CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0877 |
1.1006 |
0.0129 |
1.2% |
1.0797 |
High |
1.0877 |
1.1006 |
0.0129 |
1.2% |
1.0827 |
Low |
1.0877 |
1.1006 |
0.0129 |
1.2% |
1.0791 |
Close |
1.0877 |
1.1006 |
0.0129 |
1.2% |
1.0827 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0042 |
0.0007 |
19.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1006 |
1.1006 |
1.1006 |
|
R3 |
1.1006 |
1.1006 |
1.1006 |
|
R2 |
1.1006 |
1.1006 |
1.1006 |
|
R1 |
1.1006 |
1.1006 |
1.1006 |
1.1006 |
PP |
1.1006 |
1.1006 |
1.1006 |
1.1006 |
S1 |
1.1006 |
1.1006 |
1.1006 |
1.1006 |
S2 |
1.1006 |
1.1006 |
1.1006 |
|
S3 |
1.1006 |
1.1006 |
1.1006 |
|
S4 |
1.1006 |
1.1006 |
1.1006 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0923 |
1.0911 |
1.0847 |
|
R3 |
1.0887 |
1.0875 |
1.0837 |
|
R2 |
1.0851 |
1.0851 |
1.0834 |
|
R1 |
1.0839 |
1.0839 |
1.0830 |
1.0845 |
PP |
1.0815 |
1.0815 |
1.0815 |
1.0818 |
S1 |
1.0803 |
1.0803 |
1.0824 |
1.0809 |
S2 |
1.0779 |
1.0779 |
1.0820 |
|
S3 |
1.0743 |
1.0767 |
1.0817 |
|
S4 |
1.0707 |
1.0731 |
1.0807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1006 |
1.0805 |
0.0201 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.1006 |
1.0727 |
0.0279 |
2.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.1006 |
1.0727 |
0.0279 |
2.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
40 |
1.1025 |
1.0727 |
0.0298 |
2.7% |
0.0000 |
0.0% |
94% |
False |
False |
1 |
60 |
1.1025 |
1.0602 |
0.0423 |
3.8% |
0.0000 |
0.0% |
96% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1006 |
2.618 |
1.1006 |
1.618 |
1.1006 |
1.000 |
1.1006 |
0.618 |
1.1006 |
HIGH |
1.1006 |
0.618 |
1.1006 |
0.500 |
1.1006 |
0.382 |
1.1006 |
LOW |
1.1006 |
0.618 |
1.1006 |
1.000 |
1.1006 |
1.618 |
1.1006 |
2.618 |
1.1006 |
4.250 |
1.1006 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1006 |
1.0976 |
PP |
1.1006 |
1.0947 |
S1 |
1.1006 |
1.0917 |
|