CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0728 |
-0.0013 |
-0.1% |
1.0565 |
| High |
1.0741 |
1.0757 |
0.0016 |
0.1% |
1.0741 |
| Low |
1.0710 |
1.0725 |
0.0015 |
0.1% |
1.0559 |
| Close |
1.0710 |
1.0757 |
0.0047 |
0.4% |
1.0741 |
| Range |
0.0031 |
0.0032 |
0.0001 |
3.2% |
0.0182 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
14 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0832 |
1.0775 |
|
| R3 |
1.0810 |
1.0800 |
1.0766 |
|
| R2 |
1.0778 |
1.0778 |
1.0763 |
|
| R1 |
1.0768 |
1.0768 |
1.0760 |
1.0773 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0749 |
| S1 |
1.0736 |
1.0736 |
1.0754 |
1.0741 |
| S2 |
1.0714 |
1.0714 |
1.0751 |
|
| S3 |
1.0682 |
1.0704 |
1.0748 |
|
| S4 |
1.0650 |
1.0672 |
1.0739 |
|
|
| 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 |
1.0757 |
1.0608 |
0.0149 |
1.4% |
0.0030 |
0.3% |
100% |
True |
False |
5 |
| 10 |
1.0757 |
1.0500 |
0.0257 |
2.4% |
0.0019 |
0.2% |
100% |
True |
False |
6 |
| 20 |
1.0757 |
1.0500 |
0.0257 |
2.4% |
0.0018 |
0.2% |
100% |
True |
False |
3 |
| 40 |
1.0927 |
1.0500 |
0.0427 |
4.0% |
0.0010 |
0.1% |
60% |
False |
False |
2 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0006 |
0.1% |
47% |
False |
False |
2 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
47% |
False |
False |
1 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
47% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0841 |
|
1.618 |
1.0809 |
|
1.000 |
1.0789 |
|
0.618 |
1.0777 |
|
HIGH |
1.0757 |
|
0.618 |
1.0745 |
|
0.500 |
1.0741 |
|
0.382 |
1.0737 |
|
LOW |
1.0725 |
|
0.618 |
1.0705 |
|
1.000 |
1.0693 |
|
1.618 |
1.0673 |
|
2.618 |
1.0641 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0740 |
| PP |
1.0746 |
1.0722 |
| S1 |
1.0741 |
1.0705 |
|