CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0760 |
1.0751 |
-0.0009 |
-0.1% |
1.0878 |
| High |
1.0760 |
1.0751 |
-0.0009 |
-0.1% |
1.0978 |
| Low |
1.0752 |
1.0697 |
-0.0055 |
-0.5% |
1.0827 |
| Close |
1.0752 |
1.0740 |
-0.0012 |
-0.1% |
1.0978 |
| Range |
0.0008 |
0.0054 |
0.0046 |
575.0% |
0.0151 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.5% |
0.0000 |
| Volume |
12 |
1 |
-11 |
-91.7% |
32 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0870 |
1.0770 |
|
| R3 |
1.0837 |
1.0816 |
1.0755 |
|
| R2 |
1.0783 |
1.0783 |
1.0750 |
|
| R1 |
1.0762 |
1.0762 |
1.0745 |
1.0746 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0721 |
| S1 |
1.0708 |
1.0708 |
1.0735 |
1.0692 |
| S2 |
1.0675 |
1.0675 |
1.0730 |
|
| S3 |
1.0621 |
1.0654 |
1.0725 |
|
| S4 |
1.0567 |
1.0600 |
1.0710 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1330 |
1.1061 |
|
| R3 |
1.1230 |
1.1179 |
1.1020 |
|
| R2 |
1.1079 |
1.1079 |
1.1006 |
|
| R1 |
1.1028 |
1.1028 |
1.0992 |
1.1054 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0940 |
| S1 |
1.0877 |
1.0877 |
1.0964 |
1.0903 |
| S2 |
1.0777 |
1.0777 |
1.0950 |
|
| S3 |
1.0626 |
1.0726 |
1.0936 |
|
| S4 |
1.0475 |
1.0575 |
1.0895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0053 |
0.5% |
14% |
False |
True |
11 |
| 10 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0044 |
0.4% |
14% |
False |
True |
9 |
| 20 |
1.1016 |
1.0697 |
0.0319 |
3.0% |
0.0028 |
0.3% |
13% |
False |
True |
8 |
| 40 |
1.1016 |
1.0671 |
0.0345 |
3.2% |
0.0019 |
0.2% |
20% |
False |
False |
5 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.1% |
0.0013 |
0.1% |
37% |
False |
False |
3 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.1% |
0.0010 |
0.1% |
37% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0892 |
|
1.618 |
1.0838 |
|
1.000 |
1.0805 |
|
0.618 |
1.0784 |
|
HIGH |
1.0751 |
|
0.618 |
1.0730 |
|
0.500 |
1.0724 |
|
0.382 |
1.0718 |
|
LOW |
1.0697 |
|
0.618 |
1.0664 |
|
1.000 |
1.0643 |
|
1.618 |
1.0610 |
|
2.618 |
1.0556 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0743 |
| PP |
1.0729 |
1.0742 |
| S1 |
1.0724 |
1.0741 |
|