CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0783 |
1.0710 |
-0.0073 |
-0.7% |
1.0722 |
High |
1.0820 |
1.0710 |
-0.0110 |
-1.0% |
1.0722 |
Low |
1.0783 |
1.0710 |
-0.0073 |
-0.7% |
1.0580 |
Close |
1.0820 |
1.0710 |
-0.0110 |
-1.0% |
1.0625 |
Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0142 |
ATR |
0.0055 |
0.0059 |
0.0004 |
7.1% |
0.0000 |
Volume |
6 |
7 |
1 |
16.7% |
39 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0710 |
1.0710 |
1.0710 |
|
R3 |
1.0710 |
1.0710 |
1.0710 |
|
R2 |
1.0710 |
1.0710 |
1.0710 |
|
R1 |
1.0710 |
1.0710 |
1.0710 |
1.0710 |
PP |
1.0710 |
1.0710 |
1.0710 |
1.0710 |
S1 |
1.0710 |
1.0710 |
1.0710 |
1.0710 |
S2 |
1.0710 |
1.0710 |
1.0710 |
|
S3 |
1.0710 |
1.0710 |
1.0710 |
|
S4 |
1.0710 |
1.0710 |
1.0710 |
|
|
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 |
1.0820 |
1.0607 |
0.0213 |
2.0% |
0.0047 |
0.4% |
48% |
False |
False |
4 |
10 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0039 |
0.4% |
54% |
False |
False |
7 |
20 |
1.0875 |
1.0580 |
0.0295 |
2.8% |
0.0032 |
0.3% |
44% |
False |
False |
7 |
40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0021 |
0.2% |
56% |
False |
False |
5 |
60 |
1.1026 |
1.0500 |
0.0526 |
4.9% |
0.0014 |
0.1% |
40% |
False |
False |
3 |
80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0011 |
0.1% |
38% |
False |
False |
3 |
100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0009 |
0.1% |
38% |
False |
False |
2 |
120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
38% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0710 |
2.618 |
1.0710 |
1.618 |
1.0710 |
1.000 |
1.0710 |
0.618 |
1.0710 |
HIGH |
1.0710 |
0.618 |
1.0710 |
0.500 |
1.0710 |
0.382 |
1.0710 |
LOW |
1.0710 |
0.618 |
1.0710 |
1.000 |
1.0710 |
1.618 |
1.0710 |
2.618 |
1.0710 |
4.250 |
1.0710 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0710 |
1.0753 |
PP |
1.0710 |
1.0738 |
S1 |
1.0710 |
1.0724 |
|