CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0830 |
0.0045 |
0.4% |
1.0961 |
| High |
1.0844 |
1.0867 |
0.0023 |
0.2% |
1.0998 |
| Low |
1.0760 |
1.0780 |
0.0020 |
0.2% |
1.0760 |
| Close |
1.0822 |
1.0861 |
0.0039 |
0.4% |
1.0822 |
| Range |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0238 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.5% |
0.0000 |
| Volume |
34,815 |
21,959 |
-12,856 |
-36.9% |
116,970 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1066 |
1.0909 |
|
| R3 |
1.1010 |
1.0979 |
1.0885 |
|
| R2 |
1.0923 |
1.0923 |
1.0877 |
|
| R1 |
1.0892 |
1.0892 |
1.0869 |
1.0908 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0844 |
| S1 |
1.0805 |
1.0805 |
1.0853 |
1.0821 |
| S2 |
1.0749 |
1.0749 |
1.0845 |
|
| S3 |
1.0662 |
1.0718 |
1.0837 |
|
| S4 |
1.0575 |
1.0631 |
1.0813 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1436 |
1.0953 |
|
| R3 |
1.1336 |
1.1198 |
1.0887 |
|
| R2 |
1.1098 |
1.1098 |
1.0866 |
|
| R1 |
1.0960 |
1.0960 |
1.0844 |
1.0910 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0835 |
| S1 |
1.0722 |
1.0722 |
1.0800 |
1.0672 |
| S2 |
1.0622 |
1.0622 |
1.0778 |
|
| S3 |
1.0384 |
1.0484 |
1.0757 |
|
| S4 |
1.0146 |
1.0246 |
1.0691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0998 |
1.0760 |
0.0238 |
2.2% |
0.0091 |
0.8% |
42% |
False |
False |
27,785 |
| 10 |
1.1013 |
1.0760 |
0.0253 |
2.3% |
0.0079 |
0.7% |
40% |
False |
False |
21,306 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0078 |
0.7% |
53% |
False |
False |
20,472 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0059 |
0.5% |
65% |
False |
False |
10,515 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0044 |
0.4% |
65% |
False |
False |
7,017 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0039 |
0.4% |
65% |
False |
False |
5,264 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0031 |
0.3% |
78% |
False |
False |
4,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1095 |
|
1.618 |
1.1008 |
|
1.000 |
1.0954 |
|
0.618 |
1.0921 |
|
HIGH |
1.0867 |
|
0.618 |
1.0834 |
|
0.500 |
1.0824 |
|
0.382 |
1.0813 |
|
LOW |
1.0780 |
|
0.618 |
1.0726 |
|
1.000 |
1.0693 |
|
1.618 |
1.0639 |
|
2.618 |
1.0552 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0853 |
| PP |
1.0836 |
1.0845 |
| S1 |
1.0824 |
1.0838 |
|