CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0540 |
-0.0165 |
-1.5% |
1.0683 |
| High |
1.0714 |
1.0550 |
-0.0164 |
-1.5% |
1.0721 |
| Low |
1.0540 |
1.0400 |
-0.0140 |
-1.3% |
1.0400 |
| Close |
1.0552 |
1.0465 |
-0.0087 |
-0.8% |
1.0465 |
| Range |
0.0174 |
0.0150 |
-0.0024 |
-13.8% |
0.0321 |
| ATR |
0.0062 |
0.0069 |
0.0006 |
10.3% |
0.0000 |
| Volume |
8 |
15 |
7 |
87.5% |
38 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0843 |
1.0548 |
|
| R3 |
1.0772 |
1.0693 |
1.0506 |
|
| R2 |
1.0622 |
1.0622 |
1.0493 |
|
| R1 |
1.0543 |
1.0543 |
1.0479 |
1.0508 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0454 |
| S1 |
1.0393 |
1.0393 |
1.0451 |
1.0358 |
| S2 |
1.0322 |
1.0322 |
1.0438 |
|
| S3 |
1.0172 |
1.0243 |
1.0424 |
|
| S4 |
1.0022 |
1.0093 |
1.0383 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1299 |
1.0642 |
|
| R3 |
1.1171 |
1.0978 |
1.0553 |
|
| R2 |
1.0850 |
1.0850 |
1.0524 |
|
| R1 |
1.0657 |
1.0657 |
1.0494 |
1.0593 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0497 |
| S1 |
1.0336 |
1.0336 |
1.0436 |
1.0272 |
| S2 |
1.0208 |
1.0208 |
1.0406 |
|
| S3 |
0.9887 |
1.0015 |
1.0377 |
|
| S4 |
0.9566 |
0.9694 |
1.0288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0721 |
1.0400 |
0.0321 |
3.1% |
0.0083 |
0.8% |
20% |
False |
True |
7 |
| 10 |
1.0820 |
1.0400 |
0.0420 |
4.0% |
0.0063 |
0.6% |
15% |
False |
True |
6 |
| 20 |
1.0875 |
1.0400 |
0.0475 |
4.5% |
0.0044 |
0.4% |
14% |
False |
True |
7 |
| 40 |
1.0875 |
1.0400 |
0.0475 |
4.5% |
0.0032 |
0.3% |
14% |
False |
True |
6 |
| 60 |
1.0875 |
1.0400 |
0.0475 |
4.5% |
0.0022 |
0.2% |
14% |
False |
True |
4 |
| 80 |
1.1048 |
1.0400 |
0.0648 |
6.2% |
0.0016 |
0.2% |
10% |
False |
True |
3 |
| 100 |
1.1048 |
1.0400 |
0.0648 |
6.2% |
0.0013 |
0.1% |
10% |
False |
True |
3 |
| 120 |
1.1048 |
1.0400 |
0.0648 |
6.2% |
0.0011 |
0.1% |
10% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1188 |
|
2.618 |
1.0943 |
|
1.618 |
1.0793 |
|
1.000 |
1.0700 |
|
0.618 |
1.0643 |
|
HIGH |
1.0550 |
|
0.618 |
1.0493 |
|
0.500 |
1.0475 |
|
0.382 |
1.0457 |
|
LOW |
1.0400 |
|
0.618 |
1.0307 |
|
1.000 |
1.0250 |
|
1.618 |
1.0157 |
|
2.618 |
1.0007 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0475 |
1.0561 |
| PP |
1.0472 |
1.0529 |
| S1 |
1.0468 |
1.0497 |
|