CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0666 |
1.0741 |
0.0075 |
0.7% |
1.0565 |
| High |
1.0741 |
1.0741 |
0.0000 |
0.0% |
1.0741 |
| Low |
1.0652 |
1.0710 |
0.0058 |
0.5% |
1.0559 |
| Close |
1.0741 |
1.0710 |
-0.0031 |
-0.3% |
1.0741 |
| Range |
0.0089 |
0.0031 |
-0.0058 |
-65.2% |
0.0182 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
3 |
16 |
13 |
433.3% |
14 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0793 |
1.0727 |
|
| R3 |
1.0782 |
1.0762 |
1.0719 |
|
| R2 |
1.0751 |
1.0751 |
1.0716 |
|
| R1 |
1.0731 |
1.0731 |
1.0713 |
1.0726 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0718 |
| S1 |
1.0700 |
1.0700 |
1.0707 |
1.0695 |
| S2 |
1.0689 |
1.0689 |
1.0704 |
|
| S3 |
1.0658 |
1.0669 |
1.0701 |
|
| S4 |
1.0627 |
1.0638 |
1.0693 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1166 |
1.0841 |
|
| R3 |
1.1044 |
1.0984 |
1.0791 |
|
| R2 |
1.0862 |
1.0862 |
1.0774 |
|
| R1 |
1.0802 |
1.0802 |
1.0758 |
1.0832 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0696 |
| S1 |
1.0620 |
1.0620 |
1.0724 |
1.0650 |
| S2 |
1.0498 |
1.0498 |
1.0708 |
|
| S3 |
1.0316 |
1.0438 |
1.0691 |
|
| S4 |
1.0134 |
1.0256 |
1.0641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0741 |
1.0559 |
0.0182 |
1.7% |
0.0024 |
0.2% |
83% |
True |
False |
5 |
| 10 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0032 |
0.3% |
87% |
False |
False |
6 |
| 20 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0016 |
0.2% |
87% |
False |
False |
3 |
| 40 |
1.0933 |
1.0500 |
0.0433 |
4.0% |
0.0009 |
0.1% |
48% |
False |
False |
2 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0006 |
0.1% |
38% |
False |
False |
2 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
38% |
False |
False |
1 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
38% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0822 |
|
1.618 |
1.0791 |
|
1.000 |
1.0772 |
|
0.618 |
1.0760 |
|
HIGH |
1.0741 |
|
0.618 |
1.0729 |
|
0.500 |
1.0726 |
|
0.382 |
1.0722 |
|
LOW |
1.0710 |
|
0.618 |
1.0691 |
|
1.000 |
1.0679 |
|
1.618 |
1.0660 |
|
2.618 |
1.0629 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0706 |
| PP |
1.0720 |
1.0701 |
| S1 |
1.0715 |
1.0697 |
|