CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0971 |
0.0010 |
0.1% |
1.0936 |
| High |
1.0979 |
1.0998 |
0.0019 |
0.2% |
1.1013 |
| Low |
1.0925 |
1.0883 |
-0.0042 |
-0.4% |
1.0905 |
| Close |
1.0948 |
1.0900 |
-0.0048 |
-0.4% |
1.0965 |
| Range |
0.0054 |
0.0115 |
0.0061 |
113.0% |
0.0108 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.7% |
0.0000 |
| Volume |
15,164 |
27,307 |
12,143 |
80.1% |
48,351 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1201 |
1.0963 |
|
| R3 |
1.1157 |
1.1086 |
1.0932 |
|
| R2 |
1.1042 |
1.1042 |
1.0921 |
|
| R1 |
1.0971 |
1.0971 |
1.0911 |
1.0949 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0916 |
| S1 |
1.0856 |
1.0856 |
1.0889 |
1.0834 |
| S2 |
1.0812 |
1.0812 |
1.0879 |
|
| S3 |
1.0697 |
1.0741 |
1.0868 |
|
| S4 |
1.0582 |
1.0626 |
1.0837 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1233 |
1.1024 |
|
| R3 |
1.1177 |
1.1125 |
1.0995 |
|
| R2 |
1.1069 |
1.1069 |
1.0985 |
|
| R1 |
1.1017 |
1.1017 |
1.0975 |
1.1043 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0974 |
| S1 |
1.0909 |
1.0909 |
1.0955 |
1.0935 |
| S2 |
1.0853 |
1.0853 |
1.0945 |
|
| S3 |
1.0745 |
1.0801 |
1.0935 |
|
| S4 |
1.0637 |
1.0693 |
1.0906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1013 |
1.0883 |
0.0130 |
1.2% |
0.0075 |
0.7% |
13% |
False |
True |
16,469 |
| 10 |
1.1026 |
1.0883 |
0.0143 |
1.3% |
0.0072 |
0.7% |
12% |
False |
True |
19,596 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0073 |
0.7% |
64% |
False |
False |
16,142 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0052 |
0.5% |
73% |
False |
False |
8,112 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0040 |
0.4% |
73% |
False |
False |
5,410 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0036 |
0.3% |
73% |
False |
False |
4,058 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0029 |
0.3% |
83% |
False |
False |
3,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1299 |
|
1.618 |
1.1184 |
|
1.000 |
1.1113 |
|
0.618 |
1.1069 |
|
HIGH |
1.0998 |
|
0.618 |
1.0954 |
|
0.500 |
1.0941 |
|
0.382 |
1.0927 |
|
LOW |
1.0883 |
|
0.618 |
1.0812 |
|
1.000 |
1.0768 |
|
1.618 |
1.0697 |
|
2.618 |
1.0582 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0941 |
| PP |
1.0927 |
1.0927 |
| S1 |
1.0914 |
1.0914 |
|