CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0777 |
0.0042 |
0.4% |
1.0822 |
| High |
1.0784 |
1.0777 |
-0.0007 |
-0.1% |
1.0903 |
| Low |
1.0735 |
1.0682 |
-0.0053 |
-0.5% |
1.0737 |
| Close |
1.0752 |
1.0688 |
-0.0064 |
-0.6% |
1.0761 |
| Range |
0.0049 |
0.0095 |
0.0046 |
93.9% |
0.0166 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0000 |
| Volume |
67 |
876 |
809 |
1,207.5% |
280 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0939 |
1.0740 |
|
| R3 |
1.0906 |
1.0844 |
1.0714 |
|
| R2 |
1.0811 |
1.0811 |
1.0705 |
|
| R1 |
1.0749 |
1.0749 |
1.0697 |
1.0733 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0707 |
| S1 |
1.0654 |
1.0654 |
1.0679 |
1.0638 |
| S2 |
1.0621 |
1.0621 |
1.0671 |
|
| S3 |
1.0526 |
1.0559 |
1.0662 |
|
| S4 |
1.0431 |
1.0464 |
1.0636 |
|
|
| 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 |
1.0832 |
1.0682 |
0.0150 |
1.4% |
0.0061 |
0.6% |
4% |
False |
True |
216 |
| 10 |
1.0903 |
1.0682 |
0.0221 |
2.1% |
0.0061 |
0.6% |
3% |
False |
True |
134 |
| 20 |
1.1061 |
1.0682 |
0.0379 |
3.5% |
0.0043 |
0.4% |
2% |
False |
True |
73 |
| 40 |
1.1061 |
1.0682 |
0.0379 |
3.5% |
0.0040 |
0.4% |
2% |
False |
True |
41 |
| 60 |
1.1061 |
1.0682 |
0.0379 |
3.5% |
0.0032 |
0.3% |
2% |
False |
True |
29 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0024 |
0.2% |
22% |
False |
False |
22 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0019 |
0.2% |
22% |
False |
False |
17 |
| 120 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0016 |
0.2% |
22% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1026 |
|
1.618 |
1.0931 |
|
1.000 |
1.0872 |
|
0.618 |
1.0836 |
|
HIGH |
1.0777 |
|
0.618 |
1.0741 |
|
0.500 |
1.0730 |
|
0.382 |
1.0718 |
|
LOW |
1.0682 |
|
0.618 |
1.0623 |
|
1.000 |
1.0587 |
|
1.618 |
1.0528 |
|
2.618 |
1.0433 |
|
4.250 |
1.0278 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0730 |
1.0733 |
| PP |
1.0716 |
1.0718 |
| S1 |
1.0702 |
1.0703 |
|