CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0950 |
0.0138 |
1.3% |
1.0830 |
| High |
1.0960 |
1.0986 |
0.0026 |
0.2% |
1.0986 |
| Low |
1.0799 |
1.0904 |
0.0105 |
1.0% |
1.0780 |
| Close |
1.0944 |
1.0962 |
0.0018 |
0.2% |
1.0962 |
| Range |
0.0161 |
0.0082 |
-0.0079 |
-49.1% |
0.0206 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.4% |
0.0000 |
| Volume |
39,166 |
38,637 |
-529 |
-1.4% |
148,113 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1161 |
1.1007 |
|
| R3 |
1.1115 |
1.1079 |
1.0985 |
|
| R2 |
1.1033 |
1.1033 |
1.0977 |
|
| R1 |
1.0997 |
1.0997 |
1.0970 |
1.1015 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0960 |
| S1 |
1.0915 |
1.0915 |
1.0954 |
1.0933 |
| S2 |
1.0869 |
1.0869 |
1.0947 |
|
| S3 |
1.0787 |
1.0833 |
1.0939 |
|
| S4 |
1.0705 |
1.0751 |
1.0917 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1451 |
1.1075 |
|
| R3 |
1.1321 |
1.1245 |
1.1019 |
|
| R2 |
1.1115 |
1.1115 |
1.1000 |
|
| R1 |
1.1039 |
1.1039 |
1.0981 |
1.1077 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0929 |
| S1 |
1.0833 |
1.0833 |
1.0943 |
1.0871 |
| S2 |
1.0703 |
1.0703 |
1.0924 |
|
| S3 |
1.0497 |
1.0627 |
1.0905 |
|
| S4 |
1.0291 |
1.0421 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0986 |
1.0780 |
0.0206 |
1.9% |
0.0089 |
0.8% |
88% |
True |
False |
29,622 |
| 10 |
1.0998 |
1.0760 |
0.0238 |
2.2% |
0.0089 |
0.8% |
85% |
False |
False |
28,000 |
| 20 |
1.1026 |
1.0760 |
0.0266 |
2.4% |
0.0078 |
0.7% |
76% |
False |
False |
25,041 |
| 40 |
1.1026 |
1.0563 |
0.0463 |
4.2% |
0.0067 |
0.6% |
86% |
False |
False |
13,669 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0050 |
0.5% |
86% |
False |
False |
9,119 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0041 |
0.4% |
86% |
False |
False |
6,841 |
| 100 |
1.1026 |
1.0435 |
0.0591 |
5.4% |
0.0035 |
0.3% |
89% |
False |
False |
5,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1201 |
|
1.618 |
1.1119 |
|
1.000 |
1.1068 |
|
0.618 |
1.1037 |
|
HIGH |
1.0986 |
|
0.618 |
1.0955 |
|
0.500 |
1.0945 |
|
0.382 |
1.0935 |
|
LOW |
1.0904 |
|
0.618 |
1.0853 |
|
1.000 |
1.0822 |
|
1.618 |
1.0771 |
|
2.618 |
1.0689 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0938 |
| PP |
1.0951 |
1.0914 |
| S1 |
1.0945 |
1.0890 |
|