CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0565 |
1.0559 |
-0.0006 |
-0.1% |
1.0733 |
High |
1.0586 |
1.0559 |
-0.0027 |
-0.3% |
1.0742 |
Low |
1.0565 |
1.0559 |
-0.0006 |
-0.1% |
1.0500 |
Close |
1.0586 |
1.0559 |
-0.0027 |
-0.3% |
1.0562 |
Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0242 |
ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
37 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0559 |
1.0559 |
1.0559 |
|
R3 |
1.0559 |
1.0559 |
1.0559 |
|
R2 |
1.0559 |
1.0559 |
1.0559 |
|
R1 |
1.0559 |
1.0559 |
1.0559 |
1.0559 |
PP |
1.0559 |
1.0559 |
1.0559 |
1.0559 |
S1 |
1.0559 |
1.0559 |
1.0559 |
1.0559 |
S2 |
1.0559 |
1.0559 |
1.0559 |
|
S3 |
1.0559 |
1.0559 |
1.0559 |
|
S4 |
1.0559 |
1.0559 |
1.0559 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1327 |
1.1187 |
1.0695 |
|
R3 |
1.1085 |
1.0945 |
1.0629 |
|
R2 |
1.0843 |
1.0843 |
1.0606 |
|
R1 |
1.0703 |
1.0703 |
1.0584 |
1.0652 |
PP |
1.0601 |
1.0601 |
1.0601 |
1.0576 |
S1 |
1.0461 |
1.0461 |
1.0540 |
1.0410 |
S2 |
1.0359 |
1.0359 |
1.0518 |
|
S3 |
1.0117 |
1.0219 |
1.0495 |
|
S4 |
0.9875 |
0.9977 |
1.0429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0586 |
1.0500 |
0.0086 |
0.8% |
0.0007 |
0.1% |
69% |
False |
False |
8 |
10 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0021 |
0.2% |
24% |
False |
False |
4 |
20 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0010 |
0.1% |
24% |
False |
False |
2 |
40 |
1.1044 |
1.0500 |
0.0544 |
5.2% |
0.0006 |
0.1% |
11% |
False |
False |
2 |
60 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0004 |
0.0% |
11% |
False |
False |
1 |
80 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0003 |
0.0% |
11% |
False |
False |
1 |
100 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0002 |
0.0% |
11% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0559 |
2.618 |
1.0559 |
1.618 |
1.0559 |
1.000 |
1.0559 |
0.618 |
1.0559 |
HIGH |
1.0559 |
0.618 |
1.0559 |
0.500 |
1.0559 |
0.382 |
1.0559 |
LOW |
1.0559 |
0.618 |
1.0559 |
1.000 |
1.0559 |
1.618 |
1.0559 |
2.618 |
1.0559 |
4.250 |
1.0559 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0559 |
1.0572 |
PP |
1.0559 |
1.0568 |
S1 |
1.0559 |
1.0563 |
|