CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0746 |
0.0011 |
0.1% |
1.0830 |
| High |
1.0775 |
1.0761 |
-0.0014 |
-0.1% |
1.0986 |
| Low |
1.0726 |
1.0689 |
-0.0037 |
-0.3% |
1.0780 |
| Close |
1.0738 |
1.0727 |
-0.0011 |
-0.1% |
1.0962 |
| Range |
0.0049 |
0.0072 |
0.0023 |
46.9% |
0.0206 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
37,463 |
42,411 |
4,948 |
13.2% |
148,113 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0906 |
1.0767 |
|
| R3 |
1.0870 |
1.0834 |
1.0747 |
|
| R2 |
1.0798 |
1.0798 |
1.0740 |
|
| R1 |
1.0762 |
1.0762 |
1.0734 |
1.0744 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0717 |
| S1 |
1.0690 |
1.0690 |
1.0720 |
1.0672 |
| S2 |
1.0654 |
1.0654 |
1.0714 |
|
| S3 |
1.0582 |
1.0618 |
1.0707 |
|
| S4 |
1.0510 |
1.0546 |
1.0687 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1451 |
1.1075 |
|
| R3 |
1.1321 |
1.1245 |
1.1019 |
|
| R2 |
1.1115 |
1.1115 |
1.1000 |
|
| R1 |
1.1039 |
1.1039 |
1.0981 |
1.1077 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0929 |
| S1 |
1.0833 |
1.0833 |
1.0943 |
1.0871 |
| S2 |
1.0703 |
1.0703 |
1.0924 |
|
| S3 |
1.0497 |
1.0627 |
1.0905 |
|
| S4 |
1.0291 |
1.0421 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0986 |
1.0689 |
0.0297 |
2.8% |
0.0095 |
0.9% |
13% |
False |
True |
41,104 |
| 10 |
1.0986 |
1.0689 |
0.0297 |
2.8% |
0.0092 |
0.9% |
13% |
False |
True |
34,981 |
| 20 |
1.1026 |
1.0689 |
0.0337 |
3.1% |
0.0084 |
0.8% |
11% |
False |
True |
28,163 |
| 40 |
1.1026 |
1.0635 |
0.0391 |
3.6% |
0.0073 |
0.7% |
24% |
False |
False |
17,840 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0056 |
0.5% |
37% |
False |
False |
11,901 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0045 |
0.4% |
37% |
False |
False |
8,927 |
| 100 |
1.1026 |
1.0463 |
0.0563 |
5.2% |
0.0039 |
0.4% |
47% |
False |
False |
7,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0949 |
|
1.618 |
1.0877 |
|
1.000 |
1.0833 |
|
0.618 |
1.0805 |
|
HIGH |
1.0761 |
|
0.618 |
1.0733 |
|
0.500 |
1.0725 |
|
0.382 |
1.0717 |
|
LOW |
1.0689 |
|
0.618 |
1.0645 |
|
1.000 |
1.0617 |
|
1.618 |
1.0573 |
|
2.618 |
1.0501 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0777 |
| PP |
1.0726 |
1.0760 |
| S1 |
1.0725 |
1.0744 |
|