CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0900 |
0.0012 |
0.1% |
1.1014 |
| High |
1.0929 |
1.0924 |
-0.0005 |
0.0% |
1.1046 |
| Low |
1.0886 |
1.0865 |
-0.0021 |
-0.2% |
1.0872 |
| Close |
1.0907 |
1.0889 |
-0.0018 |
-0.2% |
1.0907 |
| Range |
0.0043 |
0.0059 |
0.0016 |
37.2% |
0.0174 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
23,910 |
18,782 |
-5,128 |
-21.4% |
164,883 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1038 |
1.0921 |
|
| R3 |
1.1011 |
1.0979 |
1.0905 |
|
| R2 |
1.0952 |
1.0952 |
1.0900 |
|
| R1 |
1.0920 |
1.0920 |
1.0894 |
1.0907 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0886 |
| S1 |
1.0861 |
1.0861 |
1.0884 |
1.0848 |
| S2 |
1.0834 |
1.0834 |
1.0878 |
|
| S3 |
1.0775 |
1.0802 |
1.0873 |
|
| S4 |
1.0716 |
1.0743 |
1.0857 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1359 |
1.1003 |
|
| R3 |
1.1290 |
1.1185 |
1.0955 |
|
| R2 |
1.1116 |
1.1116 |
1.0939 |
|
| R1 |
1.1011 |
1.1011 |
1.0923 |
1.0977 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0924 |
| S1 |
1.0837 |
1.0837 |
1.0891 |
1.0803 |
| S2 |
1.0768 |
1.0768 |
1.0875 |
|
| S3 |
1.0594 |
1.0663 |
1.0859 |
|
| S4 |
1.0420 |
1.0489 |
1.0811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0865 |
0.0181 |
1.7% |
0.0086 |
0.8% |
13% |
False |
True |
29,973 |
| 10 |
1.1090 |
1.0794 |
0.0296 |
2.7% |
0.0090 |
0.8% |
32% |
False |
False |
34,556 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0086 |
0.8% |
54% |
False |
False |
37,371 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0082 |
0.8% |
54% |
False |
False |
31,206 |
| 60 |
1.1090 |
1.0563 |
0.0527 |
4.8% |
0.0073 |
0.7% |
62% |
False |
False |
21,570 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0059 |
0.5% |
62% |
False |
False |
16,182 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0050 |
0.5% |
62% |
False |
False |
12,947 |
| 120 |
1.1090 |
1.0435 |
0.0655 |
6.0% |
0.0043 |
0.4% |
69% |
False |
False |
10,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1078 |
|
1.618 |
1.1019 |
|
1.000 |
1.0983 |
|
0.618 |
1.0960 |
|
HIGH |
1.0924 |
|
0.618 |
1.0901 |
|
0.500 |
1.0895 |
|
0.382 |
1.0888 |
|
LOW |
1.0865 |
|
0.618 |
1.0829 |
|
1.000 |
1.0806 |
|
1.618 |
1.0770 |
|
2.618 |
1.0711 |
|
4.250 |
1.0614 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0951 |
| PP |
1.0893 |
1.0930 |
| S1 |
1.0891 |
1.0910 |
|