CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1014 |
1.1008 |
-0.0006 |
-0.1% |
1.0790 |
| High |
1.1027 |
1.1027 |
0.0000 |
0.0% |
1.1090 |
| Low |
1.0973 |
1.0974 |
0.0001 |
0.0% |
1.0766 |
| Close |
1.1015 |
1.1017 |
0.0002 |
0.0% |
1.1023 |
| Range |
0.0054 |
0.0053 |
-0.0001 |
-1.9% |
0.0324 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
33,800 |
31,753 |
-2,047 |
-6.1% |
191,790 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1144 |
1.1046 |
|
| R3 |
1.1112 |
1.1091 |
1.1032 |
|
| R2 |
1.1059 |
1.1059 |
1.1027 |
|
| R1 |
1.1038 |
1.1038 |
1.1022 |
1.1049 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1011 |
| S1 |
1.0985 |
1.0985 |
1.1012 |
1.0996 |
| S2 |
1.0953 |
1.0953 |
1.1007 |
|
| S3 |
1.0900 |
1.0932 |
1.1002 |
|
| S4 |
1.0847 |
1.0879 |
1.0988 |
|
|
| 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 |
1.0843 |
0.0247 |
2.2% |
0.0086 |
0.8% |
70% |
False |
False |
39,239 |
| 10 |
1.1090 |
1.0730 |
0.0360 |
3.3% |
0.0076 |
0.7% |
80% |
False |
False |
36,727 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0085 |
0.8% |
83% |
False |
False |
37,773 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0081 |
0.7% |
83% |
False |
False |
29,123 |
| 60 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0068 |
0.6% |
86% |
False |
False |
19,601 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0054 |
0.5% |
86% |
False |
False |
14,706 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0048 |
0.4% |
86% |
False |
False |
11,766 |
| 120 |
1.1090 |
1.0288 |
0.0802 |
7.3% |
0.0040 |
0.4% |
91% |
False |
False |
9,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1166 |
|
1.618 |
1.1113 |
|
1.000 |
1.1080 |
|
0.618 |
1.1060 |
|
HIGH |
1.1027 |
|
0.618 |
1.1007 |
|
0.500 |
1.1001 |
|
0.382 |
1.0994 |
|
LOW |
1.0974 |
|
0.618 |
1.0941 |
|
1.000 |
1.0921 |
|
1.618 |
1.0888 |
|
2.618 |
1.0835 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.1032 |
| PP |
1.1006 |
1.1027 |
| S1 |
1.1001 |
1.1022 |
|