CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0702 |
-0.0028 |
-0.3% |
1.0959 |
| High |
1.0757 |
1.0788 |
0.0031 |
0.3% |
1.0974 |
| Low |
1.0657 |
1.0701 |
0.0044 |
0.4% |
1.0657 |
| Close |
1.0701 |
1.0768 |
0.0067 |
0.6% |
1.0701 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-13.0% |
0.0317 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.3% |
0.0000 |
| Volume |
43,863 |
51,300 |
7,437 |
17.0% |
210,747 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0978 |
1.0816 |
|
| R3 |
1.0926 |
1.0891 |
1.0792 |
|
| R2 |
1.0839 |
1.0839 |
1.0784 |
|
| R1 |
1.0804 |
1.0804 |
1.0776 |
1.0822 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0761 |
| S1 |
1.0717 |
1.0717 |
1.0760 |
1.0735 |
| S2 |
1.0665 |
1.0665 |
1.0752 |
|
| S3 |
1.0578 |
1.0630 |
1.0744 |
|
| S4 |
1.0491 |
1.0543 |
1.0720 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1532 |
1.0875 |
|
| R3 |
1.1411 |
1.1215 |
1.0788 |
|
| R2 |
1.1094 |
1.1094 |
1.0759 |
|
| R1 |
1.0898 |
1.0898 |
1.0730 |
1.0838 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0747 |
| S1 |
1.0581 |
1.0581 |
1.0672 |
1.0521 |
| S2 |
1.0460 |
1.0460 |
1.0643 |
|
| S3 |
1.0143 |
1.0264 |
1.0614 |
|
| S4 |
0.9826 |
0.9947 |
1.0527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0864 |
1.0657 |
0.0207 |
1.9% |
0.0090 |
0.8% |
54% |
False |
False |
45,911 |
| 10 |
1.0986 |
1.0657 |
0.0329 |
3.1% |
0.0094 |
0.9% |
34% |
False |
False |
38,820 |
| 20 |
1.1013 |
1.0657 |
0.0356 |
3.3% |
0.0087 |
0.8% |
31% |
False |
False |
30,063 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0077 |
0.7% |
30% |
False |
False |
20,219 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0057 |
0.5% |
45% |
False |
False |
13,486 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0048 |
0.4% |
45% |
False |
False |
10,116 |
| 100 |
1.1026 |
1.0464 |
0.0562 |
5.2% |
0.0041 |
0.4% |
54% |
False |
False |
8,093 |
| 120 |
1.1026 |
1.0198 |
0.0828 |
7.7% |
0.0034 |
0.3% |
69% |
False |
False |
6,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1158 |
|
2.618 |
1.1016 |
|
1.618 |
1.0929 |
|
1.000 |
1.0875 |
|
0.618 |
1.0842 |
|
HIGH |
1.0788 |
|
0.618 |
1.0755 |
|
0.500 |
1.0745 |
|
0.382 |
1.0734 |
|
LOW |
1.0701 |
|
0.618 |
1.0647 |
|
1.000 |
1.0614 |
|
1.618 |
1.0560 |
|
2.618 |
1.0473 |
|
4.250 |
1.0331 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0753 |
| PP |
1.0752 |
1.0738 |
| S1 |
1.0745 |
1.0723 |
|