CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.1042 |
1.1044 |
0.0002 |
0.0% |
1.0828 |
High |
1.1042 |
1.1044 |
0.0002 |
0.0% |
1.1048 |
Low |
1.1042 |
1.1044 |
0.0002 |
0.0% |
1.0828 |
Close |
1.1042 |
1.1044 |
0.0002 |
0.0% |
1.1048 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0034 |
-0.0002 |
-6.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1044 |
1.1044 |
1.1044 |
|
R3 |
1.1044 |
1.1044 |
1.1044 |
|
R2 |
1.1044 |
1.1044 |
1.1044 |
|
R1 |
1.1044 |
1.1044 |
1.1044 |
1.1044 |
PP |
1.1044 |
1.1044 |
1.1044 |
1.1044 |
S1 |
1.1044 |
1.1044 |
1.1044 |
1.1044 |
S2 |
1.1044 |
1.1044 |
1.1044 |
|
S3 |
1.1044 |
1.1044 |
1.1044 |
|
S4 |
1.1044 |
1.1044 |
1.1044 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1635 |
1.1561 |
1.1169 |
|
R3 |
1.1415 |
1.1341 |
1.1109 |
|
R2 |
1.1195 |
1.1195 |
1.1088 |
|
R1 |
1.1121 |
1.1121 |
1.1068 |
1.1158 |
PP |
1.0975 |
1.0975 |
1.0975 |
1.0993 |
S1 |
1.0901 |
1.0901 |
1.1028 |
1.0938 |
S2 |
1.0755 |
1.0755 |
1.1008 |
|
S3 |
1.0535 |
1.0681 |
1.0988 |
|
S4 |
1.0315 |
1.0461 |
1.0927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1048 |
1.1006 |
0.0042 |
0.4% |
0.0000 |
0.0% |
90% |
False |
False |
1 |
10 |
1.1048 |
1.0791 |
0.0257 |
2.3% |
0.0000 |
0.0% |
98% |
False |
False |
1 |
20 |
1.1048 |
1.0727 |
0.0321 |
2.9% |
0.0000 |
0.0% |
99% |
False |
False |
1 |
40 |
1.1048 |
1.0727 |
0.0321 |
2.9% |
0.0000 |
0.0% |
99% |
False |
False |
1 |
60 |
1.1048 |
1.0602 |
0.0446 |
4.0% |
0.0000 |
0.0% |
99% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1044 |
2.618 |
1.1044 |
1.618 |
1.1044 |
1.000 |
1.1044 |
0.618 |
1.1044 |
HIGH |
1.1044 |
0.618 |
1.1044 |
0.500 |
1.1044 |
0.382 |
1.1044 |
LOW |
1.1044 |
0.618 |
1.1044 |
1.000 |
1.1044 |
1.618 |
1.1044 |
2.618 |
1.1044 |
4.250 |
1.1044 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1044 |
1.1045 |
PP |
1.1044 |
1.1045 |
S1 |
1.1044 |
1.1044 |
|