CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.0914 |
-0.0057 |
-0.5% |
1.0936 |
| High |
1.0998 |
1.0915 |
-0.0083 |
-0.8% |
1.1013 |
| Low |
1.0883 |
1.0801 |
-0.0082 |
-0.8% |
1.0905 |
| Close |
1.0900 |
1.0811 |
-0.0089 |
-0.8% |
1.0965 |
| Range |
0.0115 |
0.0114 |
-0.0001 |
-0.9% |
0.0108 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.9% |
0.0000 |
| Volume |
27,307 |
39,684 |
12,377 |
45.3% |
48,351 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1112 |
1.0874 |
|
| R3 |
1.1070 |
1.0998 |
1.0842 |
|
| R2 |
1.0956 |
1.0956 |
1.0832 |
|
| R1 |
1.0884 |
1.0884 |
1.0821 |
1.0863 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0832 |
| S1 |
1.0770 |
1.0770 |
1.0801 |
1.0749 |
| S2 |
1.0728 |
1.0728 |
1.0790 |
|
| S3 |
1.0614 |
1.0656 |
1.0780 |
|
| S4 |
1.0500 |
1.0542 |
1.0748 |
|
|
| 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 |
1.0801 |
0.0212 |
2.0% |
0.0087 |
0.8% |
5% |
False |
True |
23,161 |
| 10 |
1.1026 |
1.0801 |
0.0225 |
2.1% |
0.0076 |
0.7% |
4% |
False |
True |
21,345 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0076 |
0.7% |
38% |
False |
False |
18,045 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0055 |
0.5% |
54% |
False |
False |
9,102 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0042 |
0.4% |
54% |
False |
False |
6,071 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0037 |
0.3% |
54% |
False |
False |
4,554 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0030 |
0.3% |
71% |
False |
False |
3,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1213 |
|
1.618 |
1.1099 |
|
1.000 |
1.1029 |
|
0.618 |
1.0985 |
|
HIGH |
1.0915 |
|
0.618 |
1.0871 |
|
0.500 |
1.0858 |
|
0.382 |
1.0845 |
|
LOW |
1.0801 |
|
0.618 |
1.0731 |
|
1.000 |
1.0687 |
|
1.618 |
1.0617 |
|
2.618 |
1.0503 |
|
4.250 |
1.0317 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0900 |
| PP |
1.0842 |
1.0870 |
| S1 |
1.0827 |
1.0841 |
|