CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0888 |
-0.0103 |
-0.9% |
1.1014 |
| High |
1.1036 |
1.0929 |
-0.0107 |
-1.0% |
1.1046 |
| Low |
1.0872 |
1.0886 |
0.0014 |
0.1% |
1.0872 |
| Close |
1.0899 |
1.0907 |
0.0008 |
0.1% |
1.0907 |
| Range |
0.0164 |
0.0043 |
-0.0121 |
-73.8% |
0.0174 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
45,262 |
23,910 |
-21,352 |
-47.2% |
164,883 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1015 |
1.0931 |
|
| R3 |
1.0993 |
1.0972 |
1.0919 |
|
| R2 |
1.0950 |
1.0950 |
1.0915 |
|
| R1 |
1.0929 |
1.0929 |
1.0911 |
1.0940 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0913 |
| S1 |
1.0886 |
1.0886 |
1.0903 |
1.0897 |
| S2 |
1.0864 |
1.0864 |
1.0899 |
|
| S3 |
1.0821 |
1.0843 |
1.0895 |
|
| S4 |
1.0778 |
1.0800 |
1.0883 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1359 |
1.1003 |
|
| R3 |
1.1290 |
1.1185 |
1.0955 |
|
| R2 |
1.1116 |
1.1116 |
1.0939 |
|
| R1 |
1.1011 |
1.1011 |
1.0923 |
1.0977 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0924 |
| S1 |
1.0837 |
1.0837 |
1.0891 |
1.0803 |
| S2 |
1.0768 |
1.0768 |
1.0875 |
|
| S3 |
1.0594 |
1.0663 |
1.0859 |
|
| S4 |
1.0420 |
1.0489 |
1.0811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0872 |
0.0174 |
1.6% |
0.0085 |
0.8% |
20% |
False |
False |
32,976 |
| 10 |
1.1090 |
1.0766 |
0.0324 |
3.0% |
0.0088 |
0.8% |
44% |
False |
False |
35,667 |
| 20 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0087 |
0.8% |
58% |
False |
False |
38,364 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0085 |
0.8% |
58% |
False |
False |
31,279 |
| 60 |
1.1090 |
1.0563 |
0.0527 |
4.8% |
0.0072 |
0.7% |
65% |
False |
False |
21,257 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0058 |
0.5% |
66% |
False |
False |
15,948 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0050 |
0.5% |
66% |
False |
False |
12,759 |
| 120 |
1.1090 |
1.0334 |
0.0756 |
6.9% |
0.0043 |
0.4% |
76% |
False |
False |
10,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1112 |
|
2.618 |
1.1042 |
|
1.618 |
1.0999 |
|
1.000 |
1.0972 |
|
0.618 |
1.0956 |
|
HIGH |
1.0929 |
|
0.618 |
1.0913 |
|
0.500 |
1.0908 |
|
0.382 |
1.0902 |
|
LOW |
1.0886 |
|
0.618 |
1.0859 |
|
1.000 |
1.0843 |
|
1.618 |
1.0816 |
|
2.618 |
1.0773 |
|
4.250 |
1.0703 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0959 |
| PP |
1.0907 |
1.0942 |
| S1 |
1.0907 |
1.0924 |
|