CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0854 |
0.0055 |
0.5% |
1.0702 |
| High |
1.0883 |
1.1003 |
0.0120 |
1.1% |
1.0849 |
| Low |
1.0794 |
1.0843 |
0.0049 |
0.5% |
1.0701 |
| Close |
1.0851 |
1.0982 |
0.0131 |
1.2% |
1.0801 |
| Range |
0.0089 |
0.0160 |
0.0071 |
79.8% |
0.0148 |
| ATR |
0.0078 |
0.0084 |
0.0006 |
7.4% |
0.0000 |
| Volume |
31,253 |
44,408 |
13,155 |
42.1% |
161,234 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1423 |
1.1362 |
1.1070 |
|
| R3 |
1.1263 |
1.1202 |
1.1026 |
|
| R2 |
1.1103 |
1.1103 |
1.1011 |
|
| R1 |
1.1042 |
1.1042 |
1.0997 |
1.1073 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0958 |
| S1 |
1.0882 |
1.0882 |
1.0967 |
1.0913 |
| S2 |
1.0783 |
1.0783 |
1.0953 |
|
| S3 |
1.0623 |
1.0722 |
1.0938 |
|
| S4 |
1.0463 |
1.0562 |
1.0894 |
|
|
| 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 |
1.1003 |
1.0730 |
0.0273 |
2.5% |
0.0088 |
0.8% |
92% |
True |
False |
36,512 |
| 10 |
1.1003 |
1.0657 |
0.0346 |
3.2% |
0.0079 |
0.7% |
94% |
True |
False |
39,052 |
| 20 |
1.1003 |
1.0657 |
0.0346 |
3.2% |
0.0091 |
0.8% |
94% |
True |
False |
36,372 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0080 |
0.7% |
88% |
False |
False |
25,595 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0065 |
0.6% |
91% |
False |
False |
17,077 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0052 |
0.5% |
91% |
False |
False |
12,809 |
| 100 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0046 |
0.4% |
91% |
False |
False |
10,248 |
| 120 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0038 |
0.3% |
94% |
False |
False |
8,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1422 |
|
1.618 |
1.1262 |
|
1.000 |
1.1163 |
|
0.618 |
1.1102 |
|
HIGH |
1.1003 |
|
0.618 |
1.0942 |
|
0.500 |
1.0923 |
|
0.382 |
1.0904 |
|
LOW |
1.0843 |
|
0.618 |
1.0744 |
|
1.000 |
1.0683 |
|
1.618 |
1.0584 |
|
2.618 |
1.0424 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.0950 |
| PP |
1.0943 |
1.0917 |
| S1 |
1.0923 |
1.0885 |
|