CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0352 |
0.0155 |
1.5% |
1.0304 |
| High |
1.0387 |
1.0436 |
0.0049 |
0.5% |
1.0436 |
| Low |
1.0192 |
1.0352 |
0.0160 |
1.6% |
1.0186 |
| Close |
1.0330 |
1.0407 |
0.0077 |
0.7% |
1.0407 |
| Range |
0.0195 |
0.0084 |
-0.0111 |
-56.9% |
0.0250 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
249 |
762 |
513 |
206.0% |
1,266 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0613 |
1.0453 |
|
| R3 |
1.0566 |
1.0529 |
1.0430 |
|
| R2 |
1.0482 |
1.0482 |
1.0422 |
|
| R1 |
1.0445 |
1.0445 |
1.0415 |
1.0464 |
| PP |
1.0398 |
1.0398 |
1.0398 |
1.0408 |
| S1 |
1.0361 |
1.0361 |
1.0399 |
1.0380 |
| S2 |
1.0314 |
1.0314 |
1.0392 |
|
| S3 |
1.0230 |
1.0277 |
1.0384 |
|
| S4 |
1.0146 |
1.0193 |
1.0361 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1000 |
1.0545 |
|
| R3 |
1.0843 |
1.0750 |
1.0476 |
|
| R2 |
1.0593 |
1.0593 |
1.0453 |
|
| R1 |
1.0500 |
1.0500 |
1.0430 |
1.0547 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0366 |
| S1 |
1.0250 |
1.0250 |
1.0384 |
1.0297 |
| S2 |
1.0093 |
1.0093 |
1.0361 |
|
| S3 |
0.9843 |
1.0000 |
1.0338 |
|
| S4 |
0.9593 |
0.9750 |
1.0270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0436 |
1.0186 |
0.0250 |
2.4% |
0.0114 |
1.1% |
88% |
True |
False |
253 |
| 10 |
1.0487 |
1.0186 |
0.0301 |
2.9% |
0.0093 |
0.9% |
73% |
False |
False |
151 |
| 20 |
1.0820 |
1.0186 |
0.0634 |
6.1% |
0.0078 |
0.7% |
35% |
False |
False |
78 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0051 |
0.5% |
32% |
False |
False |
43 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0037 |
0.4% |
32% |
False |
False |
29 |
| 80 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0028 |
0.3% |
26% |
False |
False |
22 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0022 |
0.2% |
26% |
False |
False |
18 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0019 |
0.2% |
26% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0656 |
|
1.618 |
1.0572 |
|
1.000 |
1.0520 |
|
0.618 |
1.0488 |
|
HIGH |
1.0436 |
|
0.618 |
1.0404 |
|
0.500 |
1.0394 |
|
0.382 |
1.0384 |
|
LOW |
1.0352 |
|
0.618 |
1.0300 |
|
1.000 |
1.0268 |
|
1.618 |
1.0216 |
|
2.618 |
1.0132 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0375 |
| PP |
1.0398 |
1.0343 |
| S1 |
1.0394 |
1.0311 |
|