CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0769 |
0.0067 |
0.6% |
1.0959 |
| High |
1.0788 |
1.0784 |
-0.0004 |
0.0% |
1.0974 |
| Low |
1.0701 |
1.0740 |
0.0039 |
0.4% |
1.0657 |
| Close |
1.0768 |
1.0763 |
-0.0005 |
0.0% |
1.0701 |
| Range |
0.0087 |
0.0044 |
-0.0043 |
-49.4% |
0.0317 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
51,300 |
32,929 |
-18,371 |
-35.8% |
210,747 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0894 |
1.0873 |
1.0787 |
|
| R3 |
1.0850 |
1.0829 |
1.0775 |
|
| R2 |
1.0806 |
1.0806 |
1.0771 |
|
| R1 |
1.0785 |
1.0785 |
1.0767 |
1.0774 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0757 |
| S1 |
1.0741 |
1.0741 |
1.0759 |
1.0730 |
| S2 |
1.0718 |
1.0718 |
1.0755 |
|
| S3 |
1.0674 |
1.0697 |
1.0751 |
|
| S4 |
1.0630 |
1.0653 |
1.0739 |
|
|
| 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 |
1.0788 |
1.0657 |
0.0131 |
1.2% |
0.0070 |
0.7% |
81% |
False |
False |
41,593 |
| 10 |
1.0986 |
1.0657 |
0.0329 |
3.1% |
0.0092 |
0.9% |
32% |
False |
False |
39,636 |
| 20 |
1.1013 |
1.0657 |
0.0356 |
3.3% |
0.0085 |
0.8% |
30% |
False |
False |
30,420 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0074 |
0.7% |
29% |
False |
False |
21,042 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0058 |
0.5% |
44% |
False |
False |
14,035 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0048 |
0.4% |
44% |
False |
False |
10,528 |
| 100 |
1.1026 |
1.0464 |
0.0562 |
5.2% |
0.0041 |
0.4% |
53% |
False |
False |
8,423 |
| 120 |
1.1026 |
1.0198 |
0.0828 |
7.7% |
0.0034 |
0.3% |
68% |
False |
False |
7,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0899 |
|
1.618 |
1.0855 |
|
1.000 |
1.0828 |
|
0.618 |
1.0811 |
|
HIGH |
1.0784 |
|
0.618 |
1.0767 |
|
0.500 |
1.0762 |
|
0.382 |
1.0757 |
|
LOW |
1.0740 |
|
0.618 |
1.0713 |
|
1.000 |
1.0696 |
|
1.618 |
1.0669 |
|
2.618 |
1.0625 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0750 |
| PP |
1.0762 |
1.0736 |
| S1 |
1.0762 |
1.0723 |
|