CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0781 |
1.0769 |
-0.0012 |
-0.1% |
1.0822 |
| High |
1.0781 |
1.0770 |
-0.0011 |
-0.1% |
1.0903 |
| Low |
1.0737 |
1.0743 |
0.0006 |
0.1% |
1.0737 |
| Close |
1.0744 |
1.0761 |
0.0017 |
0.2% |
1.0761 |
| Range |
0.0044 |
0.0027 |
-0.0017 |
-38.6% |
0.0166 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
112 |
38 |
-74 |
-66.1% |
280 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0827 |
1.0776 |
|
| R3 |
1.0812 |
1.0800 |
1.0768 |
|
| R2 |
1.0785 |
1.0785 |
1.0766 |
|
| R1 |
1.0773 |
1.0773 |
1.0763 |
1.0766 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0754 |
| S1 |
1.0746 |
1.0746 |
1.0759 |
1.0739 |
| S2 |
1.0731 |
1.0731 |
1.0756 |
|
| S3 |
1.0704 |
1.0719 |
1.0754 |
|
| S4 |
1.0677 |
1.0692 |
1.0746 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1196 |
1.0852 |
|
| R3 |
1.1132 |
1.1030 |
1.0807 |
|
| R2 |
1.0966 |
1.0966 |
1.0791 |
|
| R1 |
1.0864 |
1.0864 |
1.0776 |
1.0832 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0785 |
| S1 |
1.0698 |
1.0698 |
1.0746 |
1.0666 |
| S2 |
1.0634 |
1.0634 |
1.0731 |
|
| S3 |
1.0468 |
1.0532 |
1.0715 |
|
| S4 |
1.0302 |
1.0366 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0903 |
1.0737 |
0.0166 |
1.5% |
0.0053 |
0.5% |
14% |
False |
False |
58 |
| 10 |
1.0931 |
1.0737 |
0.0194 |
1.8% |
0.0047 |
0.4% |
12% |
False |
False |
32 |
| 20 |
1.1061 |
1.0737 |
0.0324 |
3.0% |
0.0036 |
0.3% |
7% |
False |
False |
23 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0034 |
0.3% |
18% |
False |
False |
15 |
| 60 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0027 |
0.2% |
18% |
False |
False |
11 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0020 |
0.2% |
38% |
False |
False |
9 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0016 |
0.2% |
38% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0841 |
|
1.618 |
1.0814 |
|
1.000 |
1.0797 |
|
0.618 |
1.0787 |
|
HIGH |
1.0770 |
|
0.618 |
1.0760 |
|
0.500 |
1.0757 |
|
0.382 |
1.0753 |
|
LOW |
1.0743 |
|
0.618 |
1.0726 |
|
1.000 |
1.0716 |
|
1.618 |
1.0699 |
|
2.618 |
1.0672 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0820 |
| PP |
1.0758 |
1.0800 |
| S1 |
1.0757 |
1.0781 |
|