CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0307 |
-0.0048 |
-0.5% |
1.0466 |
| High |
1.0356 |
1.0329 |
-0.0027 |
-0.3% |
1.0487 |
| Low |
1.0271 |
1.0186 |
-0.0085 |
-0.8% |
1.0276 |
| Close |
1.0318 |
1.0218 |
-0.0100 |
-1.0% |
1.0290 |
| Range |
0.0085 |
0.0143 |
0.0058 |
68.2% |
0.0211 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
5.9% |
0.0000 |
| Volume |
79 |
43 |
-36 |
-45.6% |
247 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0589 |
1.0297 |
|
| R3 |
1.0530 |
1.0446 |
1.0257 |
|
| R2 |
1.0387 |
1.0387 |
1.0244 |
|
| R1 |
1.0303 |
1.0303 |
1.0231 |
1.0274 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0230 |
| S1 |
1.0160 |
1.0160 |
1.0205 |
1.0131 |
| S2 |
1.0101 |
1.0101 |
1.0192 |
|
| S3 |
0.9958 |
1.0017 |
1.0179 |
|
| S4 |
0.9815 |
0.9874 |
1.0139 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0848 |
1.0406 |
|
| R3 |
1.0773 |
1.0637 |
1.0348 |
|
| R2 |
1.0562 |
1.0562 |
1.0329 |
|
| R1 |
1.0426 |
1.0426 |
1.0309 |
1.0389 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0332 |
| S1 |
1.0215 |
1.0215 |
1.0271 |
1.0178 |
| S2 |
1.0140 |
1.0140 |
1.0251 |
|
| S3 |
0.9929 |
1.0004 |
1.0232 |
|
| S4 |
0.9718 |
0.9793 |
1.0174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0449 |
1.0186 |
0.0263 |
2.6% |
0.0082 |
0.8% |
12% |
False |
True |
58 |
| 10 |
1.0714 |
1.0186 |
0.0528 |
5.2% |
0.0097 |
1.0% |
6% |
False |
True |
52 |
| 20 |
1.0820 |
1.0186 |
0.0634 |
6.2% |
0.0067 |
0.7% |
5% |
False |
True |
28 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.7% |
0.0044 |
0.4% |
5% |
False |
True |
18 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.7% |
0.0032 |
0.3% |
5% |
False |
True |
12 |
| 80 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0024 |
0.2% |
4% |
False |
True |
9 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0020 |
0.2% |
4% |
False |
True |
8 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0016 |
0.2% |
4% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0703 |
|
1.618 |
1.0560 |
|
1.000 |
1.0472 |
|
0.618 |
1.0417 |
|
HIGH |
1.0329 |
|
0.618 |
1.0274 |
|
0.500 |
1.0258 |
|
0.382 |
1.0241 |
|
LOW |
1.0186 |
|
0.618 |
1.0098 |
|
1.000 |
1.0043 |
|
1.618 |
0.9955 |
|
2.618 |
0.9812 |
|
4.250 |
0.9578 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0278 |
| PP |
1.0244 |
1.0258 |
| S1 |
1.0231 |
1.0238 |
|