CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0797 |
1.0791 |
-0.0006 |
-0.1% |
1.0886 |
High |
1.0797 |
1.0791 |
-0.0006 |
-0.1% |
1.0886 |
Low |
1.0797 |
1.0791 |
-0.0006 |
-0.1% |
1.0727 |
Close |
1.0797 |
1.0791 |
-0.0006 |
-0.1% |
1.0727 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0040 |
-0.0003 |
-6.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0791 |
1.0791 |
1.0791 |
|
R3 |
1.0791 |
1.0791 |
1.0791 |
|
R2 |
1.0791 |
1.0791 |
1.0791 |
|
R1 |
1.0791 |
1.0791 |
1.0791 |
1.0791 |
PP |
1.0791 |
1.0791 |
1.0791 |
1.0791 |
S1 |
1.0791 |
1.0791 |
1.0791 |
1.0791 |
S2 |
1.0791 |
1.0791 |
1.0791 |
|
S3 |
1.0791 |
1.0791 |
1.0791 |
|
S4 |
1.0791 |
1.0791 |
1.0791 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1257 |
1.1151 |
1.0814 |
|
R3 |
1.1098 |
1.0992 |
1.0771 |
|
R2 |
1.0939 |
1.0939 |
1.0756 |
|
R1 |
1.0833 |
1.0833 |
1.0742 |
1.0807 |
PP |
1.0780 |
1.0780 |
1.0780 |
1.0767 |
S1 |
1.0674 |
1.0674 |
1.0712 |
1.0648 |
S2 |
1.0621 |
1.0621 |
1.0698 |
|
S3 |
1.0462 |
1.0515 |
1.0683 |
|
S4 |
1.0303 |
1.0356 |
1.0640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0797 |
1.0727 |
0.0070 |
0.6% |
0.0000 |
0.0% |
91% |
False |
False |
1 |
10 |
1.0994 |
1.0727 |
0.0267 |
2.5% |
0.0000 |
0.0% |
24% |
False |
False |
1 |
20 |
1.1013 |
1.0727 |
0.0286 |
2.7% |
0.0000 |
0.0% |
22% |
False |
False |
1 |
40 |
1.1025 |
1.0727 |
0.0298 |
2.8% |
0.0000 |
0.0% |
21% |
False |
False |
1 |
60 |
1.1025 |
1.0602 |
0.0423 |
3.9% |
0.0001 |
0.0% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0791 |
2.618 |
1.0791 |
1.618 |
1.0791 |
1.000 |
1.0791 |
0.618 |
1.0791 |
HIGH |
1.0791 |
0.618 |
1.0791 |
0.500 |
1.0791 |
0.382 |
1.0791 |
LOW |
1.0791 |
0.618 |
1.0791 |
1.000 |
1.0791 |
1.618 |
1.0791 |
2.618 |
1.0791 |
4.250 |
1.0791 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0791 |
1.0781 |
PP |
1.0791 |
1.0772 |
S1 |
1.0791 |
1.0762 |
|