CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0749 |
0.0005 |
0.0% |
1.0844 |
| High |
1.0774 |
1.0834 |
0.0060 |
0.6% |
1.0891 |
| Low |
1.0722 |
1.0708 |
-0.0014 |
-0.1% |
1.0716 |
| Close |
1.0749 |
1.0748 |
-0.0001 |
0.0% |
1.0749 |
| Range |
0.0052 |
0.0126 |
0.0074 |
142.3% |
0.0175 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.5% |
0.0000 |
| Volume |
31,006 |
52,103 |
21,097 |
68.0% |
144,474 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1071 |
1.0817 |
|
| R3 |
1.1015 |
1.0945 |
1.0783 |
|
| R2 |
1.0889 |
1.0889 |
1.0771 |
|
| R1 |
1.0819 |
1.0819 |
1.0760 |
1.0791 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0750 |
| S1 |
1.0693 |
1.0693 |
1.0736 |
1.0665 |
| S2 |
1.0637 |
1.0637 |
1.0725 |
|
| S3 |
1.0511 |
1.0567 |
1.0713 |
|
| S4 |
1.0385 |
1.0441 |
1.0679 |
|
|
| 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 |
1.0708 |
0.0183 |
1.7% |
0.0086 |
0.8% |
22% |
False |
True |
39,315 |
| 10 |
1.0934 |
1.0708 |
0.0226 |
2.1% |
0.0075 |
0.7% |
18% |
False |
True |
31,249 |
| 20 |
1.1090 |
1.0708 |
0.0382 |
3.6% |
0.0082 |
0.8% |
10% |
False |
True |
33,458 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0084 |
0.8% |
21% |
False |
False |
33,497 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0078 |
0.7% |
21% |
False |
False |
26,459 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0066 |
0.6% |
36% |
False |
False |
19,853 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0055 |
0.5% |
36% |
False |
False |
15,884 |
| 120 |
1.1090 |
1.0510 |
0.0580 |
5.4% |
0.0049 |
0.5% |
41% |
False |
False |
13,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.1164 |
|
1.618 |
1.1038 |
|
1.000 |
1.0960 |
|
0.618 |
1.0912 |
|
HIGH |
1.0834 |
|
0.618 |
1.0786 |
|
0.500 |
1.0771 |
|
0.382 |
1.0756 |
|
LOW |
1.0708 |
|
0.618 |
1.0630 |
|
1.000 |
1.0582 |
|
1.618 |
1.0504 |
|
2.618 |
1.0378 |
|
4.250 |
1.0173 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0771 |
| PP |
1.0763 |
1.0763 |
| S1 |
1.0756 |
1.0756 |
|