CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0772 |
0.0014 |
0.1% |
1.0702 |
| High |
1.0782 |
1.0849 |
0.0067 |
0.6% |
1.0849 |
| Low |
1.0730 |
1.0749 |
0.0019 |
0.2% |
1.0701 |
| Close |
1.0779 |
1.0801 |
0.0022 |
0.2% |
1.0801 |
| Range |
0.0052 |
0.0100 |
0.0048 |
92.3% |
0.0148 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0000 |
| Volume |
32,704 |
44,301 |
11,597 |
35.5% |
161,234 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1050 |
1.0856 |
|
| R3 |
1.1000 |
1.0950 |
1.0829 |
|
| R2 |
1.0900 |
1.0900 |
1.0819 |
|
| R1 |
1.0850 |
1.0850 |
1.0810 |
1.0875 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0812 |
| S1 |
1.0750 |
1.0750 |
1.0792 |
1.0775 |
| S2 |
1.0700 |
1.0700 |
1.0783 |
|
| S3 |
1.0600 |
1.0650 |
1.0774 |
|
| S4 |
1.0500 |
1.0550 |
1.0746 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1162 |
1.0882 |
|
| R3 |
1.1080 |
1.1014 |
1.0842 |
|
| R2 |
1.0932 |
1.0932 |
1.0828 |
|
| R1 |
1.0866 |
1.0866 |
1.0815 |
1.0899 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0800 |
| S1 |
1.0718 |
1.0718 |
1.0787 |
1.0751 |
| S2 |
1.0636 |
1.0636 |
1.0774 |
|
| S3 |
1.0488 |
1.0570 |
1.0760 |
|
| S4 |
1.0340 |
1.0422 |
1.0720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0849 |
1.0657 |
0.0192 |
1.8% |
0.0077 |
0.7% |
75% |
True |
False |
41,019 |
| 10 |
1.0986 |
1.0657 |
0.0329 |
3.0% |
0.0086 |
0.8% |
44% |
False |
False |
41,061 |
| 20 |
1.1013 |
1.0657 |
0.0356 |
3.3% |
0.0087 |
0.8% |
40% |
False |
False |
33,535 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0076 |
0.7% |
39% |
False |
False |
22,959 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0060 |
0.6% |
52% |
False |
False |
15,318 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0049 |
0.4% |
52% |
False |
False |
11,490 |
| 100 |
1.1026 |
1.0510 |
0.0516 |
4.8% |
0.0043 |
0.4% |
56% |
False |
False |
9,193 |
| 120 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0036 |
0.3% |
70% |
False |
False |
7,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1274 |
|
2.618 |
1.1111 |
|
1.618 |
1.1011 |
|
1.000 |
1.0949 |
|
0.618 |
1.0911 |
|
HIGH |
1.0849 |
|
0.618 |
1.0811 |
|
0.500 |
1.0799 |
|
0.382 |
1.0787 |
|
LOW |
1.0749 |
|
0.618 |
1.0687 |
|
1.000 |
1.0649 |
|
1.618 |
1.0587 |
|
2.618 |
1.0487 |
|
4.250 |
1.0324 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0797 |
| PP |
1.0800 |
1.0793 |
| S1 |
1.0799 |
1.0790 |
|