CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0668 |
1.0705 |
0.0037 |
0.3% |
1.0633 |
| High |
1.0721 |
1.0714 |
-0.0007 |
-0.1% |
1.0820 |
| Low |
1.0651 |
1.0540 |
-0.0111 |
-1.0% |
1.0633 |
| Close |
1.0706 |
1.0552 |
-0.0154 |
-1.4% |
1.0702 |
| Range |
0.0070 |
0.0174 |
0.0104 |
148.6% |
0.0187 |
| ATR |
0.0054 |
0.0062 |
0.0009 |
16.0% |
0.0000 |
| Volume |
7 |
8 |
1 |
14.3% |
27 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1012 |
1.0648 |
|
| R3 |
1.0950 |
1.0838 |
1.0600 |
|
| R2 |
1.0776 |
1.0776 |
1.0584 |
|
| R1 |
1.0664 |
1.0664 |
1.0568 |
1.0633 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0587 |
| S1 |
1.0490 |
1.0490 |
1.0536 |
1.0459 |
| S2 |
1.0428 |
1.0428 |
1.0520 |
|
| S3 |
1.0254 |
1.0316 |
1.0504 |
|
| S4 |
1.0080 |
1.0142 |
1.0456 |
|
|
| 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 |
1.0540 |
0.0181 |
1.7% |
0.0059 |
0.6% |
7% |
False |
True |
6 |
| 10 |
1.0820 |
1.0540 |
0.0280 |
2.7% |
0.0053 |
0.5% |
4% |
False |
True |
5 |
| 20 |
1.0875 |
1.0540 |
0.0335 |
3.2% |
0.0036 |
0.3% |
4% |
False |
True |
6 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.6% |
0.0028 |
0.3% |
14% |
False |
False |
5 |
| 60 |
1.0927 |
1.0500 |
0.0427 |
4.0% |
0.0019 |
0.2% |
12% |
False |
False |
4 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0014 |
0.1% |
9% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0012 |
0.1% |
9% |
False |
False |
3 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0010 |
0.1% |
9% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1170 |
|
1.618 |
1.0996 |
|
1.000 |
1.0888 |
|
0.618 |
1.0822 |
|
HIGH |
1.0714 |
|
0.618 |
1.0648 |
|
0.500 |
1.0627 |
|
0.382 |
1.0606 |
|
LOW |
1.0540 |
|
0.618 |
1.0432 |
|
1.000 |
1.0366 |
|
1.618 |
1.0258 |
|
2.618 |
1.0084 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0627 |
1.0631 |
| PP |
1.0602 |
1.0604 |
| S1 |
1.0577 |
1.0578 |
|