CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0735 |
-0.0117 |
-1.1% |
1.0830 |
| High |
1.0864 |
1.0775 |
-0.0089 |
-0.8% |
1.0986 |
| Low |
1.0721 |
1.0726 |
0.0005 |
0.0% |
1.0780 |
| Close |
1.0737 |
1.0738 |
0.0001 |
0.0% |
1.0962 |
| Range |
0.0143 |
0.0049 |
-0.0094 |
-65.7% |
0.0206 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
54,518 |
37,463 |
-17,055 |
-31.3% |
148,113 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0865 |
1.0765 |
|
| R3 |
1.0844 |
1.0816 |
1.0751 |
|
| R2 |
1.0795 |
1.0795 |
1.0747 |
|
| R1 |
1.0767 |
1.0767 |
1.0742 |
1.0781 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0754 |
| S1 |
1.0718 |
1.0718 |
1.0734 |
1.0732 |
| S2 |
1.0697 |
1.0697 |
1.0729 |
|
| S3 |
1.0648 |
1.0669 |
1.0725 |
|
| S4 |
1.0599 |
1.0620 |
1.0711 |
|
|
| 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 |
False |
40,455 |
| 10 |
1.0986 |
1.0721 |
0.0265 |
2.5% |
0.0096 |
0.9% |
6% |
False |
False |
34,708 |
| 20 |
1.1026 |
1.0721 |
0.0305 |
2.8% |
0.0084 |
0.8% |
6% |
False |
False |
27,152 |
| 40 |
1.1026 |
1.0608 |
0.0418 |
3.9% |
0.0073 |
0.7% |
31% |
False |
False |
16,780 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0055 |
0.5% |
39% |
False |
False |
11,194 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0045 |
0.4% |
39% |
False |
False |
8,397 |
| 100 |
1.1026 |
1.0463 |
0.0563 |
5.2% |
0.0038 |
0.4% |
49% |
False |
False |
6,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0903 |
|
1.618 |
1.0854 |
|
1.000 |
1.0824 |
|
0.618 |
1.0805 |
|
HIGH |
1.0775 |
|
0.618 |
1.0756 |
|
0.500 |
1.0751 |
|
0.382 |
1.0745 |
|
LOW |
1.0726 |
|
0.618 |
1.0696 |
|
1.000 |
1.0677 |
|
1.618 |
1.0647 |
|
2.618 |
1.0598 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0848 |
| PP |
1.0746 |
1.0811 |
| S1 |
1.0742 |
1.0775 |
|