CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0800 |
0.0010 |
0.1% |
1.0766 |
| High |
1.0851 |
1.0814 |
-0.0037 |
-0.3% |
1.0851 |
| Low |
1.0790 |
1.0800 |
0.0010 |
0.1% |
1.0755 |
| Close |
1.0813 |
1.0814 |
0.0001 |
0.0% |
1.0813 |
| Range |
0.0061 |
0.0014 |
-0.0047 |
-77.0% |
0.0096 |
| ATR |
0.0051 |
0.0048 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
2 |
23 |
21 |
1,050.0% |
39 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0851 |
1.0847 |
1.0822 |
|
| R3 |
1.0837 |
1.0833 |
1.0818 |
|
| R2 |
1.0823 |
1.0823 |
1.0817 |
|
| R1 |
1.0819 |
1.0819 |
1.0815 |
1.0821 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0811 |
| S1 |
1.0805 |
1.0805 |
1.0813 |
1.0807 |
| S2 |
1.0795 |
1.0795 |
1.0811 |
|
| S3 |
1.0781 |
1.0791 |
1.0810 |
|
| S4 |
1.0767 |
1.0777 |
1.0806 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1050 |
1.0866 |
|
| R3 |
1.0998 |
1.0954 |
1.0839 |
|
| R2 |
1.0902 |
1.0902 |
1.0831 |
|
| R1 |
1.0858 |
1.0858 |
1.0822 |
1.0880 |
| PP |
1.0806 |
1.0806 |
1.0806 |
1.0818 |
| S1 |
1.0762 |
1.0762 |
1.0804 |
1.0784 |
| S2 |
1.0710 |
1.0710 |
1.0795 |
|
| S3 |
1.0614 |
1.0666 |
1.0787 |
|
| S4 |
1.0518 |
1.0570 |
1.0760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0851 |
1.0755 |
0.0096 |
0.9% |
0.0037 |
0.3% |
61% |
False |
False |
12 |
| 10 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0044 |
0.4% |
39% |
False |
False |
12 |
| 20 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0033 |
0.3% |
39% |
False |
False |
8 |
| 40 |
1.1016 |
1.0697 |
0.0319 |
2.9% |
0.0024 |
0.2% |
37% |
False |
False |
6 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0016 |
0.2% |
54% |
False |
False |
4 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0012 |
0.1% |
54% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0851 |
|
1.618 |
1.0837 |
|
1.000 |
1.0828 |
|
0.618 |
1.0823 |
|
HIGH |
1.0814 |
|
0.618 |
1.0809 |
|
0.500 |
1.0807 |
|
0.382 |
1.0805 |
|
LOW |
1.0800 |
|
0.618 |
1.0791 |
|
1.000 |
1.0786 |
|
1.618 |
1.0777 |
|
2.618 |
1.0763 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0811 |
| PP |
1.0809 |
1.0807 |
| S1 |
1.0807 |
1.0804 |
|