CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0779 |
1.0774 |
-0.0005 |
0.0% |
1.0861 |
High |
1.0779 |
1.0774 |
-0.0005 |
0.0% |
1.0861 |
Low |
1.0757 |
1.0774 |
0.0017 |
0.2% |
1.0757 |
Close |
1.0757 |
1.0774 |
0.0017 |
0.2% |
1.0774 |
Range |
0.0022 |
0.0000 |
-0.0022 |
-100.0% |
0.0104 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
7 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0774 |
1.0774 |
1.0774 |
|
R3 |
1.0774 |
1.0774 |
1.0774 |
|
R2 |
1.0774 |
1.0774 |
1.0774 |
|
R1 |
1.0774 |
1.0774 |
1.0774 |
1.0774 |
PP |
1.0774 |
1.0774 |
1.0774 |
1.0774 |
S1 |
1.0774 |
1.0774 |
1.0774 |
1.0774 |
S2 |
1.0774 |
1.0774 |
1.0774 |
|
S3 |
1.0774 |
1.0774 |
1.0774 |
|
S4 |
1.0774 |
1.0774 |
1.0774 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1109 |
1.1046 |
1.0831 |
|
R3 |
1.1005 |
1.0942 |
1.0803 |
|
R2 |
1.0901 |
1.0901 |
1.0793 |
|
R1 |
1.0838 |
1.0838 |
1.0784 |
1.0818 |
PP |
1.0797 |
1.0797 |
1.0797 |
1.0787 |
S1 |
1.0734 |
1.0734 |
1.0764 |
1.0714 |
S2 |
1.0693 |
1.0693 |
1.0755 |
|
S3 |
1.0589 |
1.0630 |
1.0745 |
|
S4 |
1.0485 |
1.0526 |
1.0717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0870 |
1.0757 |
0.0113 |
1.0% |
0.0004 |
0.0% |
15% |
False |
False |
1 |
10 |
1.0933 |
1.0757 |
0.0176 |
1.6% |
0.0002 |
0.0% |
10% |
False |
False |
1 |
20 |
1.1048 |
1.0757 |
0.0291 |
2.7% |
0.0001 |
0.0% |
6% |
False |
False |
1 |
40 |
1.1048 |
1.0727 |
0.0321 |
3.0% |
0.0001 |
0.0% |
15% |
False |
False |
1 |
60 |
1.1048 |
1.0727 |
0.0321 |
3.0% |
0.0000 |
0.0% |
15% |
False |
False |
1 |
80 |
1.1048 |
1.0602 |
0.0446 |
4.1% |
0.0001 |
0.0% |
39% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0774 |
2.618 |
1.0774 |
1.618 |
1.0774 |
1.000 |
1.0774 |
0.618 |
1.0774 |
HIGH |
1.0774 |
0.618 |
1.0774 |
0.500 |
1.0774 |
0.382 |
1.0774 |
LOW |
1.0774 |
0.618 |
1.0774 |
1.000 |
1.0774 |
1.618 |
1.0774 |
2.618 |
1.0774 |
4.250 |
1.0774 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0774 |
1.0780 |
PP |
1.0774 |
1.0778 |
S1 |
1.0774 |
1.0776 |
|