CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0583 |
1.0580 |
-0.0003 |
0.0% |
1.0749 |
| High |
1.0583 |
1.0595 |
0.0012 |
0.1% |
1.0875 |
| Low |
1.0580 |
1.0580 |
0.0000 |
0.0% |
1.0720 |
| Close |
1.0581 |
1.0595 |
0.0014 |
0.1% |
1.0732 |
| Range |
0.0003 |
0.0015 |
0.0012 |
400.0% |
0.0155 |
| ATR |
0.0055 |
0.0052 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
40 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0630 |
1.0603 |
|
| R3 |
1.0620 |
1.0615 |
1.0599 |
|
| R2 |
1.0605 |
1.0605 |
1.0598 |
|
| R1 |
1.0600 |
1.0600 |
1.0596 |
1.0603 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0591 |
| S1 |
1.0585 |
1.0585 |
1.0594 |
1.0588 |
| S2 |
1.0575 |
1.0575 |
1.0592 |
|
| S3 |
1.0560 |
1.0570 |
1.0591 |
|
| S4 |
1.0545 |
1.0555 |
1.0587 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1141 |
1.0817 |
|
| R3 |
1.1086 |
1.0986 |
1.0775 |
|
| R2 |
1.0931 |
1.0931 |
1.0760 |
|
| R1 |
1.0831 |
1.0831 |
1.0746 |
1.0804 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0762 |
| S1 |
1.0676 |
1.0676 |
1.0718 |
1.0649 |
| S2 |
1.0621 |
1.0621 |
1.0704 |
|
| S3 |
1.0466 |
1.0521 |
1.0689 |
|
| S4 |
1.0311 |
1.0366 |
1.0647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0780 |
1.0580 |
0.0200 |
1.9% |
0.0031 |
0.3% |
8% |
False |
True |
9 |
| 10 |
1.0875 |
1.0580 |
0.0295 |
2.8% |
0.0020 |
0.2% |
5% |
False |
True |
8 |
| 20 |
1.0875 |
1.0558 |
0.0317 |
3.0% |
0.0021 |
0.2% |
12% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0015 |
0.1% |
25% |
False |
False |
4 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0010 |
0.1% |
17% |
False |
False |
3 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0008 |
0.1% |
17% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0006 |
0.1% |
17% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0006 |
0.1% |
17% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0634 |
|
1.618 |
1.0619 |
|
1.000 |
1.0610 |
|
0.618 |
1.0604 |
|
HIGH |
1.0595 |
|
0.618 |
1.0589 |
|
0.500 |
1.0588 |
|
0.382 |
1.0586 |
|
LOW |
1.0580 |
|
0.618 |
1.0571 |
|
1.000 |
1.0565 |
|
1.618 |
1.0556 |
|
2.618 |
1.0541 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0613 |
| PP |
1.0590 |
1.0607 |
| S1 |
1.0588 |
1.0601 |
|