CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.0991 |
-0.0025 |
-0.2% |
1.0790 |
| High |
1.1046 |
1.1036 |
-0.0010 |
-0.1% |
1.1090 |
| Low |
1.0933 |
1.0872 |
-0.0061 |
-0.6% |
1.0766 |
| Close |
1.1000 |
1.0899 |
-0.0101 |
-0.9% |
1.1023 |
| Range |
0.0113 |
0.0164 |
0.0051 |
45.1% |
0.0324 |
| ATR |
0.0082 |
0.0088 |
0.0006 |
7.1% |
0.0000 |
| Volume |
30,158 |
45,262 |
15,104 |
50.1% |
191,790 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1327 |
1.0989 |
|
| R3 |
1.1264 |
1.1163 |
1.0944 |
|
| R2 |
1.1100 |
1.1100 |
1.0929 |
|
| R1 |
1.0999 |
1.0999 |
1.0914 |
1.0968 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0920 |
| S1 |
1.0835 |
1.0835 |
1.0884 |
1.0804 |
| S2 |
1.0772 |
1.0772 |
1.0869 |
|
| S3 |
1.0608 |
1.0671 |
1.0854 |
|
| S4 |
1.0444 |
1.0507 |
1.0809 |
|
|
| 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 |
1.0872 |
0.0218 |
2.0% |
0.0098 |
0.9% |
12% |
False |
True |
37,476 |
| 10 |
1.1090 |
1.0749 |
0.0341 |
3.1% |
0.0094 |
0.9% |
44% |
False |
False |
37,706 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0093 |
0.9% |
56% |
False |
False |
39,127 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0085 |
0.8% |
56% |
False |
False |
30,819 |
| 60 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0072 |
0.7% |
64% |
False |
False |
20,858 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0057 |
0.5% |
64% |
False |
False |
15,649 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0049 |
0.5% |
64% |
False |
False |
12,520 |
| 120 |
1.1090 |
1.0316 |
0.0774 |
7.1% |
0.0043 |
0.4% |
75% |
False |
False |
10,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1465 |
|
1.618 |
1.1301 |
|
1.000 |
1.1200 |
|
0.618 |
1.1137 |
|
HIGH |
1.1036 |
|
0.618 |
1.0973 |
|
0.500 |
1.0954 |
|
0.382 |
1.0935 |
|
LOW |
1.0872 |
|
0.618 |
1.0771 |
|
1.000 |
1.0708 |
|
1.618 |
1.0607 |
|
2.618 |
1.0443 |
|
4.250 |
1.0175 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.0959 |
| PP |
1.0936 |
1.0939 |
| S1 |
1.0917 |
1.0919 |
|