CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0915 |
1.0926 |
0.0011 |
0.1% |
1.1042 |
High |
1.0915 |
1.0926 |
0.0011 |
0.1% |
1.1044 |
Low |
1.0915 |
1.0926 |
0.0011 |
0.1% |
1.0925 |
Close |
1.0915 |
1.0926 |
0.0011 |
0.1% |
1.0933 |
Range |
|
|
|
|
|
ATR |
0.0034 |
0.0033 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0926 |
1.0926 |
1.0926 |
|
R3 |
1.0926 |
1.0926 |
1.0926 |
|
R2 |
1.0926 |
1.0926 |
1.0926 |
|
R1 |
1.0926 |
1.0926 |
1.0926 |
1.0926 |
PP |
1.0926 |
1.0926 |
1.0926 |
1.0926 |
S1 |
1.0926 |
1.0926 |
1.0926 |
1.0926 |
S2 |
1.0926 |
1.0926 |
1.0926 |
|
S3 |
1.0926 |
1.0926 |
1.0926 |
|
S4 |
1.0926 |
1.0926 |
1.0926 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1324 |
1.1248 |
1.0998 |
|
R3 |
1.1205 |
1.1129 |
1.0966 |
|
R2 |
1.1086 |
1.1086 |
1.0955 |
|
R1 |
1.1010 |
1.1010 |
1.0944 |
1.0989 |
PP |
1.0967 |
1.0967 |
1.0967 |
1.0957 |
S1 |
1.0891 |
1.0891 |
1.0922 |
1.0870 |
S2 |
1.0848 |
1.0848 |
1.0911 |
|
S3 |
1.0729 |
1.0772 |
1.0900 |
|
S4 |
1.0610 |
1.0653 |
1.0868 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1026 |
1.0915 |
0.0111 |
1.0% |
0.0000 |
0.0% |
10% |
False |
False |
1 |
10 |
1.1048 |
1.0915 |
0.0133 |
1.2% |
0.0000 |
0.0% |
8% |
False |
False |
1 |
20 |
1.1048 |
1.0727 |
0.0321 |
2.9% |
0.0000 |
0.0% |
62% |
False |
False |
1 |
40 |
1.1048 |
1.0727 |
0.0321 |
2.9% |
0.0000 |
0.0% |
62% |
False |
False |
1 |
60 |
1.1048 |
1.0630 |
0.0418 |
3.8% |
0.0000 |
0.0% |
71% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0926 |
2.618 |
1.0926 |
1.618 |
1.0926 |
1.000 |
1.0926 |
0.618 |
1.0926 |
HIGH |
1.0926 |
0.618 |
1.0926 |
0.500 |
1.0926 |
0.382 |
1.0926 |
LOW |
1.0926 |
0.618 |
1.0926 |
1.000 |
1.0926 |
1.618 |
1.0926 |
2.618 |
1.0926 |
4.250 |
1.0926 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0926 |
1.0925 |
PP |
1.0926 |
1.0925 |
S1 |
1.0926 |
1.0924 |
|