CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0830 |
1.0877 |
0.0047 |
0.4% |
1.0961 |
High |
1.0867 |
1.0878 |
0.0011 |
0.1% |
1.0998 |
Low |
1.0780 |
1.0813 |
0.0033 |
0.3% |
1.0760 |
Close |
1.0861 |
1.0834 |
-0.0027 |
-0.2% |
1.0822 |
Range |
0.0087 |
0.0065 |
-0.0022 |
-25.3% |
0.0238 |
ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
21,959 |
24,770 |
2,811 |
12.8% |
116,970 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1037 |
1.1000 |
1.0870 |
|
R3 |
1.0972 |
1.0935 |
1.0852 |
|
R2 |
1.0907 |
1.0907 |
1.0846 |
|
R1 |
1.0870 |
1.0870 |
1.0840 |
1.0856 |
PP |
1.0842 |
1.0842 |
1.0842 |
1.0835 |
S1 |
1.0805 |
1.0805 |
1.0828 |
1.0791 |
S2 |
1.0777 |
1.0777 |
1.0822 |
|
S3 |
1.0712 |
1.0740 |
1.0816 |
|
S4 |
1.0647 |
1.0675 |
1.0798 |
|
|
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% |
0.0093 |
0.9% |
31% |
False |
False |
29,707 |
10 |
1.1013 |
1.0760 |
0.0253 |
2.3% |
0.0078 |
0.7% |
29% |
False |
False |
21,205 |
20 |
1.1026 |
1.0692 |
0.0334 |
3.1% |
0.0077 |
0.7% |
43% |
False |
False |
21,641 |
40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0060 |
0.6% |
59% |
False |
False |
11,135 |
60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0045 |
0.4% |
59% |
False |
False |
7,430 |
80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0039 |
0.4% |
59% |
False |
False |
5,574 |
100 |
1.1026 |
1.0316 |
0.0710 |
6.6% |
0.0032 |
0.3% |
73% |
False |
False |
4,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1154 |
2.618 |
1.1048 |
1.618 |
1.0983 |
1.000 |
1.0943 |
0.618 |
1.0918 |
HIGH |
1.0878 |
0.618 |
1.0853 |
0.500 |
1.0846 |
0.382 |
1.0838 |
LOW |
1.0813 |
0.618 |
1.0773 |
1.000 |
1.0748 |
1.618 |
1.0708 |
2.618 |
1.0643 |
4.250 |
1.0537 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0846 |
1.0829 |
PP |
1.0842 |
1.0824 |
S1 |
1.0838 |
1.0819 |
|