CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0751 |
1.0740 |
-0.0011 |
-0.1% |
1.0967 |
| High |
1.0751 |
1.0740 |
-0.0011 |
-0.1% |
1.0999 |
| Low |
1.0697 |
1.0714 |
0.0017 |
0.2% |
1.0697 |
| Close |
1.0740 |
1.0714 |
-0.0026 |
-0.2% |
1.0714 |
| Range |
0.0054 |
0.0026 |
-0.0028 |
-51.9% |
0.0302 |
| ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
58 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0783 |
1.0728 |
|
| R3 |
1.0775 |
1.0757 |
1.0721 |
|
| R2 |
1.0749 |
1.0749 |
1.0719 |
|
| R1 |
1.0731 |
1.0731 |
1.0716 |
1.0727 |
| PP |
1.0723 |
1.0723 |
1.0723 |
1.0721 |
| S1 |
1.0705 |
1.0705 |
1.0712 |
1.0701 |
| S2 |
1.0697 |
1.0697 |
1.0709 |
|
| S3 |
1.0671 |
1.0679 |
1.0707 |
|
| S4 |
1.0645 |
1.0653 |
1.0700 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1514 |
1.0880 |
|
| R3 |
1.1407 |
1.1212 |
1.0797 |
|
| R2 |
1.1105 |
1.1105 |
1.0769 |
|
| R1 |
1.0910 |
1.0910 |
1.0742 |
1.0857 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0777 |
| S1 |
1.0608 |
1.0608 |
1.0686 |
1.0555 |
| S2 |
1.0501 |
1.0501 |
1.0659 |
|
| S3 |
1.0199 |
1.0306 |
1.0631 |
|
| S4 |
0.9897 |
1.0004 |
1.0548 |
|
|
| 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% |
0.0051 |
0.5% |
6% |
False |
False |
11 |
| 10 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0043 |
0.4% |
6% |
False |
False |
9 |
| 20 |
1.1016 |
1.0697 |
0.0319 |
3.0% |
0.0029 |
0.3% |
5% |
False |
False |
8 |
| 40 |
1.1016 |
1.0691 |
0.0325 |
3.0% |
0.0020 |
0.2% |
7% |
False |
False |
5 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.1% |
0.0013 |
0.1% |
31% |
False |
False |
3 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.1% |
0.0010 |
0.1% |
31% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0851 |
|
2.618 |
1.0808 |
|
1.618 |
1.0782 |
|
1.000 |
1.0766 |
|
0.618 |
1.0756 |
|
HIGH |
1.0740 |
|
0.618 |
1.0730 |
|
0.500 |
1.0727 |
|
0.382 |
1.0724 |
|
LOW |
1.0714 |
|
0.618 |
1.0698 |
|
1.000 |
1.0688 |
|
1.618 |
1.0672 |
|
2.618 |
1.0646 |
|
4.250 |
1.0604 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0729 |
| PP |
1.0723 |
1.0724 |
| S1 |
1.0718 |
1.0719 |
|