CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0799 |
0.0009 |
0.1% |
1.0702 |
| High |
1.0807 |
1.0883 |
0.0076 |
0.7% |
1.0849 |
| Low |
1.0766 |
1.0794 |
0.0028 |
0.3% |
1.0701 |
| Close |
1.0802 |
1.0851 |
0.0049 |
0.5% |
1.0801 |
| Range |
0.0041 |
0.0089 |
0.0048 |
117.1% |
0.0148 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
1.0% |
0.0000 |
| Volume |
29,895 |
31,253 |
1,358 |
4.5% |
161,234 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1069 |
1.0900 |
|
| R3 |
1.1021 |
1.0980 |
1.0875 |
|
| R2 |
1.0932 |
1.0932 |
1.0867 |
|
| R1 |
1.0891 |
1.0891 |
1.0859 |
1.0912 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0853 |
| S1 |
1.0802 |
1.0802 |
1.0843 |
1.0823 |
| S2 |
1.0754 |
1.0754 |
1.0835 |
|
| S3 |
1.0665 |
1.0713 |
1.0827 |
|
| S4 |
1.0576 |
1.0624 |
1.0802 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1162 |
1.0882 |
|
| R3 |
1.1080 |
1.1014 |
1.0842 |
|
| R2 |
1.0932 |
1.0932 |
1.0828 |
|
| R1 |
1.0866 |
1.0866 |
1.0815 |
1.0899 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0800 |
| S1 |
1.0718 |
1.0718 |
1.0787 |
1.0751 |
| S2 |
1.0636 |
1.0636 |
1.0774 |
|
| S3 |
1.0488 |
1.0570 |
1.0760 |
|
| S4 |
1.0340 |
1.0422 |
1.0720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0883 |
1.0730 |
0.0153 |
1.4% |
0.0065 |
0.6% |
79% |
True |
False |
34,216 |
| 10 |
1.0883 |
1.0657 |
0.0226 |
2.1% |
0.0078 |
0.7% |
86% |
True |
False |
40,063 |
| 20 |
1.0998 |
1.0657 |
0.0341 |
3.1% |
0.0086 |
0.8% |
57% |
False |
False |
34,910 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0077 |
0.7% |
53% |
False |
False |
24,487 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0062 |
0.6% |
63% |
False |
False |
16,337 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0050 |
0.5% |
63% |
False |
False |
12,254 |
| 100 |
1.1026 |
1.0534 |
0.0492 |
4.5% |
0.0044 |
0.4% |
64% |
False |
False |
9,804 |
| 120 |
1.1026 |
1.0288 |
0.0738 |
6.8% |
0.0037 |
0.3% |
76% |
False |
False |
8,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1116 |
|
1.618 |
1.1027 |
|
1.000 |
1.0972 |
|
0.618 |
1.0938 |
|
HIGH |
1.0883 |
|
0.618 |
1.0849 |
|
0.500 |
1.0839 |
|
0.382 |
1.0828 |
|
LOW |
1.0794 |
|
0.618 |
1.0739 |
|
1.000 |
1.0705 |
|
1.618 |
1.0650 |
|
2.618 |
1.0561 |
|
4.250 |
1.0416 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0839 |
| PP |
1.0843 |
1.0828 |
| S1 |
1.0839 |
1.0816 |
|