CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0755 |
1.0757 |
0.0002 |
0.0% |
1.0967 |
| High |
1.0792 |
1.0791 |
-0.0001 |
0.0% |
1.0999 |
| Low |
1.0755 |
1.0757 |
0.0002 |
0.0% |
1.0697 |
| Close |
1.0776 |
1.0791 |
0.0015 |
0.1% |
1.0714 |
| Range |
0.0037 |
0.0034 |
-0.0003 |
-8.1% |
0.0302 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
20 |
4 |
-16 |
-80.0% |
58 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0870 |
1.0810 |
|
| R3 |
1.0848 |
1.0836 |
1.0800 |
|
| R2 |
1.0814 |
1.0814 |
1.0797 |
|
| R1 |
1.0802 |
1.0802 |
1.0794 |
1.0808 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0783 |
| S1 |
1.0768 |
1.0768 |
1.0788 |
1.0774 |
| S2 |
1.0746 |
1.0746 |
1.0785 |
|
| S3 |
1.0712 |
1.0734 |
1.0782 |
|
| S4 |
1.0678 |
1.0700 |
1.0772 |
|
|
| 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 |
1.0805 |
1.0697 |
0.0108 |
1.0% |
0.0038 |
0.4% |
87% |
False |
False |
8 |
| 10 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0054 |
0.5% |
31% |
False |
False |
10 |
| 20 |
1.1016 |
1.0697 |
0.0319 |
3.0% |
0.0031 |
0.3% |
29% |
False |
False |
7 |
| 40 |
1.1016 |
1.0697 |
0.0319 |
3.0% |
0.0022 |
0.2% |
29% |
False |
False |
6 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0015 |
0.1% |
48% |
False |
False |
4 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0011 |
0.1% |
48% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0880 |
|
1.618 |
1.0846 |
|
1.000 |
1.0825 |
|
0.618 |
1.0812 |
|
HIGH |
1.0791 |
|
0.618 |
1.0778 |
|
0.500 |
1.0774 |
|
0.382 |
1.0770 |
|
LOW |
1.0757 |
|
0.618 |
1.0736 |
|
1.000 |
1.0723 |
|
1.618 |
1.0702 |
|
2.618 |
1.0668 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0787 |
| PP |
1.0780 |
1.0784 |
| S1 |
1.0774 |
1.0780 |
|