CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0822 |
1.0878 |
0.0056 |
0.5% |
1.0976 |
High |
1.0839 |
1.0878 |
0.0039 |
0.4% |
1.0976 |
Low |
1.0796 |
1.0878 |
0.0082 |
0.8% |
1.0796 |
Close |
1.0839 |
1.0878 |
0.0039 |
0.4% |
1.0839 |
Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0180 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.1% |
0.0000 |
Volume |
3 |
7 |
4 |
133.3% |
10 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0878 |
1.0878 |
1.0878 |
|
R3 |
1.0878 |
1.0878 |
1.0878 |
|
R2 |
1.0878 |
1.0878 |
1.0878 |
|
R1 |
1.0878 |
1.0878 |
1.0878 |
1.0878 |
PP |
1.0878 |
1.0878 |
1.0878 |
1.0878 |
S1 |
1.0878 |
1.0878 |
1.0878 |
1.0878 |
S2 |
1.0878 |
1.0878 |
1.0878 |
|
S3 |
1.0878 |
1.0878 |
1.0878 |
|
S4 |
1.0878 |
1.0878 |
1.0878 |
|
|
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 |
1.0976 |
1.0796 |
0.0180 |
1.7% |
0.0010 |
0.1% |
46% |
False |
False |
3 |
10 |
1.1016 |
1.0796 |
0.0220 |
2.0% |
0.0012 |
0.1% |
37% |
False |
False |
4 |
20 |
1.1016 |
1.0741 |
0.0275 |
2.5% |
0.0017 |
0.2% |
50% |
False |
False |
5 |
40 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0009 |
0.1% |
68% |
False |
False |
3 |
60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0006 |
0.1% |
68% |
False |
False |
2 |
80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0005 |
0.0% |
68% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0878 |
2.618 |
1.0878 |
1.618 |
1.0878 |
1.000 |
1.0878 |
0.618 |
1.0878 |
HIGH |
1.0878 |
0.618 |
1.0878 |
0.500 |
1.0878 |
0.382 |
1.0878 |
LOW |
1.0878 |
0.618 |
1.0878 |
1.000 |
1.0878 |
1.618 |
1.0878 |
2.618 |
1.0878 |
4.250 |
1.0878 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0878 |
1.0864 |
PP |
1.0878 |
1.0851 |
S1 |
1.0878 |
1.0837 |
|