CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0844 |
-0.0009 |
-0.1% |
1.0900 |
| High |
1.0867 |
1.0862 |
-0.0005 |
0.0% |
1.0934 |
| Low |
1.0824 |
1.0804 |
-0.0020 |
-0.2% |
1.0818 |
| Close |
1.0845 |
1.0836 |
-0.0009 |
-0.1% |
1.0845 |
| Range |
0.0043 |
0.0058 |
0.0015 |
34.9% |
0.0116 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
21,771 |
31,214 |
9,443 |
43.4% |
115,915 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0980 |
1.0868 |
|
| R3 |
1.0950 |
1.0922 |
1.0852 |
|
| R2 |
1.0892 |
1.0892 |
1.0847 |
|
| R1 |
1.0864 |
1.0864 |
1.0841 |
1.0849 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0827 |
| S1 |
1.0806 |
1.0806 |
1.0831 |
1.0791 |
| S2 |
1.0776 |
1.0776 |
1.0825 |
|
| S3 |
1.0718 |
1.0748 |
1.0820 |
|
| S4 |
1.0660 |
1.0690 |
1.0804 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1145 |
1.0909 |
|
| R3 |
1.1098 |
1.1029 |
1.0877 |
|
| R2 |
1.0982 |
1.0982 |
1.0866 |
|
| R1 |
1.0913 |
1.0913 |
1.0856 |
1.0890 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0854 |
| S1 |
1.0797 |
1.0797 |
1.0834 |
1.0774 |
| S2 |
1.0750 |
1.0750 |
1.0824 |
|
| S3 |
1.0634 |
1.0681 |
1.0813 |
|
| S4 |
1.0518 |
1.0565 |
1.0781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0934 |
1.0804 |
0.0130 |
1.2% |
0.0064 |
0.6% |
25% |
False |
True |
25,669 |
| 10 |
1.1046 |
1.0804 |
0.0242 |
2.2% |
0.0075 |
0.7% |
13% |
False |
True |
27,821 |
| 20 |
1.1090 |
1.0701 |
0.0389 |
3.6% |
0.0077 |
0.7% |
35% |
False |
False |
33,251 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0082 |
0.8% |
41% |
False |
False |
31,048 |
| 60 |
1.1090 |
1.0635 |
0.0455 |
4.2% |
0.0076 |
0.7% |
44% |
False |
False |
23,708 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0062 |
0.6% |
53% |
False |
False |
17,787 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
4.9% |
0.0053 |
0.5% |
53% |
False |
False |
14,230 |
| 120 |
1.1090 |
1.0464 |
0.0626 |
5.8% |
0.0046 |
0.4% |
59% |
False |
False |
11,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.1014 |
|
1.618 |
1.0956 |
|
1.000 |
1.0920 |
|
0.618 |
1.0898 |
|
HIGH |
1.0862 |
|
0.618 |
1.0840 |
|
0.500 |
1.0833 |
|
0.382 |
1.0826 |
|
LOW |
1.0804 |
|
0.618 |
1.0768 |
|
1.000 |
1.0746 |
|
1.618 |
1.0710 |
|
2.618 |
1.0652 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0857 |
| PP |
1.0834 |
1.0850 |
| S1 |
1.0833 |
1.0843 |
|