CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0852 |
-0.0107 |
-1.0% |
1.0830 |
| High |
1.0974 |
1.0864 |
-0.0110 |
-1.0% |
1.0986 |
| Low |
1.0843 |
1.0721 |
-0.0122 |
-1.1% |
1.0780 |
| Close |
1.0856 |
1.0737 |
-0.0119 |
-1.1% |
1.0962 |
| Range |
0.0131 |
0.0143 |
0.0012 |
9.2% |
0.0206 |
| ATR |
0.0081 |
0.0086 |
0.0004 |
5.4% |
0.0000 |
| Volume |
32,492 |
54,518 |
22,026 |
67.8% |
148,113 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1113 |
1.0816 |
|
| R3 |
1.1060 |
1.0970 |
1.0776 |
|
| R2 |
1.0917 |
1.0917 |
1.0763 |
|
| R1 |
1.0827 |
1.0827 |
1.0750 |
1.0801 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0761 |
| S1 |
1.0684 |
1.0684 |
1.0724 |
1.0658 |
| S2 |
1.0631 |
1.0631 |
1.0711 |
|
| S3 |
1.0488 |
1.0541 |
1.0698 |
|
| S4 |
1.0345 |
1.0398 |
1.0658 |
|
|
| 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 |
1.0721 |
0.0265 |
2.5% |
0.0113 |
1.1% |
6% |
False |
True |
37,678 |
| 10 |
1.0998 |
1.0721 |
0.0277 |
2.6% |
0.0103 |
1.0% |
6% |
False |
True |
33,692 |
| 20 |
1.1026 |
1.0721 |
0.0305 |
2.8% |
0.0084 |
0.8% |
5% |
False |
True |
26,441 |
| 40 |
1.1026 |
1.0563 |
0.0463 |
4.3% |
0.0072 |
0.7% |
38% |
False |
False |
15,844 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0054 |
0.5% |
39% |
False |
False |
10,569 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0044 |
0.4% |
39% |
False |
False |
7,928 |
| 100 |
1.1026 |
1.0463 |
0.0563 |
5.2% |
0.0038 |
0.4% |
49% |
False |
False |
6,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1238 |
|
1.618 |
1.1095 |
|
1.000 |
1.1007 |
|
0.618 |
1.0952 |
|
HIGH |
1.0864 |
|
0.618 |
1.0809 |
|
0.500 |
1.0793 |
|
0.382 |
1.0776 |
|
LOW |
1.0721 |
|
0.618 |
1.0633 |
|
1.000 |
1.0578 |
|
1.618 |
1.0490 |
|
2.618 |
1.0347 |
|
4.250 |
1.0113 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0854 |
| PP |
1.0774 |
1.0815 |
| S1 |
1.0756 |
1.0776 |
|