CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0959 |
0.0009 |
0.1% |
1.0830 |
| High |
1.0986 |
1.0974 |
-0.0012 |
-0.1% |
1.0986 |
| Low |
1.0904 |
1.0843 |
-0.0061 |
-0.6% |
1.0780 |
| Close |
1.0962 |
1.0856 |
-0.0106 |
-1.0% |
1.0962 |
| Range |
0.0082 |
0.0131 |
0.0049 |
59.8% |
0.0206 |
| ATR |
0.0078 |
0.0081 |
0.0004 |
4.9% |
0.0000 |
| Volume |
38,637 |
32,492 |
-6,145 |
-15.9% |
148,113 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1201 |
1.0928 |
|
| R3 |
1.1153 |
1.1070 |
1.0892 |
|
| R2 |
1.1022 |
1.1022 |
1.0880 |
|
| R1 |
1.0939 |
1.0939 |
1.0868 |
1.0915 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0879 |
| S1 |
1.0808 |
1.0808 |
1.0844 |
1.0784 |
| S2 |
1.0760 |
1.0760 |
1.0832 |
|
| S3 |
1.0629 |
1.0677 |
1.0820 |
|
| S4 |
1.0498 |
1.0546 |
1.0784 |
|
|
| 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 |
1.0794 |
0.0192 |
1.8% |
0.0097 |
0.9% |
32% |
False |
False |
31,729 |
| 10 |
1.0998 |
1.0760 |
0.0238 |
2.2% |
0.0094 |
0.9% |
40% |
False |
False |
29,757 |
| 20 |
1.1026 |
1.0760 |
0.0266 |
2.5% |
0.0081 |
0.7% |
36% |
False |
False |
25,609 |
| 40 |
1.1026 |
1.0563 |
0.0463 |
4.3% |
0.0069 |
0.6% |
63% |
False |
False |
14,481 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0052 |
0.5% |
64% |
False |
False |
9,661 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0043 |
0.4% |
64% |
False |
False |
7,247 |
| 100 |
1.1026 |
1.0463 |
0.0563 |
5.2% |
0.0036 |
0.3% |
70% |
False |
False |
5,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1317 |
|
1.618 |
1.1186 |
|
1.000 |
1.1105 |
|
0.618 |
1.1055 |
|
HIGH |
1.0974 |
|
0.618 |
1.0924 |
|
0.500 |
1.0909 |
|
0.382 |
1.0893 |
|
LOW |
1.0843 |
|
0.618 |
1.0762 |
|
1.000 |
1.0712 |
|
1.618 |
1.0631 |
|
2.618 |
1.0500 |
|
4.250 |
1.0286 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0893 |
| PP |
1.0891 |
1.0880 |
| S1 |
1.0874 |
1.0868 |
|