CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0358 |
1.0372 |
0.0014 |
0.1% |
1.0439 |
| High |
1.0443 |
1.0405 |
-0.0038 |
-0.4% |
1.0507 |
| Low |
1.0301 |
1.0245 |
-0.0056 |
-0.5% |
1.0245 |
| Close |
1.0405 |
1.0280 |
-0.0125 |
-1.2% |
1.0280 |
| Range |
0.0142 |
0.0160 |
0.0018 |
12.7% |
0.0262 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.7% |
0.0000 |
| Volume |
50,631 |
55,260 |
4,629 |
9.1% |
253,219 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0695 |
1.0368 |
|
| R3 |
1.0630 |
1.0535 |
1.0324 |
|
| R2 |
1.0470 |
1.0470 |
1.0309 |
|
| R1 |
1.0375 |
1.0375 |
1.0295 |
1.0343 |
| PP |
1.0310 |
1.0310 |
1.0310 |
1.0294 |
| S1 |
1.0215 |
1.0215 |
1.0265 |
1.0183 |
| S2 |
1.0150 |
1.0150 |
1.0251 |
|
| S3 |
0.9990 |
1.0055 |
1.0236 |
|
| S4 |
0.9830 |
0.9895 |
1.0192 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.0967 |
1.0424 |
|
| R3 |
1.0868 |
1.0705 |
1.0352 |
|
| R2 |
1.0606 |
1.0606 |
1.0328 |
|
| R1 |
1.0443 |
1.0443 |
1.0304 |
1.0394 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0319 |
| S1 |
1.0181 |
1.0181 |
1.0256 |
1.0132 |
| S2 |
1.0082 |
1.0082 |
1.0232 |
|
| S3 |
0.9820 |
0.9919 |
1.0208 |
|
| S4 |
0.9558 |
0.9657 |
1.0136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0507 |
1.0245 |
0.0262 |
2.5% |
0.0127 |
1.2% |
13% |
False |
True |
50,643 |
| 10 |
1.0719 |
1.0245 |
0.0474 |
4.6% |
0.0122 |
1.2% |
7% |
False |
True |
44,802 |
| 20 |
1.0820 |
1.0245 |
0.0575 |
5.6% |
0.0107 |
1.0% |
6% |
False |
True |
40,095 |
| 40 |
1.0869 |
1.0245 |
0.0624 |
6.1% |
0.0099 |
1.0% |
6% |
False |
True |
35,628 |
| 60 |
1.0869 |
1.0245 |
0.0624 |
6.1% |
0.0093 |
0.9% |
6% |
False |
True |
28,296 |
| 80 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0079 |
0.8% |
4% |
False |
True |
21,227 |
| 100 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0069 |
0.7% |
4% |
False |
True |
16,983 |
| 120 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0060 |
0.6% |
4% |
False |
True |
14,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1085 |
|
2.618 |
1.0824 |
|
1.618 |
1.0664 |
|
1.000 |
1.0565 |
|
0.618 |
1.0504 |
|
HIGH |
1.0405 |
|
0.618 |
1.0344 |
|
0.500 |
1.0325 |
|
0.382 |
1.0306 |
|
LOW |
1.0245 |
|
0.618 |
1.0146 |
|
1.000 |
1.0085 |
|
1.618 |
0.9986 |
|
2.618 |
0.9826 |
|
4.250 |
0.9565 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0344 |
| PP |
1.0310 |
1.0323 |
| S1 |
1.0295 |
1.0301 |
|