CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0772 |
1.0790 |
0.0018 |
0.2% |
1.0702 |
| High |
1.0849 |
1.0807 |
-0.0042 |
-0.4% |
1.0849 |
| Low |
1.0749 |
1.0766 |
0.0017 |
0.2% |
1.0701 |
| Close |
1.0801 |
1.0802 |
0.0001 |
0.0% |
1.0801 |
| Range |
0.0100 |
0.0041 |
-0.0059 |
-59.0% |
0.0148 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
44,301 |
29,895 |
-14,406 |
-32.5% |
161,234 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0899 |
1.0825 |
|
| R3 |
1.0874 |
1.0858 |
1.0813 |
|
| R2 |
1.0833 |
1.0833 |
1.0810 |
|
| R1 |
1.0817 |
1.0817 |
1.0806 |
1.0825 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0796 |
| S1 |
1.0776 |
1.0776 |
1.0798 |
1.0784 |
| S2 |
1.0751 |
1.0751 |
1.0794 |
|
| S3 |
1.0710 |
1.0735 |
1.0791 |
|
| S4 |
1.0669 |
1.0694 |
1.0779 |
|
|
| 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 |
1.0701 |
0.0148 |
1.4% |
0.0065 |
0.6% |
68% |
False |
False |
38,225 |
| 10 |
1.0974 |
1.0657 |
0.0317 |
2.9% |
0.0082 |
0.8% |
46% |
False |
False |
40,187 |
| 20 |
1.0998 |
1.0657 |
0.0341 |
3.2% |
0.0085 |
0.8% |
43% |
False |
False |
34,094 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0076 |
0.7% |
39% |
False |
False |
23,705 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0061 |
0.6% |
52% |
False |
False |
15,816 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0049 |
0.5% |
52% |
False |
False |
11,864 |
| 100 |
1.1026 |
1.0510 |
0.0516 |
4.8% |
0.0043 |
0.4% |
57% |
False |
False |
9,492 |
| 120 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0036 |
0.3% |
70% |
False |
False |
7,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0914 |
|
1.618 |
1.0873 |
|
1.000 |
1.0848 |
|
0.618 |
1.0832 |
|
HIGH |
1.0807 |
|
0.618 |
1.0791 |
|
0.500 |
1.0787 |
|
0.382 |
1.0782 |
|
LOW |
1.0766 |
|
0.618 |
1.0741 |
|
1.000 |
1.0725 |
|
1.618 |
1.0700 |
|
2.618 |
1.0659 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0798 |
| PP |
1.0792 |
1.0794 |
| S1 |
1.0787 |
1.0790 |
|