CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0760 |
-0.0016 |
-0.1% |
1.0878 |
| High |
1.0788 |
1.0760 |
-0.0028 |
-0.3% |
1.0978 |
| Low |
1.0751 |
1.0752 |
0.0001 |
0.0% |
1.0827 |
| Close |
1.0751 |
1.0752 |
0.0001 |
0.0% |
1.0978 |
| Range |
0.0037 |
0.0008 |
-0.0029 |
-78.4% |
0.0151 |
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-6.0% |
0.0000 |
| Volume |
39 |
12 |
-27 |
-69.2% |
32 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0773 |
1.0756 |
|
| R3 |
1.0771 |
1.0765 |
1.0754 |
|
| R2 |
1.0763 |
1.0763 |
1.0753 |
|
| R1 |
1.0757 |
1.0757 |
1.0753 |
1.0756 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0754 |
| S1 |
1.0749 |
1.0749 |
1.0751 |
1.0748 |
| S2 |
1.0747 |
1.0747 |
1.0751 |
|
| S3 |
1.0739 |
1.0741 |
1.0750 |
|
| S4 |
1.0731 |
1.0733 |
1.0748 |
|
|
| 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% |
0.0069 |
0.6% |
0% |
False |
False |
13 |
| 10 |
1.0999 |
1.0751 |
0.0248 |
2.3% |
0.0039 |
0.4% |
0% |
False |
False |
9 |
| 20 |
1.1016 |
1.0751 |
0.0265 |
2.5% |
0.0026 |
0.2% |
0% |
False |
False |
9 |
| 40 |
1.1016 |
1.0671 |
0.0345 |
3.2% |
0.0018 |
0.2% |
23% |
False |
False |
5 |
| 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 |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0781 |
|
1.618 |
1.0773 |
|
1.000 |
1.0768 |
|
0.618 |
1.0765 |
|
HIGH |
1.0760 |
|
0.618 |
1.0757 |
|
0.500 |
1.0756 |
|
0.382 |
1.0755 |
|
LOW |
1.0752 |
|
0.618 |
1.0747 |
|
1.000 |
1.0744 |
|
1.618 |
1.0739 |
|
2.618 |
1.0731 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0875 |
| PP |
1.0755 |
1.0834 |
| S1 |
1.0753 |
1.0793 |
|