CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0683 |
-0.0003 |
0.0% |
1.0633 |
| High |
1.0716 |
1.0683 |
-0.0033 |
-0.3% |
1.0820 |
| Low |
1.0686 |
1.0672 |
-0.0014 |
-0.1% |
1.0633 |
| Close |
1.0702 |
1.0672 |
-0.0030 |
-0.3% |
1.0702 |
| Range |
0.0030 |
0.0011 |
-0.0019 |
-63.3% |
0.0187 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
7 |
4 |
-3 |
-42.9% |
27 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0701 |
1.0678 |
|
| R3 |
1.0698 |
1.0690 |
1.0675 |
|
| R2 |
1.0687 |
1.0687 |
1.0674 |
|
| R1 |
1.0679 |
1.0679 |
1.0673 |
1.0678 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0675 |
| S1 |
1.0668 |
1.0668 |
1.0671 |
1.0667 |
| S2 |
1.0665 |
1.0665 |
1.0670 |
|
| S3 |
1.0654 |
1.0657 |
1.0669 |
|
| S4 |
1.0643 |
1.0646 |
1.0666 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1178 |
1.0805 |
|
| R3 |
1.1092 |
1.0991 |
1.0753 |
|
| R2 |
1.0905 |
1.0905 |
1.0736 |
|
| R1 |
1.0804 |
1.0804 |
1.0719 |
1.0855 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0744 |
| S1 |
1.0617 |
1.0617 |
1.0685 |
1.0668 |
| S2 |
1.0531 |
1.0531 |
1.0668 |
|
| S3 |
1.0344 |
1.0430 |
1.0651 |
|
| S4 |
1.0157 |
1.0243 |
1.0599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0820 |
1.0672 |
0.0148 |
1.4% |
0.0034 |
0.3% |
0% |
False |
True |
5 |
| 10 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0034 |
0.3% |
38% |
False |
False |
5 |
| 20 |
1.0875 |
1.0580 |
0.0295 |
2.8% |
0.0028 |
0.3% |
31% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0022 |
0.2% |
46% |
False |
False |
5 |
| 60 |
1.0933 |
1.0500 |
0.0433 |
4.1% |
0.0015 |
0.1% |
40% |
False |
False |
4 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0011 |
0.1% |
31% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0009 |
0.1% |
31% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0008 |
0.1% |
31% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0712 |
|
1.618 |
1.0701 |
|
1.000 |
1.0694 |
|
0.618 |
1.0690 |
|
HIGH |
1.0683 |
|
0.618 |
1.0679 |
|
0.500 |
1.0678 |
|
0.382 |
1.0676 |
|
LOW |
1.0672 |
|
0.618 |
1.0665 |
|
1.000 |
1.0661 |
|
1.618 |
1.0654 |
|
2.618 |
1.0643 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0694 |
| PP |
1.0676 |
1.0687 |
| S1 |
1.0674 |
1.0679 |
|