CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0633 |
0.0026 |
0.2% |
1.0722 |
| High |
1.0651 |
1.0692 |
0.0041 |
0.4% |
1.0722 |
| Low |
1.0607 |
1.0633 |
0.0026 |
0.2% |
1.0580 |
| Close |
1.0625 |
1.0690 |
0.0065 |
0.6% |
1.0625 |
| Range |
0.0044 |
0.0059 |
0.0015 |
34.1% |
0.0142 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0828 |
1.0722 |
|
| R3 |
1.0790 |
1.0769 |
1.0706 |
|
| R2 |
1.0731 |
1.0731 |
1.0701 |
|
| R1 |
1.0710 |
1.0710 |
1.0695 |
1.0721 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0677 |
| S1 |
1.0651 |
1.0651 |
1.0685 |
1.0662 |
| S2 |
1.0613 |
1.0613 |
1.0679 |
|
| S3 |
1.0554 |
1.0592 |
1.0674 |
|
| S4 |
1.0495 |
1.0533 |
1.0658 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.0989 |
1.0703 |
|
| R3 |
1.0926 |
1.0847 |
1.0664 |
|
| R2 |
1.0784 |
1.0784 |
1.0651 |
|
| R1 |
1.0705 |
1.0705 |
1.0638 |
1.0674 |
| PP |
1.0642 |
1.0642 |
1.0642 |
1.0627 |
| S1 |
1.0563 |
1.0563 |
1.0612 |
1.0532 |
| S2 |
1.0500 |
1.0500 |
1.0599 |
|
| S3 |
1.0358 |
1.0421 |
1.0586 |
|
| S4 |
1.0216 |
1.0279 |
1.0547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0692 |
1.0580 |
0.0112 |
1.0% |
0.0033 |
0.3% |
98% |
True |
False |
5 |
| 10 |
1.0875 |
1.0580 |
0.0295 |
2.8% |
0.0030 |
0.3% |
37% |
False |
False |
7 |
| 20 |
1.0875 |
1.0559 |
0.0316 |
3.0% |
0.0025 |
0.2% |
41% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0018 |
0.2% |
51% |
False |
False |
4 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0012 |
0.1% |
35% |
False |
False |
3 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0009 |
0.1% |
35% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
35% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0006 |
0.1% |
35% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0846 |
|
1.618 |
1.0787 |
|
1.000 |
1.0751 |
|
0.618 |
1.0728 |
|
HIGH |
1.0692 |
|
0.618 |
1.0669 |
|
0.500 |
1.0663 |
|
0.382 |
1.0656 |
|
LOW |
1.0633 |
|
0.618 |
1.0597 |
|
1.000 |
1.0574 |
|
1.618 |
1.0538 |
|
2.618 |
1.0479 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0672 |
| PP |
1.0672 |
1.0654 |
| S1 |
1.0663 |
1.0636 |
|