CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0895 |
-0.0034 |
-0.3% |
1.1030 |
| High |
1.0929 |
1.0895 |
-0.0034 |
-0.3% |
1.1033 |
| Low |
1.0895 |
1.0835 |
-0.0060 |
-0.6% |
1.0911 |
| Close |
1.0913 |
1.0852 |
-0.0061 |
-0.6% |
1.0919 |
| Range |
0.0034 |
0.0060 |
0.0026 |
76.5% |
0.0122 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.8% |
0.0000 |
| Volume |
8 |
11 |
3 |
37.5% |
73 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.1006 |
1.0885 |
|
| R3 |
1.0981 |
1.0946 |
1.0869 |
|
| R2 |
1.0921 |
1.0921 |
1.0863 |
|
| R1 |
1.0886 |
1.0886 |
1.0858 |
1.0874 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0854 |
| S1 |
1.0826 |
1.0826 |
1.0847 |
1.0814 |
| S2 |
1.0801 |
1.0801 |
1.0841 |
|
| S3 |
1.0741 |
1.0766 |
1.0836 |
|
| S4 |
1.0681 |
1.0706 |
1.0819 |
|
|
| 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 |
1.0931 |
1.0835 |
0.0096 |
0.9% |
0.0041 |
0.4% |
18% |
False |
True |
6 |
| 10 |
1.1061 |
1.0835 |
0.0226 |
2.1% |
0.0029 |
0.3% |
8% |
False |
True |
11 |
| 20 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0032 |
0.3% |
43% |
False |
False |
10 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0029 |
0.3% |
43% |
False |
False |
9 |
| 60 |
1.1061 |
1.0671 |
0.0390 |
3.6% |
0.0023 |
0.2% |
46% |
False |
False |
7 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0017 |
0.2% |
56% |
False |
False |
5 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0014 |
0.1% |
56% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1052 |
|
1.618 |
1.0992 |
|
1.000 |
1.0955 |
|
0.618 |
1.0932 |
|
HIGH |
1.0895 |
|
0.618 |
1.0872 |
|
0.500 |
1.0865 |
|
0.382 |
1.0858 |
|
LOW |
1.0835 |
|
0.618 |
1.0798 |
|
1.000 |
1.0775 |
|
1.618 |
1.0738 |
|
2.618 |
1.0678 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0883 |
| PP |
1.0861 |
1.0873 |
| S1 |
1.0856 |
1.0862 |
|