CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0730 |
-0.0016 |
-0.1% |
1.0959 |
| High |
1.0761 |
1.0757 |
-0.0004 |
0.0% |
1.0974 |
| Low |
1.0689 |
1.0657 |
-0.0032 |
-0.3% |
1.0657 |
| Close |
1.0727 |
1.0701 |
-0.0026 |
-0.2% |
1.0701 |
| Range |
0.0072 |
0.0100 |
0.0028 |
38.9% |
0.0317 |
| ATR |
0.0082 |
0.0084 |
0.0001 |
1.5% |
0.0000 |
| Volume |
42,411 |
43,863 |
1,452 |
3.4% |
210,747 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0953 |
1.0756 |
|
| R3 |
1.0905 |
1.0853 |
1.0729 |
|
| R2 |
1.0805 |
1.0805 |
1.0719 |
|
| R1 |
1.0753 |
1.0753 |
1.0710 |
1.0729 |
| PP |
1.0705 |
1.0705 |
1.0705 |
1.0693 |
| S1 |
1.0653 |
1.0653 |
1.0692 |
1.0629 |
| S2 |
1.0605 |
1.0605 |
1.0683 |
|
| S3 |
1.0505 |
1.0553 |
1.0674 |
|
| S4 |
1.0405 |
1.0453 |
1.0646 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1532 |
1.0875 |
|
| R3 |
1.1411 |
1.1215 |
1.0788 |
|
| R2 |
1.1094 |
1.1094 |
1.0759 |
|
| R1 |
1.0898 |
1.0898 |
1.0730 |
1.0838 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0747 |
| S1 |
1.0581 |
1.0581 |
1.0672 |
1.0521 |
| S2 |
1.0460 |
1.0460 |
1.0643 |
|
| S3 |
1.0143 |
1.0264 |
1.0614 |
|
| S4 |
0.9826 |
0.9947 |
1.0527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0974 |
1.0657 |
0.0317 |
3.0% |
0.0099 |
0.9% |
14% |
False |
True |
42,149 |
| 10 |
1.0986 |
1.0657 |
0.0329 |
3.1% |
0.0094 |
0.9% |
13% |
False |
True |
35,886 |
| 20 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0086 |
0.8% |
12% |
False |
True |
28,845 |
| 40 |
1.1026 |
1.0635 |
0.0391 |
3.7% |
0.0076 |
0.7% |
17% |
False |
False |
18,937 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0056 |
0.5% |
31% |
False |
False |
12,632 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0047 |
0.4% |
31% |
False |
False |
9,475 |
| 100 |
1.1026 |
1.0464 |
0.0562 |
5.3% |
0.0040 |
0.4% |
42% |
False |
False |
7,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1182 |
|
2.618 |
1.1019 |
|
1.618 |
1.0919 |
|
1.000 |
1.0857 |
|
0.618 |
1.0819 |
|
HIGH |
1.0757 |
|
0.618 |
1.0719 |
|
0.500 |
1.0707 |
|
0.382 |
1.0695 |
|
LOW |
1.0657 |
|
0.618 |
1.0595 |
|
1.000 |
1.0557 |
|
1.618 |
1.0495 |
|
2.618 |
1.0395 |
|
4.250 |
1.0232 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0707 |
1.0716 |
| PP |
1.0705 |
1.0711 |
| S1 |
1.0703 |
1.0706 |
|