CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0838 |
-0.0006 |
-0.1% |
1.0900 |
| High |
1.0862 |
1.0891 |
0.0029 |
0.3% |
1.0934 |
| Low |
1.0804 |
1.0771 |
-0.0033 |
-0.3% |
1.0818 |
| Close |
1.0836 |
1.0777 |
-0.0059 |
-0.5% |
1.0845 |
| Range |
0.0058 |
0.0120 |
0.0062 |
106.9% |
0.0116 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.0% |
0.0000 |
| Volume |
31,214 |
34,907 |
3,693 |
11.8% |
115,915 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1095 |
1.0843 |
|
| R3 |
1.1053 |
1.0975 |
1.0810 |
|
| R2 |
1.0933 |
1.0933 |
1.0799 |
|
| R1 |
1.0855 |
1.0855 |
1.0788 |
1.0834 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0803 |
| S1 |
1.0735 |
1.0735 |
1.0766 |
1.0714 |
| S2 |
1.0693 |
1.0693 |
1.0755 |
|
| S3 |
1.0573 |
1.0615 |
1.0744 |
|
| S4 |
1.0453 |
1.0495 |
1.0711 |
|
|
| 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 |
1.0929 |
1.0771 |
0.0158 |
1.5% |
0.0073 |
0.7% |
4% |
False |
True |
27,412 |
| 10 |
1.1046 |
1.0771 |
0.0275 |
2.6% |
0.0082 |
0.8% |
2% |
False |
True |
28,136 |
| 20 |
1.1090 |
1.0730 |
0.0360 |
3.3% |
0.0079 |
0.7% |
13% |
False |
False |
32,432 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0083 |
0.8% |
28% |
False |
False |
31,247 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0077 |
0.7% |
28% |
False |
False |
24,290 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0063 |
0.6% |
41% |
False |
False |
18,223 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0054 |
0.5% |
41% |
False |
False |
14,579 |
| 120 |
1.1090 |
1.0464 |
0.0626 |
5.8% |
0.0047 |
0.4% |
50% |
False |
False |
12,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1205 |
|
1.618 |
1.1085 |
|
1.000 |
1.1011 |
|
0.618 |
1.0965 |
|
HIGH |
1.0891 |
|
0.618 |
1.0845 |
|
0.500 |
1.0831 |
|
0.382 |
1.0817 |
|
LOW |
1.0771 |
|
0.618 |
1.0697 |
|
1.000 |
1.0651 |
|
1.618 |
1.0577 |
|
2.618 |
1.0457 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0831 |
| PP |
1.0813 |
1.0813 |
| S1 |
1.0795 |
1.0795 |
|