CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1001 |
1.1018 |
0.0017 |
0.2% |
1.0800 |
| High |
1.1011 |
1.1061 |
0.0050 |
0.5% |
1.1061 |
| Low |
1.0990 |
1.1018 |
0.0028 |
0.3% |
1.0800 |
| Close |
1.1011 |
1.1035 |
0.0024 |
0.2% |
1.1035 |
| Range |
0.0021 |
0.0043 |
0.0022 |
104.8% |
0.0261 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
24 |
14 |
-10 |
-41.7% |
71 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1144 |
1.1059 |
|
| R3 |
1.1124 |
1.1101 |
1.1047 |
|
| R2 |
1.1081 |
1.1081 |
1.1043 |
|
| R1 |
1.1058 |
1.1058 |
1.1039 |
1.1070 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1044 |
| S1 |
1.1015 |
1.1015 |
1.1031 |
1.1027 |
| S2 |
1.0995 |
1.0995 |
1.1027 |
|
| S3 |
1.0952 |
1.0972 |
1.1023 |
|
| S4 |
1.0909 |
1.0929 |
1.1011 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1748 |
1.1653 |
1.1179 |
|
| R3 |
1.1487 |
1.1392 |
1.1107 |
|
| R2 |
1.1226 |
1.1226 |
1.1083 |
|
| R1 |
1.1131 |
1.1131 |
1.1059 |
1.1179 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0989 |
| S1 |
1.0870 |
1.0870 |
1.1011 |
1.0918 |
| S2 |
1.0704 |
1.0704 |
1.0987 |
|
| S3 |
1.0443 |
1.0609 |
1.0963 |
|
| S4 |
1.0182 |
1.0348 |
1.0891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1061 |
1.0800 |
0.0261 |
2.4% |
0.0029 |
0.3% |
90% |
True |
False |
14 |
| 10 |
1.1061 |
1.0714 |
0.0347 |
3.1% |
0.0034 |
0.3% |
93% |
True |
False |
11 |
| 20 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0039 |
0.4% |
93% |
True |
False |
10 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.3% |
0.0027 |
0.2% |
93% |
True |
False |
7 |
| 60 |
1.1061 |
1.0581 |
0.0480 |
4.3% |
0.0019 |
0.2% |
95% |
True |
False |
5 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.3% |
0.0014 |
0.1% |
95% |
True |
False |
4 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.3% |
0.0011 |
0.1% |
95% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1174 |
|
1.618 |
1.1131 |
|
1.000 |
1.1104 |
|
0.618 |
1.1088 |
|
HIGH |
1.1061 |
|
0.618 |
1.1045 |
|
0.500 |
1.1040 |
|
0.382 |
1.1034 |
|
LOW |
1.1018 |
|
0.618 |
1.0991 |
|
1.000 |
1.0975 |
|
1.618 |
1.0948 |
|
2.618 |
1.0905 |
|
4.250 |
1.0835 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1022 |
| PP |
1.1038 |
1.1009 |
| S1 |
1.1037 |
1.0996 |
|