CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0742 |
1.0777 |
0.0035 |
0.3% |
1.0741 |
High |
1.0790 |
1.0777 |
-0.0013 |
-0.1% |
1.0790 |
Low |
1.0742 |
1.0777 |
0.0035 |
0.3% |
1.0710 |
Close |
1.0768 |
1.0777 |
0.0009 |
0.1% |
1.0777 |
Range |
0.0048 |
0.0000 |
-0.0048 |
-100.0% |
0.0080 |
ATR |
0.0047 |
0.0045 |
-0.0003 |
-5.8% |
0.0000 |
Volume |
12 |
7 |
-5 |
-41.7% |
51 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0777 |
1.0777 |
1.0777 |
|
R3 |
1.0777 |
1.0777 |
1.0777 |
|
R2 |
1.0777 |
1.0777 |
1.0777 |
|
R1 |
1.0777 |
1.0777 |
1.0777 |
1.0777 |
PP |
1.0777 |
1.0777 |
1.0777 |
1.0777 |
S1 |
1.0777 |
1.0777 |
1.0777 |
1.0777 |
S2 |
1.0777 |
1.0777 |
1.0777 |
|
S3 |
1.0777 |
1.0777 |
1.0777 |
|
S4 |
1.0777 |
1.0777 |
1.0777 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0999 |
1.0968 |
1.0821 |
|
R3 |
1.0919 |
1.0888 |
1.0799 |
|
R2 |
1.0839 |
1.0839 |
1.0792 |
|
R1 |
1.0808 |
1.0808 |
1.0784 |
1.0824 |
PP |
1.0759 |
1.0759 |
1.0759 |
1.0767 |
S1 |
1.0728 |
1.0728 |
1.0770 |
1.0744 |
S2 |
1.0679 |
1.0679 |
1.0762 |
|
S3 |
1.0599 |
1.0648 |
1.0755 |
|
S4 |
1.0519 |
1.0568 |
1.0733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0790 |
1.0710 |
0.0080 |
0.7% |
0.0022 |
0.2% |
84% |
False |
False |
10 |
10 |
1.0790 |
1.0559 |
0.0231 |
2.1% |
0.0022 |
0.2% |
94% |
False |
False |
6 |
20 |
1.0790 |
1.0500 |
0.0290 |
2.7% |
0.0020 |
0.2% |
96% |
False |
False |
5 |
40 |
1.0870 |
1.0500 |
0.0370 |
3.4% |
0.0011 |
0.1% |
75% |
False |
False |
3 |
60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
51% |
False |
False |
2 |
80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
51% |
False |
False |
2 |
100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
51% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0777 |
2.618 |
1.0777 |
1.618 |
1.0777 |
1.000 |
1.0777 |
0.618 |
1.0777 |
HIGH |
1.0777 |
0.618 |
1.0777 |
0.500 |
1.0777 |
0.382 |
1.0777 |
LOW |
1.0777 |
0.618 |
1.0777 |
1.000 |
1.0777 |
1.618 |
1.0777 |
2.618 |
1.0777 |
4.250 |
1.0777 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0777 |
1.0773 |
PP |
1.0777 |
1.0768 |
S1 |
1.0777 |
1.0764 |
|