CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0967 |
0.0001 |
0.0% |
1.0878 |
| High |
1.0978 |
1.0999 |
0.0021 |
0.2% |
1.0978 |
| Low |
1.0940 |
1.0871 |
-0.0069 |
-0.6% |
1.0827 |
| Close |
1.0978 |
1.0871 |
-0.0107 |
-1.0% |
1.0978 |
| Range |
0.0038 |
0.0128 |
0.0090 |
236.8% |
0.0151 |
| ATR |
0.0043 |
0.0049 |
0.0006 |
13.9% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
32 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1212 |
1.0941 |
|
| R3 |
1.1170 |
1.1084 |
1.0906 |
|
| R2 |
1.1042 |
1.1042 |
1.0894 |
|
| R1 |
1.0956 |
1.0956 |
1.0883 |
1.0935 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0903 |
| S1 |
1.0828 |
1.0828 |
1.0859 |
1.0807 |
| S2 |
1.0786 |
1.0786 |
1.0848 |
|
| S3 |
1.0658 |
1.0700 |
1.0836 |
|
| S4 |
1.0530 |
1.0572 |
1.0801 |
|
|
| 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 |
1.0999 |
1.0827 |
0.0172 |
1.6% |
0.0060 |
0.6% |
26% |
True |
False |
5 |
| 10 |
1.0999 |
1.0796 |
0.0203 |
1.9% |
0.0035 |
0.3% |
37% |
True |
False |
4 |
| 20 |
1.1016 |
1.0796 |
0.0220 |
2.0% |
0.0024 |
0.2% |
34% |
False |
False |
6 |
| 40 |
1.1016 |
1.0608 |
0.0408 |
3.8% |
0.0017 |
0.2% |
64% |
False |
False |
4 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0011 |
0.1% |
67% |
False |
False |
3 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0008 |
0.1% |
67% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1334 |
|
1.618 |
1.1206 |
|
1.000 |
1.1127 |
|
0.618 |
1.1078 |
|
HIGH |
1.0999 |
|
0.618 |
1.0950 |
|
0.500 |
1.0935 |
|
0.382 |
1.0920 |
|
LOW |
1.0871 |
|
0.618 |
1.0792 |
|
1.000 |
1.0743 |
|
1.618 |
1.0664 |
|
2.618 |
1.0536 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0913 |
| PP |
1.0914 |
1.0899 |
| S1 |
1.0892 |
1.0885 |
|