CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0862 |
-0.0038 |
-0.3% |
1.1014 |
| High |
1.0924 |
1.0934 |
0.0010 |
0.1% |
1.1046 |
| Low |
1.0865 |
1.0855 |
-0.0010 |
-0.1% |
1.0872 |
| Close |
1.0889 |
1.0900 |
0.0011 |
0.1% |
1.0907 |
| Range |
0.0059 |
0.0079 |
0.0020 |
33.9% |
0.0174 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
18,782 |
26,192 |
7,410 |
39.5% |
164,883 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1096 |
1.0943 |
|
| R3 |
1.1054 |
1.1017 |
1.0922 |
|
| R2 |
1.0975 |
1.0975 |
1.0914 |
|
| R1 |
1.0938 |
1.0938 |
1.0907 |
1.0957 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0906 |
| S1 |
1.0859 |
1.0859 |
1.0893 |
1.0878 |
| S2 |
1.0817 |
1.0817 |
1.0886 |
|
| S3 |
1.0738 |
1.0780 |
1.0878 |
|
| S4 |
1.0659 |
1.0701 |
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 |
1.0855 |
0.0191 |
1.8% |
0.0092 |
0.8% |
24% |
False |
True |
28,860 |
| 10 |
1.1090 |
1.0843 |
0.0247 |
2.3% |
0.0089 |
0.8% |
23% |
False |
False |
34,049 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0083 |
0.8% |
56% |
False |
False |
37,056 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0082 |
0.8% |
56% |
False |
False |
31,332 |
| 60 |
1.1090 |
1.0563 |
0.0527 |
4.8% |
0.0074 |
0.7% |
64% |
False |
False |
22,006 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0060 |
0.5% |
64% |
False |
False |
16,510 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0051 |
0.5% |
64% |
False |
False |
13,209 |
| 120 |
1.1090 |
1.0463 |
0.0627 |
5.8% |
0.0044 |
0.4% |
70% |
False |
False |
11,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1270 |
|
2.618 |
1.1141 |
|
1.618 |
1.1062 |
|
1.000 |
1.1013 |
|
0.618 |
1.0983 |
|
HIGH |
1.0934 |
|
0.618 |
1.0904 |
|
0.500 |
1.0895 |
|
0.382 |
1.0885 |
|
LOW |
1.0855 |
|
0.618 |
1.0806 |
|
1.000 |
1.0776 |
|
1.618 |
1.0727 |
|
2.618 |
1.0648 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0898 |
| PP |
1.0896 |
1.0896 |
| S1 |
1.0895 |
1.0895 |
|