CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1016 |
0.0008 |
0.1% |
1.0790 |
| High |
1.1027 |
1.1046 |
0.0019 |
0.2% |
1.1090 |
| Low |
1.0974 |
1.0933 |
-0.0041 |
-0.4% |
1.0766 |
| Close |
1.1017 |
1.1000 |
-0.0017 |
-0.2% |
1.1023 |
| Range |
0.0053 |
0.0113 |
0.0060 |
113.2% |
0.0324 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
3.0% |
0.0000 |
| Volume |
31,753 |
30,158 |
-1,595 |
-5.0% |
191,790 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1332 |
1.1279 |
1.1062 |
|
| R3 |
1.1219 |
1.1166 |
1.1031 |
|
| R2 |
1.1106 |
1.1106 |
1.1021 |
|
| R1 |
1.1053 |
1.1053 |
1.1010 |
1.1023 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0978 |
| S1 |
1.0940 |
1.0940 |
1.0990 |
1.0910 |
| S2 |
1.0880 |
1.0880 |
1.0979 |
|
| S3 |
1.0767 |
1.0827 |
1.0969 |
|
| S4 |
1.0654 |
1.0714 |
1.0938 |
|
|
| 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 |
1.0933 |
0.0157 |
1.4% |
0.0076 |
0.7% |
43% |
False |
True |
36,389 |
| 10 |
1.1090 |
1.0730 |
0.0360 |
3.3% |
0.0082 |
0.7% |
75% |
False |
False |
36,450 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0087 |
0.8% |
79% |
False |
False |
38,043 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
3.9% |
0.0082 |
0.7% |
79% |
False |
False |
29,842 |
| 60 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0069 |
0.6% |
83% |
False |
False |
20,104 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0056 |
0.5% |
83% |
False |
False |
15,083 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0049 |
0.4% |
83% |
False |
False |
12,067 |
| 120 |
1.1090 |
1.0316 |
0.0774 |
7.0% |
0.0041 |
0.4% |
88% |
False |
False |
10,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1342 |
|
1.618 |
1.1229 |
|
1.000 |
1.1159 |
|
0.618 |
1.1116 |
|
HIGH |
1.1046 |
|
0.618 |
1.1003 |
|
0.500 |
1.0990 |
|
0.382 |
1.0976 |
|
LOW |
1.0933 |
|
0.618 |
1.0863 |
|
1.000 |
1.0820 |
|
1.618 |
1.0750 |
|
2.618 |
1.0637 |
|
4.250 |
1.0453 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0997 |
| PP |
1.0993 |
1.0993 |
| S1 |
1.0990 |
1.0990 |
|