CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0436 |
0.0071 |
0.7% |
1.0683 |
| High |
1.0368 |
1.0449 |
0.0081 |
0.8% |
1.0721 |
| Low |
1.0282 |
1.0415 |
0.0133 |
1.3% |
1.0400 |
| Close |
1.0368 |
1.0415 |
0.0047 |
0.5% |
1.0465 |
| Range |
0.0086 |
0.0034 |
-0.0052 |
-60.5% |
0.0321 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
| Volume |
22 |
20 |
-2 |
-9.1% |
38 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0506 |
1.0434 |
|
| R3 |
1.0494 |
1.0472 |
1.0424 |
|
| R2 |
1.0460 |
1.0460 |
1.0421 |
|
| R1 |
1.0438 |
1.0438 |
1.0418 |
1.0432 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0424 |
| S1 |
1.0404 |
1.0404 |
1.0412 |
1.0398 |
| S2 |
1.0392 |
1.0392 |
1.0409 |
|
| S3 |
1.0358 |
1.0370 |
1.0406 |
|
| S4 |
1.0324 |
1.0336 |
1.0396 |
|
|
| 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 |
1.0550 |
1.0282 |
0.0268 |
2.6% |
0.0085 |
0.8% |
50% |
False |
False |
49 |
| 10 |
1.0721 |
1.0282 |
0.0439 |
4.2% |
0.0072 |
0.7% |
30% |
False |
False |
27 |
| 20 |
1.0820 |
1.0282 |
0.0538 |
5.2% |
0.0055 |
0.5% |
25% |
False |
False |
17 |
| 40 |
1.0875 |
1.0282 |
0.0593 |
5.7% |
0.0039 |
0.4% |
22% |
False |
False |
11 |
| 60 |
1.0875 |
1.0282 |
0.0593 |
5.7% |
0.0026 |
0.3% |
22% |
False |
False |
8 |
| 80 |
1.1048 |
1.0282 |
0.0766 |
7.4% |
0.0020 |
0.2% |
17% |
False |
False |
6 |
| 100 |
1.1048 |
1.0282 |
0.0766 |
7.4% |
0.0016 |
0.2% |
17% |
False |
False |
5 |
| 120 |
1.1048 |
1.0282 |
0.0766 |
7.4% |
0.0013 |
0.1% |
17% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0594 |
|
2.618 |
1.0538 |
|
1.618 |
1.0504 |
|
1.000 |
1.0483 |
|
0.618 |
1.0470 |
|
HIGH |
1.0449 |
|
0.618 |
1.0436 |
|
0.500 |
1.0432 |
|
0.382 |
1.0428 |
|
LOW |
1.0415 |
|
0.618 |
1.0394 |
|
1.000 |
1.0381 |
|
1.618 |
1.0360 |
|
2.618 |
1.0326 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0432 |
1.0405 |
| PP |
1.0426 |
1.0395 |
| S1 |
1.0421 |
1.0385 |
|