CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0758 |
-0.0011 |
-0.1% |
1.0959 |
| High |
1.0784 |
1.0782 |
-0.0002 |
0.0% |
1.0974 |
| Low |
1.0740 |
1.0730 |
-0.0010 |
-0.1% |
1.0657 |
| Close |
1.0763 |
1.0779 |
0.0016 |
0.1% |
1.0701 |
| Range |
0.0044 |
0.0052 |
0.0008 |
18.2% |
0.0317 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
32,929 |
32,704 |
-225 |
-0.7% |
210,747 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0901 |
1.0808 |
|
| R3 |
1.0868 |
1.0849 |
1.0793 |
|
| R2 |
1.0816 |
1.0816 |
1.0789 |
|
| R1 |
1.0797 |
1.0797 |
1.0784 |
1.0807 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0768 |
| S1 |
1.0745 |
1.0745 |
1.0774 |
1.0755 |
| S2 |
1.0712 |
1.0712 |
1.0769 |
|
| S3 |
1.0660 |
1.0693 |
1.0765 |
|
| S4 |
1.0608 |
1.0641 |
1.0750 |
|
|
| 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 |
1.0788 |
1.0657 |
0.0131 |
1.2% |
0.0071 |
0.7% |
93% |
False |
False |
40,641 |
| 10 |
1.0986 |
1.0657 |
0.0329 |
3.1% |
0.0092 |
0.9% |
37% |
False |
False |
40,548 |
| 20 |
1.1013 |
1.0657 |
0.0356 |
3.3% |
0.0085 |
0.8% |
34% |
False |
False |
31,632 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0075 |
0.7% |
33% |
False |
False |
21,856 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0059 |
0.5% |
48% |
False |
False |
14,580 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.4% |
0.0048 |
0.4% |
48% |
False |
False |
10,936 |
| 100 |
1.1026 |
1.0510 |
0.0516 |
4.8% |
0.0042 |
0.4% |
52% |
False |
False |
8,750 |
| 120 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0035 |
0.3% |
67% |
False |
False |
7,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0918 |
|
1.618 |
1.0866 |
|
1.000 |
1.0834 |
|
0.618 |
1.0814 |
|
HIGH |
1.0782 |
|
0.618 |
1.0762 |
|
0.500 |
1.0756 |
|
0.382 |
1.0750 |
|
LOW |
1.0730 |
|
0.618 |
1.0698 |
|
1.000 |
1.0678 |
|
1.618 |
1.0646 |
|
2.618 |
1.0594 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0768 |
| PP |
1.0764 |
1.0756 |
| S1 |
1.0756 |
1.0745 |
|