CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.0999 |
-0.0030 |
-0.3% |
1.0800 |
| High |
1.1029 |
1.1012 |
-0.0017 |
-0.2% |
1.1061 |
| Low |
1.1029 |
1.0999 |
-0.0030 |
-0.3% |
1.0800 |
| Close |
1.1029 |
1.1012 |
-0.0017 |
-0.2% |
1.1035 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0261 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
31 |
31 |
0 |
0.0% |
71 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1042 |
1.1019 |
|
| R3 |
1.1034 |
1.1029 |
1.1016 |
|
| R2 |
1.1021 |
1.1021 |
1.1014 |
|
| R1 |
1.1016 |
1.1016 |
1.1013 |
1.1019 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.1009 |
| S1 |
1.1003 |
1.1003 |
1.1011 |
1.1006 |
| S2 |
1.0995 |
1.0995 |
1.1010 |
|
| S3 |
1.0982 |
1.0990 |
1.1008 |
|
| S4 |
1.0969 |
1.0977 |
1.1005 |
|
|
| 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 |
1.0990 |
0.0071 |
0.6% |
0.0022 |
0.2% |
31% |
False |
False |
21 |
| 10 |
1.1061 |
1.0757 |
0.0304 |
2.8% |
0.0029 |
0.3% |
84% |
False |
False |
14 |
| 20 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0039 |
0.4% |
87% |
False |
False |
12 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0028 |
0.3% |
87% |
False |
False |
9 |
| 60 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0019 |
0.2% |
90% |
False |
False |
6 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0014 |
0.1% |
90% |
False |
False |
5 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0012 |
0.1% |
90% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.1046 |
|
1.618 |
1.1033 |
|
1.000 |
1.1025 |
|
0.618 |
1.1020 |
|
HIGH |
1.1012 |
|
0.618 |
1.1007 |
|
0.500 |
1.1006 |
|
0.382 |
1.1004 |
|
LOW |
1.0999 |
|
0.618 |
1.0991 |
|
1.000 |
1.0986 |
|
1.618 |
1.0978 |
|
2.618 |
1.0965 |
|
4.250 |
1.0944 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1016 |
| PP |
1.1008 |
1.1015 |
| S1 |
1.1006 |
1.1013 |
|