CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0931 |
1.1001 |
0.0070 |
0.6% |
1.0766 |
| High |
1.0999 |
1.1011 |
0.0012 |
0.1% |
1.0851 |
| Low |
1.0930 |
1.0990 |
0.0060 |
0.5% |
1.0755 |
| Close |
1.0994 |
1.1011 |
0.0017 |
0.2% |
1.0813 |
| Range |
0.0069 |
0.0021 |
-0.0048 |
-69.6% |
0.0096 |
| ATR |
0.0055 |
0.0052 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
2 |
24 |
22 |
1,100.0% |
39 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1060 |
1.1023 |
|
| R3 |
1.1046 |
1.1039 |
1.1017 |
|
| R2 |
1.1025 |
1.1025 |
1.1015 |
|
| R1 |
1.1018 |
1.1018 |
1.1013 |
1.1022 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.1006 |
| S1 |
1.0997 |
1.0997 |
1.1009 |
1.1001 |
| S2 |
1.0983 |
1.0983 |
1.1007 |
|
| S3 |
1.0962 |
1.0976 |
1.1005 |
|
| S4 |
1.0941 |
1.0955 |
1.0999 |
|
|
| 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 |
1.1011 |
1.0790 |
0.0221 |
2.0% |
0.0033 |
0.3% |
100% |
True |
False |
11 |
| 10 |
1.1011 |
1.0697 |
0.0314 |
2.9% |
0.0036 |
0.3% |
100% |
True |
False |
10 |
| 20 |
1.1011 |
1.0697 |
0.0314 |
2.9% |
0.0037 |
0.3% |
100% |
True |
False |
9 |
| 40 |
1.1016 |
1.0697 |
0.0319 |
2.9% |
0.0026 |
0.2% |
98% |
False |
False |
7 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0018 |
0.2% |
99% |
False |
False |
5 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0013 |
0.1% |
99% |
False |
False |
4 |
| 100 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0011 |
0.1% |
99% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.1066 |
|
1.618 |
1.1045 |
|
1.000 |
1.1032 |
|
0.618 |
1.1024 |
|
HIGH |
1.1011 |
|
0.618 |
1.1003 |
|
0.500 |
1.1001 |
|
0.382 |
1.0998 |
|
LOW |
1.0990 |
|
0.618 |
1.0977 |
|
1.000 |
1.0969 |
|
1.618 |
1.0956 |
|
2.618 |
1.0935 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.0986 |
| PP |
1.1004 |
1.0962 |
| S1 |
1.1001 |
1.0937 |
|