CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0906 |
-0.0002 |
0.0% |
1.1014 |
| High |
1.0929 |
1.0909 |
-0.0020 |
-0.2% |
1.1046 |
| Low |
1.0878 |
1.0818 |
-0.0060 |
-0.6% |
1.0872 |
| Close |
1.0901 |
1.0840 |
-0.0061 |
-0.6% |
1.0907 |
| Range |
0.0051 |
0.0091 |
0.0040 |
78.4% |
0.0174 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
21,124 |
28,046 |
6,922 |
32.8% |
164,883 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1075 |
1.0890 |
|
| R3 |
1.1038 |
1.0984 |
1.0865 |
|
| R2 |
1.0947 |
1.0947 |
1.0857 |
|
| R1 |
1.0893 |
1.0893 |
1.0848 |
1.0875 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0846 |
| S1 |
1.0802 |
1.0802 |
1.0832 |
1.0784 |
| S2 |
1.0765 |
1.0765 |
1.0823 |
|
| S3 |
1.0674 |
1.0711 |
1.0815 |
|
| S4 |
1.0583 |
1.0620 |
1.0790 |
|
|
| 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 |
1.0934 |
1.0818 |
0.0116 |
1.1% |
0.0065 |
0.6% |
19% |
False |
True |
23,610 |
| 10 |
1.1090 |
1.0818 |
0.0272 |
2.5% |
0.0081 |
0.8% |
8% |
False |
True |
30,543 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0081 |
0.7% |
42% |
False |
False |
34,916 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0083 |
0.8% |
42% |
False |
False |
31,034 |
| 60 |
1.1090 |
1.0608 |
0.0482 |
4.4% |
0.0075 |
0.7% |
48% |
False |
False |
22,825 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0061 |
0.6% |
53% |
False |
False |
17,124 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0052 |
0.5% |
53% |
False |
False |
13,700 |
| 120 |
1.1090 |
1.0463 |
0.0627 |
5.8% |
0.0045 |
0.4% |
60% |
False |
False |
11,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1296 |
|
2.618 |
1.1147 |
|
1.618 |
1.1056 |
|
1.000 |
1.1000 |
|
0.618 |
1.0965 |
|
HIGH |
1.0909 |
|
0.618 |
1.0874 |
|
0.500 |
1.0864 |
|
0.382 |
1.0853 |
|
LOW |
1.0818 |
|
0.618 |
1.0762 |
|
1.000 |
1.0727 |
|
1.618 |
1.0671 |
|
2.618 |
1.0580 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0876 |
| PP |
1.0856 |
1.0864 |
| S1 |
1.0848 |
1.0852 |
|