CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0853 |
-0.0053 |
-0.5% |
1.0900 |
| High |
1.0909 |
1.0867 |
-0.0042 |
-0.4% |
1.0934 |
| Low |
1.0818 |
1.0824 |
0.0006 |
0.1% |
1.0818 |
| Close |
1.0840 |
1.0845 |
0.0005 |
0.0% |
1.0845 |
| Range |
0.0091 |
0.0043 |
-0.0048 |
-52.7% |
0.0116 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
28,046 |
21,771 |
-6,275 |
-22.4% |
115,915 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0953 |
1.0869 |
|
| R3 |
1.0931 |
1.0910 |
1.0857 |
|
| R2 |
1.0888 |
1.0888 |
1.0853 |
|
| R1 |
1.0867 |
1.0867 |
1.0849 |
1.0856 |
| PP |
1.0845 |
1.0845 |
1.0845 |
1.0840 |
| S1 |
1.0824 |
1.0824 |
1.0841 |
1.0813 |
| S2 |
1.0802 |
1.0802 |
1.0837 |
|
| S3 |
1.0759 |
1.0781 |
1.0833 |
|
| S4 |
1.0716 |
1.0738 |
1.0821 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1145 |
1.0909 |
|
| R3 |
1.1098 |
1.1029 |
1.0877 |
|
| R2 |
1.0982 |
1.0982 |
1.0866 |
|
| R1 |
1.0913 |
1.0913 |
1.0856 |
1.0890 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0854 |
| S1 |
1.0797 |
1.0797 |
1.0834 |
1.0774 |
| S2 |
1.0750 |
1.0750 |
1.0824 |
|
| S3 |
1.0634 |
1.0681 |
1.0813 |
|
| S4 |
1.0518 |
1.0565 |
1.0781 |
|
|
| 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% |
23% |
False |
False |
23,183 |
| 10 |
1.1046 |
1.0818 |
0.0228 |
2.1% |
0.0075 |
0.7% |
12% |
False |
False |
28,079 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0079 |
0.7% |
43% |
False |
False |
33,884 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0082 |
0.8% |
43% |
False |
False |
31,023 |
| 60 |
1.1090 |
1.0635 |
0.0455 |
4.2% |
0.0075 |
0.7% |
46% |
False |
False |
23,188 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0062 |
0.6% |
54% |
False |
False |
17,396 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0052 |
0.5% |
54% |
False |
False |
13,918 |
| 120 |
1.1090 |
1.0463 |
0.0627 |
5.8% |
0.0046 |
0.4% |
61% |
False |
False |
11,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1050 |
|
2.618 |
1.0980 |
|
1.618 |
1.0937 |
|
1.000 |
1.0910 |
|
0.618 |
1.0894 |
|
HIGH |
1.0867 |
|
0.618 |
1.0851 |
|
0.500 |
1.0846 |
|
0.382 |
1.0840 |
|
LOW |
1.0824 |
|
0.618 |
1.0797 |
|
1.000 |
1.0781 |
|
1.618 |
1.0754 |
|
2.618 |
1.0711 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0874 |
| PP |
1.0845 |
1.0864 |
| S1 |
1.0845 |
1.0855 |
|