CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0925 |
0.0012 |
0.1% |
1.1030 |
| High |
1.0924 |
1.0925 |
0.0001 |
0.0% |
1.1033 |
| Low |
1.0912 |
1.0891 |
-0.0021 |
-0.2% |
1.0911 |
| Close |
1.0919 |
1.0901 |
-0.0018 |
-0.2% |
1.0919 |
| Range |
0.0012 |
0.0034 |
0.0022 |
183.3% |
0.0122 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
73 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0988 |
1.0920 |
|
| R3 |
1.0974 |
1.0954 |
1.0910 |
|
| R2 |
1.0940 |
1.0940 |
1.0907 |
|
| R1 |
1.0920 |
1.0920 |
1.0904 |
1.0913 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0902 |
| S1 |
1.0886 |
1.0886 |
1.0898 |
1.0879 |
| S2 |
1.0872 |
1.0872 |
1.0895 |
|
| S3 |
1.0838 |
1.0852 |
1.0892 |
|
| S4 |
1.0804 |
1.0818 |
1.0882 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1242 |
1.0986 |
|
| R3 |
1.1198 |
1.1120 |
1.0953 |
|
| R2 |
1.1076 |
1.1076 |
1.0941 |
|
| R1 |
1.0998 |
1.0998 |
1.0930 |
1.0976 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0944 |
| S1 |
1.0876 |
1.0876 |
1.0908 |
1.0854 |
| S2 |
1.0832 |
1.0832 |
1.0897 |
|
| S3 |
1.0710 |
1.0754 |
1.0885 |
|
| S4 |
1.0588 |
1.0632 |
1.0852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1029 |
1.0891 |
0.0138 |
1.3% |
0.0012 |
0.1% |
7% |
False |
True |
14 |
| 10 |
1.1061 |
1.0863 |
0.0198 |
1.8% |
0.0023 |
0.2% |
19% |
False |
False |
12 |
| 20 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0033 |
0.3% |
56% |
False |
False |
12 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0025 |
0.2% |
56% |
False |
False |
9 |
| 60 |
1.1061 |
1.0608 |
0.0453 |
4.2% |
0.0020 |
0.2% |
65% |
False |
False |
6 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0015 |
0.1% |
67% |
False |
False |
5 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0012 |
0.1% |
67% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.1014 |
|
1.618 |
1.0980 |
|
1.000 |
1.0959 |
|
0.618 |
1.0946 |
|
HIGH |
1.0925 |
|
0.618 |
1.0912 |
|
0.500 |
1.0908 |
|
0.382 |
1.0904 |
|
LOW |
1.0891 |
|
0.618 |
1.0870 |
|
1.000 |
1.0857 |
|
1.618 |
1.0836 |
|
2.618 |
1.0802 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0908 |
| PP |
1.0906 |
1.0906 |
| S1 |
1.0903 |
1.0903 |
|