CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0822 |
-0.0007 |
-0.1% |
1.0976 |
| High |
1.0829 |
1.0839 |
0.0010 |
0.1% |
1.0976 |
| Low |
1.0829 |
1.0796 |
-0.0033 |
-0.3% |
1.0796 |
| Close |
1.0829 |
1.0839 |
0.0010 |
0.1% |
1.0839 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0180 |
| ATR |
0.0038 |
0.0039 |
0.0000 |
0.9% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0939 |
1.0863 |
|
| R3 |
1.0911 |
1.0896 |
1.0851 |
|
| R2 |
1.0868 |
1.0868 |
1.0847 |
|
| R1 |
1.0853 |
1.0853 |
1.0843 |
1.0861 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0828 |
| S1 |
1.0810 |
1.0810 |
1.0835 |
1.0818 |
| S2 |
1.0782 |
1.0782 |
1.0831 |
|
| S3 |
1.0739 |
1.0767 |
1.0827 |
|
| S4 |
1.0696 |
1.0724 |
1.0815 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1305 |
1.0938 |
|
| R3 |
1.1230 |
1.1125 |
1.0889 |
|
| R2 |
1.1050 |
1.1050 |
1.0872 |
|
| R1 |
1.0945 |
1.0945 |
1.0856 |
1.0908 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0852 |
| S1 |
1.0765 |
1.0765 |
1.0823 |
1.0728 |
| S2 |
1.0690 |
1.0690 |
1.0806 |
|
| S3 |
1.0510 |
1.0585 |
1.0790 |
|
| S4 |
1.0330 |
1.0405 |
1.0740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0796 |
0.0188 |
1.7% |
0.0010 |
0.1% |
23% |
False |
True |
2 |
| 10 |
1.1016 |
1.0796 |
0.0220 |
2.0% |
0.0015 |
0.1% |
20% |
False |
True |
8 |
| 20 |
1.1016 |
1.0741 |
0.0275 |
2.5% |
0.0017 |
0.2% |
36% |
False |
False |
5 |
| 40 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0009 |
0.1% |
59% |
False |
False |
3 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0006 |
0.1% |
59% |
False |
False |
2 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0005 |
0.0% |
59% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1022 |
|
2.618 |
1.0952 |
|
1.618 |
1.0909 |
|
1.000 |
1.0882 |
|
0.618 |
1.0866 |
|
HIGH |
1.0839 |
|
0.618 |
1.0823 |
|
0.500 |
1.0818 |
|
0.382 |
1.0812 |
|
LOW |
1.0796 |
|
0.618 |
1.0769 |
|
1.000 |
1.0753 |
|
1.618 |
1.0726 |
|
2.618 |
1.0683 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0857 |
| PP |
1.0825 |
1.0851 |
| S1 |
1.0818 |
1.0845 |
|