CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0866 |
1.0870 |
0.0004 |
0.0% |
1.0915 |
High |
1.0866 |
1.0870 |
0.0004 |
0.0% |
1.0927 |
Low |
1.0866 |
1.0870 |
0.0004 |
0.0% |
1.0866 |
Close |
1.0866 |
1.0870 |
0.0004 |
0.0% |
1.0870 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0031 |
-0.0002 |
-6.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0870 |
1.0870 |
1.0870 |
|
R3 |
1.0870 |
1.0870 |
1.0870 |
|
R2 |
1.0870 |
1.0870 |
1.0870 |
|
R1 |
1.0870 |
1.0870 |
1.0870 |
1.0870 |
PP |
1.0870 |
1.0870 |
1.0870 |
1.0870 |
S1 |
1.0870 |
1.0870 |
1.0870 |
1.0870 |
S2 |
1.0870 |
1.0870 |
1.0870 |
|
S3 |
1.0870 |
1.0870 |
1.0870 |
|
S4 |
1.0870 |
1.0870 |
1.0870 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1071 |
1.1031 |
1.0904 |
|
R3 |
1.1010 |
1.0970 |
1.0887 |
|
R2 |
1.0949 |
1.0949 |
1.0881 |
|
R1 |
1.0909 |
1.0909 |
1.0876 |
1.0899 |
PP |
1.0888 |
1.0888 |
1.0888 |
1.0882 |
S1 |
1.0848 |
1.0848 |
1.0864 |
1.0838 |
S2 |
1.0827 |
1.0827 |
1.0859 |
|
S3 |
1.0766 |
1.0787 |
1.0853 |
|
S4 |
1.0705 |
1.0726 |
1.0836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0927 |
1.0866 |
0.0061 |
0.6% |
0.0000 |
0.0% |
7% |
False |
False |
1 |
10 |
1.1044 |
1.0866 |
0.0178 |
1.6% |
0.0000 |
0.0% |
2% |
False |
False |
1 |
20 |
1.1048 |
1.0727 |
0.0321 |
3.0% |
0.0000 |
0.0% |
45% |
False |
False |
1 |
40 |
1.1048 |
1.0727 |
0.0321 |
3.0% |
0.0000 |
0.0% |
45% |
False |
False |
1 |
60 |
1.1048 |
1.0692 |
0.0356 |
3.3% |
0.0000 |
0.0% |
50% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0870 |
2.618 |
1.0870 |
1.618 |
1.0870 |
1.000 |
1.0870 |
0.618 |
1.0870 |
HIGH |
1.0870 |
0.618 |
1.0870 |
0.500 |
1.0870 |
0.382 |
1.0870 |
LOW |
1.0870 |
0.618 |
1.0870 |
1.000 |
1.0870 |
1.618 |
1.0870 |
2.618 |
1.0870 |
4.250 |
1.0870 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0870 |
1.0897 |
PP |
1.0870 |
1.0888 |
S1 |
1.0870 |
1.0879 |
|