CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0744 |
-0.0043 |
-0.4% |
1.0844 |
| High |
1.0790 |
1.0774 |
-0.0016 |
-0.1% |
1.0891 |
| Low |
1.0716 |
1.0722 |
0.0006 |
0.1% |
1.0716 |
| Close |
1.0733 |
1.0749 |
0.0016 |
0.1% |
1.0749 |
| Range |
0.0074 |
0.0052 |
-0.0022 |
-29.7% |
0.0175 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
47,347 |
31,006 |
-16,341 |
-34.5% |
144,474 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0879 |
1.0778 |
|
| R3 |
1.0852 |
1.0827 |
1.0763 |
|
| R2 |
1.0800 |
1.0800 |
1.0759 |
|
| R1 |
1.0775 |
1.0775 |
1.0754 |
1.0788 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0755 |
| S1 |
1.0723 |
1.0723 |
1.0744 |
1.0736 |
| S2 |
1.0696 |
1.0696 |
1.0739 |
|
| S3 |
1.0644 |
1.0671 |
1.0735 |
|
| S4 |
1.0592 |
1.0619 |
1.0720 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1205 |
1.0845 |
|
| R3 |
1.1135 |
1.1030 |
1.0797 |
|
| R2 |
1.0960 |
1.0960 |
1.0781 |
|
| R1 |
1.0855 |
1.0855 |
1.0765 |
1.0820 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0768 |
| S1 |
1.0680 |
1.0680 |
1.0733 |
1.0645 |
| S2 |
1.0610 |
1.0610 |
1.0717 |
|
| S3 |
1.0435 |
1.0505 |
1.0701 |
|
| S4 |
1.0260 |
1.0330 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0891 |
1.0716 |
0.0175 |
1.6% |
0.0069 |
0.6% |
19% |
False |
False |
33,249 |
| 10 |
1.0934 |
1.0716 |
0.0218 |
2.0% |
0.0067 |
0.6% |
15% |
False |
False |
28,429 |
| 20 |
1.1090 |
1.0716 |
0.0374 |
3.5% |
0.0080 |
0.7% |
9% |
False |
False |
33,068 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0083 |
0.8% |
21% |
False |
False |
32,350 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0077 |
0.7% |
21% |
False |
False |
25,593 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0064 |
0.6% |
36% |
False |
False |
19,202 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0055 |
0.5% |
36% |
False |
False |
15,363 |
| 120 |
1.1090 |
1.0510 |
0.0580 |
5.4% |
0.0048 |
0.4% |
41% |
False |
False |
12,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0995 |
|
2.618 |
1.0910 |
|
1.618 |
1.0858 |
|
1.000 |
1.0826 |
|
0.618 |
1.0806 |
|
HIGH |
1.0774 |
|
0.618 |
1.0754 |
|
0.500 |
1.0748 |
|
0.382 |
1.0742 |
|
LOW |
1.0722 |
|
0.618 |
1.0690 |
|
1.000 |
1.0670 |
|
1.618 |
1.0638 |
|
2.618 |
1.0586 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0804 |
| PP |
1.0748 |
1.0785 |
| S1 |
1.0748 |
1.0767 |
|