CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0659 |
1.0668 |
0.0009 |
0.1% |
1.0633 |
| High |
1.0662 |
1.0721 |
0.0059 |
0.6% |
1.0820 |
| Low |
1.0654 |
1.0651 |
-0.0003 |
0.0% |
1.0633 |
| Close |
1.0654 |
1.0706 |
0.0052 |
0.5% |
1.0702 |
| Range |
0.0008 |
0.0070 |
0.0062 |
775.0% |
0.0187 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.4% |
0.0000 |
| Volume |
4 |
7 |
3 |
75.0% |
27 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0874 |
1.0745 |
|
| R3 |
1.0833 |
1.0804 |
1.0725 |
|
| R2 |
1.0763 |
1.0763 |
1.0719 |
|
| R1 |
1.0734 |
1.0734 |
1.0712 |
1.0749 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0700 |
| S1 |
1.0664 |
1.0664 |
1.0700 |
1.0679 |
| S2 |
1.0623 |
1.0623 |
1.0693 |
|
| S3 |
1.0553 |
1.0594 |
1.0687 |
|
| S4 |
1.0483 |
1.0524 |
1.0668 |
|
|
| 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 |
1.0721 |
1.0651 |
0.0070 |
0.7% |
0.0024 |
0.2% |
79% |
True |
True |
5 |
| 10 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0037 |
0.3% |
53% |
False |
False |
4 |
| 20 |
1.0875 |
1.0580 |
0.0295 |
2.8% |
0.0030 |
0.3% |
43% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0024 |
0.2% |
55% |
False |
False |
5 |
| 60 |
1.0927 |
1.0500 |
0.0427 |
4.0% |
0.0016 |
0.2% |
48% |
False |
False |
4 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0012 |
0.1% |
38% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0010 |
0.1% |
38% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0008 |
0.1% |
38% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0904 |
|
1.618 |
1.0834 |
|
1.000 |
1.0791 |
|
0.618 |
1.0764 |
|
HIGH |
1.0721 |
|
0.618 |
1.0694 |
|
0.500 |
1.0686 |
|
0.382 |
1.0678 |
|
LOW |
1.0651 |
|
0.618 |
1.0608 |
|
1.000 |
1.0581 |
|
1.618 |
1.0538 |
|
2.618 |
1.0468 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0699 |
| PP |
1.0693 |
1.0693 |
| S1 |
1.0686 |
1.0686 |
|