
1.0364 |
|
| S4 |
0.9531 |
0.9663 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0719 |
1.0389 |
0.0330 |
3.2% |
0.0115 |
1.1% |
15% |
False |
False |
43,711 |
| 10 |
1.0820 |
1.0389 |
0.0431 |
4.1% |
0.0107 |
1.0% |
11% |
False |
False |
40,240 |
| 20 |
1.0869 |
1.0389 |
0.0480 |
4.6% |
0.0100 |
1.0% |
10% |
False |
False |
36,440 |
| 40 |
1.0869 |
1.0389 |
0.0480 |
4.6% |
0.0092 |
0.9% |
10% |
False |
False |
33,902 |
| 60 |
1.0903 |
1.0389 |
0.0514 |
4.9% |
0.0088 |
0.8% |
9% |
False |
False |
24,837 |
| 80 |
1.1061 |
1.0389 |
0.0672 |
6.4% |
0.0074 |
0.7% |
7% |
False |
False |
18,630 |
| 100 |
1.1061 |
1.0389 |
0.0672 |
6.4% |
0.0064 |
0.6% |
7% |
False |
False |
14,906 |
| 120 |
1.1061 |
1.0389 |
0.0672 |
6.4% |
0.0055 |
0.5% |
7% |
False |
False |
12,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0616 |
|
1.618 |
1.0563 |
|
1.000 |
1.0530 |
|
0.618 |
1.0510 |
|
HIGH |
1.0477 |
|
0.618 |
1.0457 |
|
0.500 |
1.0451 |
|
0.382 |
1.0444 |
|
LOW |
1.0424 |
|
0.618 |
1.0391 |
|
1.000 |
1.0371 |
|
1.618 |
1.0338 |
|
2.618 |
1.0285 |
|
4.250 |
1.0199 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0554 |
| PP |
1.0446 |
1.0515 |
| S1 |
1.0442 |
1.0476 |
|