CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0827 |
0.0000 |
0.0% |
1.0976 |
| High |
1.0827 |
1.0961 |
0.0134 |
1.2% |
1.0976 |
| Low |
1.0827 |
1.0827 |
0.0000 |
0.0% |
1.0796 |
| Close |
1.0827 |
1.0961 |
0.0134 |
1.2% |
1.0839 |
| Range |
0.0000 |
0.0134 |
0.0134 |
|
0.0180 |
| ATR |
0.0037 |
0.0044 |
0.0007 |
18.8% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1274 |
1.1035 |
|
| R3 |
1.1184 |
1.1140 |
1.0998 |
|
| R2 |
1.1050 |
1.1050 |
1.0986 |
|
| R1 |
1.1006 |
1.1006 |
1.0973 |
1.1028 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0928 |
| S1 |
1.0872 |
1.0872 |
1.0949 |
1.0894 |
| S2 |
1.0782 |
1.0782 |
1.0936 |
|
| S3 |
1.0648 |
1.0738 |
1.0924 |
|
| S4 |
1.0514 |
1.0604 |
1.0887 |
|
|
| 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 |
1.0961 |
1.0796 |
0.0165 |
1.5% |
0.0035 |
0.3% |
100% |
True |
False |
6 |
| 10 |
1.1016 |
1.0796 |
0.0220 |
2.0% |
0.0022 |
0.2% |
75% |
False |
False |
4 |
| 20 |
1.1016 |
1.0796 |
0.0220 |
2.0% |
0.0024 |
0.2% |
75% |
False |
False |
6 |
| 40 |
1.1016 |
1.0597 |
0.0419 |
3.8% |
0.0013 |
0.1% |
87% |
False |
False |
3 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0008 |
0.1% |
87% |
False |
False |
2 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0006 |
0.1% |
87% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1312 |
|
1.618 |
1.1178 |
|
1.000 |
1.1095 |
|
0.618 |
1.1044 |
|
HIGH |
1.0961 |
|
0.618 |
1.0910 |
|
0.500 |
1.0894 |
|
0.382 |
1.0878 |
|
LOW |
1.0827 |
|
0.618 |
1.0744 |
|
1.000 |
1.0693 |
|
1.618 |
1.0610 |
|
2.618 |
1.0476 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0939 |
| PP |
1.0916 |
1.0916 |
| S1 |
1.0894 |
1.0894 |
|