CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0835 |
-0.0042 |
-0.4% |
1.0961 |
| High |
1.0878 |
1.0842 |
-0.0036 |
-0.3% |
1.0998 |
| Low |
1.0813 |
1.0794 |
-0.0019 |
-0.2% |
1.0760 |
| Close |
1.0834 |
1.0810 |
-0.0024 |
-0.2% |
1.0822 |
| Range |
0.0065 |
0.0048 |
-0.0017 |
-26.2% |
0.0238 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
24,770 |
23,581 |
-1,189 |
-4.8% |
116,970 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0933 |
1.0836 |
|
| R3 |
1.0911 |
1.0885 |
1.0823 |
|
| R2 |
1.0863 |
1.0863 |
1.0819 |
|
| R1 |
1.0837 |
1.0837 |
1.0814 |
1.0826 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0810 |
| S1 |
1.0789 |
1.0789 |
1.0806 |
1.0778 |
| S2 |
1.0767 |
1.0767 |
1.0801 |
|
| S3 |
1.0719 |
1.0741 |
1.0797 |
|
| S4 |
1.0671 |
1.0693 |
1.0784 |
|
|
| 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 |
1.0915 |
1.0760 |
0.0155 |
1.4% |
0.0080 |
0.7% |
32% |
False |
False |
28,961 |
| 10 |
1.1013 |
1.0760 |
0.0253 |
2.3% |
0.0077 |
0.7% |
20% |
False |
False |
22,715 |
| 20 |
1.1026 |
1.0692 |
0.0334 |
3.1% |
0.0078 |
0.7% |
35% |
False |
False |
22,512 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0061 |
0.6% |
54% |
False |
False |
11,724 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0046 |
0.4% |
54% |
False |
False |
7,823 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0038 |
0.4% |
54% |
False |
False |
5,868 |
| 100 |
1.1026 |
1.0316 |
0.0710 |
6.6% |
0.0033 |
0.3% |
70% |
False |
False |
4,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0968 |
|
1.618 |
1.0920 |
|
1.000 |
1.0890 |
|
0.618 |
1.0872 |
|
HIGH |
1.0842 |
|
0.618 |
1.0824 |
|
0.500 |
1.0818 |
|
0.382 |
1.0812 |
|
LOW |
1.0794 |
|
0.618 |
1.0764 |
|
1.000 |
1.0746 |
|
1.618 |
1.0716 |
|
2.618 |
1.0668 |
|
4.250 |
1.0590 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0818 |
1.0829 |
| PP |
1.0815 |
1.0823 |
| S1 |
1.0813 |
1.0816 |
|