CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0966 |
0.0139 |
1.3% |
1.0878 |
| High |
1.0961 |
1.0978 |
0.0017 |
0.2% |
1.0978 |
| Low |
1.0827 |
1.0940 |
0.0113 |
1.0% |
1.0827 |
| Close |
1.0961 |
1.0978 |
0.0017 |
0.2% |
1.0978 |
| Range |
0.0134 |
0.0038 |
-0.0096 |
-71.6% |
0.0151 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
7 |
4 |
-3 |
-42.9% |
32 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1067 |
1.0999 |
|
| R3 |
1.1041 |
1.1029 |
1.0988 |
|
| R2 |
1.1003 |
1.1003 |
1.0985 |
|
| R1 |
1.0991 |
1.0991 |
1.0981 |
1.0997 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0969 |
| S1 |
1.0953 |
1.0953 |
1.0975 |
1.0959 |
| S2 |
1.0927 |
1.0927 |
1.0971 |
|
| S3 |
1.0889 |
1.0915 |
1.0968 |
|
| S4 |
1.0851 |
1.0877 |
1.0957 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1330 |
1.1061 |
|
| R3 |
1.1230 |
1.1179 |
1.1020 |
|
| R2 |
1.1079 |
1.1079 |
1.1006 |
|
| R1 |
1.1028 |
1.1028 |
1.0992 |
1.1054 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0940 |
| S1 |
1.0877 |
1.0877 |
1.0964 |
1.0903 |
| S2 |
1.0777 |
1.0777 |
1.0950 |
|
| S3 |
1.0626 |
1.0726 |
1.0936 |
|
| S4 |
1.0475 |
1.0575 |
1.0895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0978 |
1.0827 |
0.0151 |
1.4% |
0.0034 |
0.3% |
100% |
True |
False |
6 |
| 10 |
1.0984 |
1.0796 |
0.0188 |
1.7% |
0.0022 |
0.2% |
97% |
False |
False |
4 |
| 20 |
1.1016 |
1.0796 |
0.0220 |
2.0% |
0.0017 |
0.2% |
83% |
False |
False |
6 |
| 40 |
1.1016 |
1.0608 |
0.0408 |
3.7% |
0.0014 |
0.1% |
91% |
False |
False |
3 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0009 |
0.1% |
91% |
False |
False |
2 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0007 |
0.1% |
91% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1140 |
|
2.618 |
1.1077 |
|
1.618 |
1.1039 |
|
1.000 |
1.1016 |
|
0.618 |
1.1001 |
|
HIGH |
1.0978 |
|
0.618 |
1.0963 |
|
0.500 |
1.0959 |
|
0.382 |
1.0955 |
|
LOW |
1.0940 |
|
0.618 |
1.0917 |
|
1.000 |
1.0902 |
|
1.618 |
1.0879 |
|
2.618 |
1.0841 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0953 |
| PP |
1.0965 |
1.0928 |
| S1 |
1.0959 |
1.0903 |
|