CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0908 |
0.0046 |
0.4% |
1.1014 |
| High |
1.0934 |
1.0929 |
-0.0005 |
0.0% |
1.1046 |
| Low |
1.0855 |
1.0878 |
0.0023 |
0.2% |
1.0872 |
| Close |
1.0900 |
1.0901 |
0.0001 |
0.0% |
1.0907 |
| Range |
0.0079 |
0.0051 |
-0.0028 |
-35.4% |
0.0174 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
26,192 |
21,124 |
-5,068 |
-19.3% |
164,883 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1029 |
1.0929 |
|
| R3 |
1.1005 |
1.0978 |
1.0915 |
|
| R2 |
1.0954 |
1.0954 |
1.0910 |
|
| R1 |
1.0927 |
1.0927 |
1.0906 |
1.0915 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0897 |
| S1 |
1.0876 |
1.0876 |
1.0896 |
1.0864 |
| S2 |
1.0852 |
1.0852 |
1.0892 |
|
| S3 |
1.0801 |
1.0825 |
1.0887 |
|
| S4 |
1.0750 |
1.0774 |
1.0873 |
|
|
| 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 |
1.1036 |
1.0855 |
0.0181 |
1.7% |
0.0079 |
0.7% |
25% |
False |
False |
27,054 |
| 10 |
1.1090 |
1.0855 |
0.0235 |
2.2% |
0.0078 |
0.7% |
20% |
False |
False |
31,721 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0079 |
0.7% |
56% |
False |
False |
35,387 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0081 |
0.7% |
56% |
False |
False |
30,914 |
| 60 |
1.1090 |
1.0563 |
0.0527 |
4.8% |
0.0075 |
0.7% |
64% |
False |
False |
22,358 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0060 |
0.6% |
65% |
False |
False |
16,774 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0051 |
0.5% |
65% |
False |
False |
13,420 |
| 120 |
1.1090 |
1.0463 |
0.0627 |
5.8% |
0.0045 |
0.4% |
70% |
False |
False |
11,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1146 |
|
2.618 |
1.1063 |
|
1.618 |
1.1012 |
|
1.000 |
1.0980 |
|
0.618 |
1.0961 |
|
HIGH |
1.0929 |
|
0.618 |
1.0910 |
|
0.500 |
1.0904 |
|
0.382 |
1.0897 |
|
LOW |
1.0878 |
|
0.618 |
1.0846 |
|
1.000 |
1.0827 |
|
1.618 |
1.0795 |
|
2.618 |
1.0744 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0899 |
| PP |
1.0903 |
1.0897 |
| S1 |
1.0902 |
1.0895 |
|