CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0822 |
-0.0020 |
-0.2% |
1.0925 |
| High |
1.0864 |
1.0873 |
0.0009 |
0.1% |
1.0931 |
| Low |
1.0838 |
1.0822 |
-0.0016 |
-0.1% |
1.0835 |
| Close |
1.0856 |
1.0847 |
-0.0009 |
-0.1% |
1.0856 |
| Range |
0.0026 |
0.0051 |
0.0025 |
96.2% |
0.0096 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
0.5% |
0.0000 |
| Volume |
12 |
80 |
68 |
566.7% |
41 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0975 |
1.0875 |
|
| R3 |
1.0949 |
1.0924 |
1.0861 |
|
| R2 |
1.0898 |
1.0898 |
1.0856 |
|
| R1 |
1.0873 |
1.0873 |
1.0852 |
1.0886 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0854 |
| S1 |
1.0822 |
1.0822 |
1.0842 |
1.0835 |
| S2 |
1.0796 |
1.0796 |
1.0838 |
|
| S3 |
1.0745 |
1.0771 |
1.0833 |
|
| S4 |
1.0694 |
1.0720 |
1.0819 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1105 |
1.0909 |
|
| R3 |
1.1066 |
1.1009 |
1.0882 |
|
| R2 |
1.0970 |
1.0970 |
1.0874 |
|
| R1 |
1.0913 |
1.0913 |
1.0865 |
1.0894 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0864 |
| S1 |
1.0817 |
1.0817 |
1.0847 |
1.0798 |
| S2 |
1.0778 |
1.0778 |
1.0838 |
|
| S3 |
1.0682 |
1.0721 |
1.0830 |
|
| S4 |
1.0586 |
1.0625 |
1.0803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0931 |
1.0822 |
0.0109 |
1.0% |
0.0047 |
0.4% |
23% |
False |
True |
23 |
| 10 |
1.1029 |
1.0822 |
0.0207 |
1.9% |
0.0030 |
0.3% |
12% |
False |
True |
18 |
| 20 |
1.1061 |
1.0755 |
0.0306 |
2.8% |
0.0032 |
0.3% |
30% |
False |
False |
15 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0030 |
0.3% |
41% |
False |
False |
12 |
| 60 |
1.1061 |
1.0691 |
0.0370 |
3.4% |
0.0024 |
0.2% |
42% |
False |
False |
8 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0018 |
0.2% |
55% |
False |
False |
6 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0014 |
0.1% |
55% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.1007 |
|
1.618 |
1.0956 |
|
1.000 |
1.0924 |
|
0.618 |
1.0905 |
|
HIGH |
1.0873 |
|
0.618 |
1.0854 |
|
0.500 |
1.0848 |
|
0.382 |
1.0841 |
|
LOW |
1.0822 |
|
0.618 |
1.0790 |
|
1.000 |
1.0771 |
|
1.618 |
1.0739 |
|
2.618 |
1.0688 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0859 |
| PP |
1.0847 |
1.0855 |
| S1 |
1.0847 |
1.0851 |
|