CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0776 |
-0.0191 |
-1.7% |
1.0878 |
| High |
1.0999 |
1.0788 |
-0.0211 |
-1.9% |
1.0978 |
| Low |
1.0871 |
1.0751 |
-0.0120 |
-1.1% |
1.0827 |
| Close |
1.0871 |
1.0751 |
-0.0120 |
-1.1% |
1.0978 |
| Range |
0.0128 |
0.0037 |
-0.0091 |
-71.1% |
0.0151 |
| ATR |
0.0049 |
0.0054 |
0.0005 |
10.2% |
0.0000 |
| Volume |
3 |
39 |
36 |
1,200.0% |
32 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0850 |
1.0771 |
|
| R3 |
1.0837 |
1.0813 |
1.0761 |
|
| R2 |
1.0800 |
1.0800 |
1.0758 |
|
| R1 |
1.0776 |
1.0776 |
1.0754 |
1.0770 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0760 |
| S1 |
1.0739 |
1.0739 |
1.0748 |
1.0733 |
| S2 |
1.0726 |
1.0726 |
1.0744 |
|
| S3 |
1.0689 |
1.0702 |
1.0741 |
|
| S4 |
1.0652 |
1.0665 |
1.0731 |
|
|
| 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 |
1.0751 |
0.0248 |
2.3% |
0.0067 |
0.6% |
0% |
False |
True |
12 |
| 10 |
1.0999 |
1.0751 |
0.0248 |
2.3% |
0.0038 |
0.4% |
0% |
False |
True |
8 |
| 20 |
1.1016 |
1.0751 |
0.0265 |
2.5% |
0.0025 |
0.2% |
0% |
False |
True |
8 |
| 40 |
1.1016 |
1.0608 |
0.0408 |
3.8% |
0.0018 |
0.2% |
35% |
False |
False |
4 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0012 |
0.1% |
39% |
False |
False |
3 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0009 |
0.1% |
39% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0885 |
|
1.618 |
1.0848 |
|
1.000 |
1.0825 |
|
0.618 |
1.0811 |
|
HIGH |
1.0788 |
|
0.618 |
1.0774 |
|
0.500 |
1.0770 |
|
0.382 |
1.0765 |
|
LOW |
1.0751 |
|
0.618 |
1.0728 |
|
1.000 |
1.0714 |
|
1.618 |
1.0691 |
|
2.618 |
1.0654 |
|
4.250 |
1.0594 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0875 |
| PP |
1.0763 |
1.0834 |
| S1 |
1.0757 |
1.0792 |
|