CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.0995 |
0.0013 |
0.1% |
1.0790 |
| High |
1.1024 |
1.1090 |
0.0066 |
0.6% |
1.1090 |
| Low |
1.0969 |
1.0983 |
0.0014 |
0.1% |
1.0766 |
| Close |
1.0999 |
1.1023 |
0.0024 |
0.2% |
1.1023 |
| Range |
0.0055 |
0.0107 |
0.0052 |
94.5% |
0.0324 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.2% |
0.0000 |
| Volume |
39,827 |
46,407 |
6,580 |
16.5% |
191,790 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1295 |
1.1082 |
|
| R3 |
1.1246 |
1.1188 |
1.1052 |
|
| R2 |
1.1139 |
1.1139 |
1.1043 |
|
| R1 |
1.1081 |
1.1081 |
1.1033 |
1.1110 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1047 |
| S1 |
1.0974 |
1.0974 |
1.1013 |
1.1003 |
| S2 |
1.0925 |
1.0925 |
1.1003 |
|
| S3 |
1.0818 |
1.0867 |
1.0994 |
|
| S4 |
1.0711 |
1.0760 |
1.0964 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1801 |
1.1201 |
|
| R3 |
1.1608 |
1.1477 |
1.1112 |
|
| R2 |
1.1284 |
1.1284 |
1.1082 |
|
| R1 |
1.1153 |
1.1153 |
1.1053 |
1.1219 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0992 |
| S1 |
1.0829 |
1.0829 |
1.0993 |
1.0895 |
| S2 |
1.0636 |
1.0636 |
1.0964 |
|
| S3 |
1.0312 |
1.0505 |
1.0934 |
|
| S4 |
0.9988 |
1.0181 |
1.0845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.0766 |
0.0324 |
2.9% |
0.0090 |
0.8% |
79% |
True |
False |
38,358 |
| 10 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0084 |
0.8% |
85% |
True |
False |
39,688 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0088 |
0.8% |
85% |
True |
False |
37,334 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0082 |
0.7% |
85% |
True |
False |
27,690 |
| 60 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0066 |
0.6% |
87% |
True |
False |
18,513 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0054 |
0.5% |
87% |
True |
False |
13,887 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0047 |
0.4% |
87% |
True |
False |
11,110 |
| 120 |
1.1090 |
1.0288 |
0.0802 |
7.3% |
0.0039 |
0.4% |
92% |
True |
False |
9,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1545 |
|
2.618 |
1.1370 |
|
1.618 |
1.1263 |
|
1.000 |
1.1197 |
|
0.618 |
1.1156 |
|
HIGH |
1.1090 |
|
0.618 |
1.1049 |
|
0.500 |
1.1037 |
|
0.382 |
1.1024 |
|
LOW |
1.0983 |
|
0.618 |
1.0917 |
|
1.000 |
1.0876 |
|
1.618 |
1.0810 |
|
2.618 |
1.0703 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1037 |
1.1004 |
| PP |
1.1032 |
1.0985 |
| S1 |
1.1028 |
1.0967 |
|