CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0787 |
-0.0051 |
-0.5% |
1.0900 |
| High |
1.0891 |
1.0790 |
-0.0101 |
-0.9% |
1.0934 |
| Low |
1.0771 |
1.0716 |
-0.0055 |
-0.5% |
1.0818 |
| Close |
1.0777 |
1.0733 |
-0.0044 |
-0.4% |
1.0845 |
| Range |
0.0120 |
0.0074 |
-0.0046 |
-38.3% |
0.0116 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
34,907 |
47,347 |
12,440 |
35.6% |
115,915 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0925 |
1.0774 |
|
| R3 |
1.0894 |
1.0851 |
1.0753 |
|
| R2 |
1.0820 |
1.0820 |
1.0747 |
|
| R1 |
1.0777 |
1.0777 |
1.0740 |
1.0762 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0739 |
| S1 |
1.0703 |
1.0703 |
1.0726 |
1.0688 |
| S2 |
1.0672 |
1.0672 |
1.0719 |
|
| S3 |
1.0598 |
1.0629 |
1.0713 |
|
| S4 |
1.0524 |
1.0555 |
1.0692 |
|
|
| 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 |
1.0909 |
1.0716 |
0.0193 |
1.8% |
0.0077 |
0.7% |
9% |
False |
True |
32,657 |
| 10 |
1.1036 |
1.0716 |
0.0320 |
3.0% |
0.0078 |
0.7% |
5% |
False |
True |
29,855 |
| 20 |
1.1090 |
1.0716 |
0.0374 |
3.5% |
0.0080 |
0.7% |
5% |
False |
True |
33,153 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0083 |
0.8% |
18% |
False |
False |
31,786 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0076 |
0.7% |
18% |
False |
False |
25,079 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0063 |
0.6% |
33% |
False |
False |
18,814 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0054 |
0.5% |
33% |
False |
False |
15,053 |
| 120 |
1.1090 |
1.0464 |
0.0626 |
5.8% |
0.0048 |
0.4% |
43% |
False |
False |
12,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0984 |
|
1.618 |
1.0910 |
|
1.000 |
1.0864 |
|
0.618 |
1.0836 |
|
HIGH |
1.0790 |
|
0.618 |
1.0762 |
|
0.500 |
1.0753 |
|
0.382 |
1.0744 |
|
LOW |
1.0716 |
|
0.618 |
1.0670 |
|
1.000 |
1.0642 |
|
1.618 |
1.0596 |
|
2.618 |
1.0522 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0804 |
| PP |
1.0746 |
1.0780 |
| S1 |
1.0740 |
1.0757 |
|