CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0608 |
1.0666 |
0.0058 |
0.5% |
1.0733 |
High |
1.0608 |
1.0666 |
0.0058 |
0.5% |
1.0742 |
Low |
1.0608 |
1.0666 |
0.0058 |
0.5% |
1.0500 |
Close |
1.0608 |
1.0666 |
0.0058 |
0.5% |
1.0562 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
37 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0666 |
1.0666 |
1.0666 |
|
R3 |
1.0666 |
1.0666 |
1.0666 |
|
R2 |
1.0666 |
1.0666 |
1.0666 |
|
R1 |
1.0666 |
1.0666 |
1.0666 |
1.0666 |
PP |
1.0666 |
1.0666 |
1.0666 |
1.0666 |
S1 |
1.0666 |
1.0666 |
1.0666 |
1.0666 |
S2 |
1.0666 |
1.0666 |
1.0666 |
|
S3 |
1.0666 |
1.0666 |
1.0666 |
|
S4 |
1.0666 |
1.0666 |
1.0666 |
|
|
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 |
1.0666 |
1.0558 |
0.0108 |
1.0% |
0.0005 |
0.0% |
100% |
True |
False |
2 |
10 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0021 |
0.2% |
69% |
False |
False |
5 |
20 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0010 |
0.1% |
69% |
False |
False |
2 |
40 |
1.1026 |
1.0500 |
0.0526 |
4.9% |
0.0006 |
0.1% |
32% |
False |
False |
2 |
60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
30% |
False |
False |
1 |
80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0003 |
0.0% |
30% |
False |
False |
1 |
100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0002 |
0.0% |
30% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0666 |
2.618 |
1.0666 |
1.618 |
1.0666 |
1.000 |
1.0666 |
0.618 |
1.0666 |
HIGH |
1.0666 |
0.618 |
1.0666 |
0.500 |
1.0666 |
0.382 |
1.0666 |
LOW |
1.0666 |
0.618 |
1.0666 |
1.000 |
1.0666 |
1.618 |
1.0666 |
2.618 |
1.0666 |
4.250 |
1.0666 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0666 |
1.0648 |
PP |
1.0666 |
1.0630 |
S1 |
1.0666 |
1.0613 |
|