CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0995 |
1.1014 |
0.0019 |
0.2% |
1.0790 |
High |
1.1090 |
1.1027 |
-0.0063 |
-0.6% |
1.1090 |
Low |
1.0983 |
1.0973 |
-0.0010 |
-0.1% |
1.0766 |
Close |
1.1023 |
1.1015 |
-0.0008 |
-0.1% |
1.1023 |
Range |
0.0107 |
0.0054 |
-0.0053 |
-49.5% |
0.0324 |
ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
46,407 |
33,800 |
-12,607 |
-27.2% |
191,790 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1167 |
1.1145 |
1.1045 |
|
R3 |
1.1113 |
1.1091 |
1.1030 |
|
R2 |
1.1059 |
1.1059 |
1.1025 |
|
R1 |
1.1037 |
1.1037 |
1.1020 |
1.1048 |
PP |
1.1005 |
1.1005 |
1.1005 |
1.1011 |
S1 |
1.0983 |
1.0983 |
1.1010 |
1.0994 |
S2 |
1.0951 |
1.0951 |
1.1005 |
|
S3 |
1.0897 |
1.0929 |
1.1000 |
|
S4 |
1.0843 |
1.0875 |
1.0985 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1932 |
1.1801 |
1.1201 |
|
R3 |
1.1608 |
1.1477 |
1.1112 |
|
R2 |
1.1284 |
1.1284 |
1.1082 |
|
R1 |
1.1153 |
1.1153 |
1.1053 |
1.1219 |
PP |
1.0960 |
1.0960 |
1.0960 |
1.0992 |
S1 |
1.0829 |
1.0829 |
1.0993 |
1.0895 |
S2 |
1.0636 |
1.0636 |
1.0964 |
|
S3 |
1.0312 |
1.0505 |
1.0934 |
|
S4 |
0.9988 |
1.0181 |
1.0845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1090 |
1.0794 |
0.0296 |
2.7% |
0.0093 |
0.8% |
75% |
False |
False |
39,139 |
10 |
1.1090 |
1.0701 |
0.0389 |
3.5% |
0.0079 |
0.7% |
81% |
False |
False |
38,682 |
20 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0086 |
0.8% |
83% |
False |
False |
37,284 |
40 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0082 |
0.7% |
83% |
False |
False |
28,444 |
60 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0067 |
0.6% |
86% |
False |
False |
19,074 |
80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0054 |
0.5% |
86% |
False |
False |
14,309 |
100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0048 |
0.4% |
86% |
False |
False |
11,448 |
120 |
1.1090 |
1.0288 |
0.0802 |
7.3% |
0.0040 |
0.4% |
91% |
False |
False |
9,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1257 |
2.618 |
1.1168 |
1.618 |
1.1114 |
1.000 |
1.1081 |
0.618 |
1.1060 |
HIGH |
1.1027 |
0.618 |
1.1006 |
0.500 |
1.1000 |
0.382 |
1.0994 |
LOW |
1.0973 |
0.618 |
1.0940 |
1.000 |
1.0919 |
1.618 |
1.0886 |
2.618 |
1.0832 |
4.250 |
1.0744 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1010 |
1.1030 |
PP |
1.1005 |
1.1025 |
S1 |
1.1000 |
1.1020 |
|