CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0982 |
0.0128 |
1.2% |
1.0702 |
| High |
1.1003 |
1.1024 |
0.0021 |
0.2% |
1.0849 |
| Low |
1.0843 |
1.0969 |
0.0126 |
1.2% |
1.0701 |
| Close |
1.0982 |
1.0999 |
0.0017 |
0.2% |
1.0801 |
| Range |
0.0160 |
0.0055 |
-0.0105 |
-65.6% |
0.0148 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
44,408 |
39,827 |
-4,581 |
-10.3% |
161,234 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1136 |
1.1029 |
|
| R3 |
1.1107 |
1.1081 |
1.1014 |
|
| R2 |
1.1052 |
1.1052 |
1.1009 |
|
| R1 |
1.1026 |
1.1026 |
1.1004 |
1.1039 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1004 |
| S1 |
1.0971 |
1.0971 |
1.0994 |
1.0984 |
| S2 |
1.0942 |
1.0942 |
1.0989 |
|
| S3 |
1.0887 |
1.0916 |
1.0984 |
|
| S4 |
1.0832 |
1.0861 |
1.0969 |
|
|
| 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 |
1.1024 |
1.0749 |
0.0275 |
2.5% |
0.0089 |
0.8% |
91% |
True |
False |
37,936 |
| 10 |
1.1024 |
1.0657 |
0.0367 |
3.3% |
0.0080 |
0.7% |
93% |
True |
False |
39,289 |
| 20 |
1.1024 |
1.0657 |
0.0367 |
3.3% |
0.0088 |
0.8% |
93% |
True |
False |
36,998 |
| 40 |
1.1026 |
1.0657 |
0.0369 |
3.4% |
0.0081 |
0.7% |
93% |
False |
False |
26,570 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0064 |
0.6% |
94% |
False |
False |
17,741 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0052 |
0.5% |
94% |
False |
False |
13,307 |
| 100 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0046 |
0.4% |
94% |
False |
False |
10,646 |
| 120 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0039 |
0.4% |
96% |
False |
False |
8,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1168 |
|
1.618 |
1.1113 |
|
1.000 |
1.1079 |
|
0.618 |
1.1058 |
|
HIGH |
1.1024 |
|
0.618 |
1.1003 |
|
0.500 |
1.0997 |
|
0.382 |
1.0990 |
|
LOW |
1.0969 |
|
0.618 |
1.0935 |
|
1.000 |
1.0914 |
|
1.618 |
1.0880 |
|
2.618 |
1.0825 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0969 |
| PP |
1.0997 |
1.0939 |
| S1 |
1.0997 |
1.0909 |
|