CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0800 |
1.0863 |
0.0063 |
0.6% |
1.0766 |
High |
1.0814 |
1.0863 |
0.0049 |
0.5% |
1.0851 |
Low |
1.0800 |
1.0863 |
0.0063 |
0.6% |
1.0755 |
Close |
1.0814 |
1.0863 |
0.0049 |
0.5% |
1.0813 |
Range |
0.0014 |
0.0000 |
-0.0014 |
-100.0% |
0.0096 |
ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
Volume |
23 |
8 |
-15 |
-65.2% |
39 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0863 |
1.0863 |
1.0863 |
|
R3 |
1.0863 |
1.0863 |
1.0863 |
|
R2 |
1.0863 |
1.0863 |
1.0863 |
|
R1 |
1.0863 |
1.0863 |
1.0863 |
1.0863 |
PP |
1.0863 |
1.0863 |
1.0863 |
1.0863 |
S1 |
1.0863 |
1.0863 |
1.0863 |
1.0863 |
S2 |
1.0863 |
1.0863 |
1.0863 |
|
S3 |
1.0863 |
1.0863 |
1.0863 |
|
S4 |
1.0863 |
1.0863 |
1.0863 |
|
|
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 |
1.0863 |
1.0755 |
0.0108 |
1.0% |
0.0029 |
0.3% |
100% |
True |
False |
11 |
10 |
1.0863 |
1.0697 |
0.0166 |
1.5% |
0.0031 |
0.3% |
100% |
True |
False |
12 |
20 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0033 |
0.3% |
55% |
False |
False |
8 |
40 |
1.1016 |
1.0697 |
0.0319 |
2.9% |
0.0024 |
0.2% |
52% |
False |
False |
6 |
60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0016 |
0.2% |
65% |
False |
False |
4 |
80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0012 |
0.1% |
65% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0863 |
2.618 |
1.0863 |
1.618 |
1.0863 |
1.000 |
1.0863 |
0.618 |
1.0863 |
HIGH |
1.0863 |
0.618 |
1.0863 |
0.500 |
1.0863 |
0.382 |
1.0863 |
LOW |
1.0863 |
0.618 |
1.0863 |
1.000 |
1.0863 |
1.618 |
1.0863 |
2.618 |
1.0863 |
4.250 |
1.0863 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0863 |
1.0851 |
PP |
1.0863 |
1.0839 |
S1 |
1.0863 |
1.0827 |
|