CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0812 |
-0.0023 |
-0.2% |
1.0961 |
| High |
1.0842 |
1.0960 |
0.0118 |
1.1% |
1.0998 |
| Low |
1.0794 |
1.0799 |
0.0005 |
0.0% |
1.0760 |
| Close |
1.0810 |
1.0944 |
0.0134 |
1.2% |
1.0822 |
| Range |
0.0048 |
0.0161 |
0.0113 |
235.4% |
0.0238 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
9.1% |
0.0000 |
| Volume |
23,581 |
39,166 |
15,585 |
66.1% |
116,970 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1325 |
1.1033 |
|
| R3 |
1.1223 |
1.1164 |
1.0988 |
|
| R2 |
1.1062 |
1.1062 |
1.0974 |
|
| R1 |
1.1003 |
1.1003 |
1.0959 |
1.1033 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0916 |
| S1 |
1.0842 |
1.0842 |
1.0929 |
1.0872 |
| S2 |
1.0740 |
1.0740 |
1.0914 |
|
| S3 |
1.0579 |
1.0681 |
1.0900 |
|
| S4 |
1.0418 |
1.0520 |
1.0855 |
|
|
| 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 |
1.0960 |
1.0760 |
0.0200 |
1.8% |
0.0089 |
0.8% |
92% |
True |
False |
28,858 |
| 10 |
1.1013 |
1.0760 |
0.0253 |
2.3% |
0.0088 |
0.8% |
73% |
False |
False |
26,010 |
| 20 |
1.1026 |
1.0740 |
0.0286 |
2.6% |
0.0083 |
0.8% |
71% |
False |
False |
24,195 |
| 40 |
1.1026 |
1.0563 |
0.0463 |
4.2% |
0.0065 |
0.6% |
82% |
False |
False |
12,703 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0048 |
0.4% |
83% |
False |
False |
8,475 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0040 |
0.4% |
83% |
False |
False |
6,358 |
| 100 |
1.1026 |
1.0334 |
0.0692 |
6.3% |
0.0034 |
0.3% |
88% |
False |
False |
5,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1381 |
|
1.618 |
1.1220 |
|
1.000 |
1.1121 |
|
0.618 |
1.1059 |
|
HIGH |
1.0960 |
|
0.618 |
1.0898 |
|
0.500 |
1.0880 |
|
0.382 |
1.0861 |
|
LOW |
1.0799 |
|
0.618 |
1.0700 |
|
1.000 |
1.0638 |
|
1.618 |
1.0539 |
|
2.618 |
1.0378 |
|
4.250 |
1.0115 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0922 |
| PP |
1.0901 |
1.0899 |
| S1 |
1.0880 |
1.0877 |
|