CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0728 |
1.0738 |
0.0010 |
0.1% |
1.0565 |
High |
1.0757 |
1.0738 |
-0.0019 |
-0.2% |
1.0741 |
Low |
1.0725 |
1.0738 |
0.0013 |
0.1% |
1.0559 |
Close |
1.0757 |
1.0738 |
-0.0019 |
-0.2% |
1.0741 |
Range |
0.0032 |
0.0000 |
-0.0032 |
-100.0% |
0.0182 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
4 |
12 |
8 |
200.0% |
14 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0738 |
1.0738 |
1.0738 |
|
R3 |
1.0738 |
1.0738 |
1.0738 |
|
R2 |
1.0738 |
1.0738 |
1.0738 |
|
R1 |
1.0738 |
1.0738 |
1.0738 |
1.0738 |
PP |
1.0738 |
1.0738 |
1.0738 |
1.0738 |
S1 |
1.0738 |
1.0738 |
1.0738 |
1.0738 |
S2 |
1.0738 |
1.0738 |
1.0738 |
|
S3 |
1.0738 |
1.0738 |
1.0738 |
|
S4 |
1.0738 |
1.0738 |
1.0738 |
|
|
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 |
1.0652 |
0.0105 |
1.0% |
0.0030 |
0.3% |
82% |
False |
False |
7 |
10 |
1.0757 |
1.0500 |
0.0257 |
2.4% |
0.0019 |
0.2% |
93% |
False |
False |
6 |
20 |
1.0757 |
1.0500 |
0.0257 |
2.4% |
0.0018 |
0.2% |
93% |
False |
False |
4 |
40 |
1.0927 |
1.0500 |
0.0427 |
4.0% |
0.0010 |
0.1% |
56% |
False |
False |
2 |
60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0006 |
0.1% |
43% |
False |
False |
2 |
80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
43% |
False |
False |
1 |
100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
43% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0738 |
2.618 |
1.0738 |
1.618 |
1.0738 |
1.000 |
1.0738 |
0.618 |
1.0738 |
HIGH |
1.0738 |
0.618 |
1.0738 |
0.500 |
1.0738 |
0.382 |
1.0738 |
LOW |
1.0738 |
0.618 |
1.0738 |
1.000 |
1.0738 |
1.618 |
1.0738 |
2.618 |
1.0738 |
4.250 |
1.0738 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0738 |
1.0737 |
PP |
1.0738 |
1.0735 |
S1 |
1.0738 |
1.0734 |
|