CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0785 |
-0.0129 |
-1.2% |
1.0961 |
| High |
1.0915 |
1.0844 |
-0.0071 |
-0.7% |
1.0998 |
| Low |
1.0801 |
1.0760 |
-0.0041 |
-0.4% |
1.0760 |
| Close |
1.0811 |
1.0822 |
0.0011 |
0.1% |
1.0822 |
| Range |
0.0114 |
0.0084 |
-0.0030 |
-26.3% |
0.0238 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.3% |
0.0000 |
| Volume |
39,684 |
34,815 |
-4,869 |
-12.3% |
116,970 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.1025 |
1.0868 |
|
| R3 |
1.0977 |
1.0941 |
1.0845 |
|
| R2 |
1.0893 |
1.0893 |
1.0837 |
|
| R1 |
1.0857 |
1.0857 |
1.0830 |
1.0875 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0818 |
| S1 |
1.0773 |
1.0773 |
1.0814 |
1.0791 |
| S2 |
1.0725 |
1.0725 |
1.0807 |
|
| S3 |
1.0641 |
1.0689 |
1.0799 |
|
| S4 |
1.0557 |
1.0605 |
1.0776 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1436 |
1.0953 |
|
| R3 |
1.1336 |
1.1198 |
1.0887 |
|
| R2 |
1.1098 |
1.1098 |
1.0866 |
|
| R1 |
1.0960 |
1.0960 |
1.0844 |
1.0910 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0835 |
| S1 |
1.0722 |
1.0722 |
1.0800 |
1.0672 |
| S2 |
1.0622 |
1.0622 |
1.0778 |
|
| S3 |
1.0384 |
1.0484 |
1.0757 |
|
| S4 |
1.0146 |
1.0246 |
1.0691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0998 |
1.0760 |
0.0238 |
2.2% |
0.0089 |
0.8% |
26% |
False |
True |
26,378 |
| 10 |
1.1026 |
1.0760 |
0.0266 |
2.5% |
0.0079 |
0.7% |
23% |
False |
True |
21,804 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0078 |
0.7% |
41% |
False |
False |
19,604 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0057 |
0.5% |
57% |
False |
False |
9,969 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0043 |
0.4% |
57% |
False |
False |
6,651 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0038 |
0.4% |
57% |
False |
False |
4,990 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0031 |
0.3% |
72% |
False |
False |
3,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1064 |
|
1.618 |
1.0980 |
|
1.000 |
1.0928 |
|
0.618 |
1.0896 |
|
HIGH |
1.0844 |
|
0.618 |
1.0812 |
|
0.500 |
1.0802 |
|
0.382 |
1.0792 |
|
LOW |
1.0760 |
|
0.618 |
1.0708 |
|
1.000 |
1.0676 |
|
1.618 |
1.0624 |
|
2.618 |
1.0540 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0879 |
| PP |
1.0809 |
1.0860 |
| S1 |
1.0802 |
1.0841 |
|