CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.1030 |
1.1029 |
-0.0001 |
0.0% |
1.0800 |
High |
1.1033 |
1.1029 |
-0.0004 |
0.0% |
1.1061 |
Low |
1.1000 |
1.1029 |
0.0029 |
0.3% |
1.0800 |
Close |
1.1027 |
1.1029 |
0.0002 |
0.0% |
1.1035 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0261 |
ATR |
0.0051 |
0.0047 |
-0.0003 |
-6.9% |
0.0000 |
Volume |
5 |
31 |
26 |
520.0% |
71 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1029 |
1.1029 |
1.1029 |
|
R3 |
1.1029 |
1.1029 |
1.1029 |
|
R2 |
1.1029 |
1.1029 |
1.1029 |
|
R1 |
1.1029 |
1.1029 |
1.1029 |
1.1029 |
PP |
1.1029 |
1.1029 |
1.1029 |
1.1029 |
S1 |
1.1029 |
1.1029 |
1.1029 |
1.1029 |
S2 |
1.1029 |
1.1029 |
1.1029 |
|
S3 |
1.1029 |
1.1029 |
1.1029 |
|
S4 |
1.1029 |
1.1029 |
1.1029 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1748 |
1.1653 |
1.1179 |
|
R3 |
1.1487 |
1.1392 |
1.1107 |
|
R2 |
1.1226 |
1.1226 |
1.1083 |
|
R1 |
1.1131 |
1.1131 |
1.1059 |
1.1179 |
PP |
1.0965 |
1.0965 |
1.0965 |
1.0989 |
S1 |
1.0870 |
1.0870 |
1.1011 |
1.0918 |
S2 |
1.0704 |
1.0704 |
1.0987 |
|
S3 |
1.0443 |
1.0609 |
1.0963 |
|
S4 |
1.0182 |
1.0348 |
1.0891 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1061 |
1.0930 |
0.0131 |
1.2% |
0.0033 |
0.3% |
76% |
False |
False |
15 |
10 |
1.1061 |
1.0755 |
0.0306 |
2.8% |
0.0031 |
0.3% |
90% |
False |
False |
13 |
20 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0039 |
0.4% |
91% |
False |
False |
11 |
40 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0028 |
0.3% |
91% |
False |
False |
8 |
60 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0019 |
0.2% |
93% |
False |
False |
6 |
80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0014 |
0.1% |
93% |
False |
False |
4 |
100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0011 |
0.1% |
93% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1029 |
2.618 |
1.1029 |
1.618 |
1.1029 |
1.000 |
1.1029 |
0.618 |
1.1029 |
HIGH |
1.1029 |
0.618 |
1.1029 |
0.500 |
1.1029 |
0.382 |
1.1029 |
LOW |
1.1029 |
0.618 |
1.1029 |
1.000 |
1.1029 |
1.618 |
1.1029 |
2.618 |
1.1029 |
4.250 |
1.1029 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1029 |
1.1031 |
PP |
1.1029 |
1.1030 |
S1 |
1.1029 |
1.1030 |
|