CME Swiss Franc Future June 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2013 | 
                    05-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1030 | 
                        1.1029 | 
                        -0.0001 | 
                        0.0% | 
                        1.0800 | 
                     
                    
                        | High | 
                        1.1033 | 
                        1.1029 | 
                        -0.0004 | 
                        0.0% | 
                        1.1061 | 
                     
                    
                        | Low | 
                        1.1000 | 
                        1.1029 | 
                        0.0029 | 
                        0.3% | 
                        1.0800 | 
                     
                    
                        | Close | 
                        1.1027 | 
                        1.1029 | 
                        0.0002 | 
                        0.0% | 
                        1.1035 | 
                     
                    
                        | Range | 
                        0.0033 | 
                        0.0000 | 
                        -0.0033 | 
                        -100.0% | 
                        0.0261 | 
                     
                    
                        | ATR | 
                        0.0051 | 
                        0.0047 | 
                        -0.0003 | 
                        -6.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        5 | 
                        31 | 
                        26 | 
                        520.0% | 
                        71 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                 | 
             
            
                | R3 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                 | 
             
            
                | R2 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                 | 
             
            
                | R1 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
             
            
                | PP | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
             
            
                | S1 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
             
            
                | S2 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                 | 
             
            
                | S3 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                 | 
             
            
                | S4 | 
                1.1029 | 
                1.1029 | 
                1.1029 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.0930 | 
                0.0131 | 
                1.2% | 
                0.0033 | 
                0.3% | 
                76% | 
                False | 
                False | 
                15 | 
                 
                
                | 10 | 
                1.1061 | 
                1.0755 | 
                0.0306 | 
                2.8% | 
                0.0031 | 
                0.3% | 
                90% | 
                False | 
                False | 
                13 | 
                 
                
                | 20 | 
                1.1061 | 
                1.0697 | 
                0.0364 | 
                3.3% | 
                0.0039 | 
                0.4% | 
                91% | 
                False | 
                False | 
                11 | 
                 
                
                | 40 | 
                1.1061 | 
                1.0697 | 
                0.0364 | 
                3.3% | 
                0.0028 | 
                0.3% | 
                91% | 
                False | 
                False | 
                8 | 
                 
                
                | 60 | 
                1.1061 | 
                1.0581 | 
                0.0480 | 
                4.4% | 
                0.0019 | 
                0.2% | 
                93% | 
                False | 
                False | 
                6 | 
                 
                
                | 80 | 
                1.1061 | 
                1.0581 | 
                0.0480 | 
                4.4% | 
                0.0014 | 
                0.1% | 
                93% | 
                False | 
                False | 
                4 | 
                 
                
                | 100 | 
                1.1061 | 
                1.0581 | 
                0.0480 | 
                4.4% | 
                0.0011 | 
                0.1% | 
                93% | 
                False | 
                False | 
                4 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1029 | 
         
        
            | 
2.618             | 
            1.1029 | 
         
        
            | 
1.618             | 
            1.1029 | 
         
        
            | 
1.000             | 
            1.1029 | 
         
        
            | 
0.618             | 
            1.1029 | 
         
        
            | 
HIGH             | 
            1.1029 | 
         
        
            | 
0.618             | 
            1.1029 | 
         
        
            | 
0.500             | 
            1.1029 | 
         
        
            | 
0.382             | 
            1.1029 | 
         
        
            | 
LOW             | 
            1.1029 | 
         
        
            | 
0.618             | 
            1.1029 | 
         
        
            | 
1.000             | 
            1.1029 | 
         
        
            | 
1.618             | 
            1.1029 | 
         
        
            | 
2.618             | 
            1.1029 | 
         
        
            | 
4.250             | 
            1.1029 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1029 | 
                                1.1031 | 
                             
                            
                                | PP | 
                                1.1029 | 
                                1.1030 | 
                             
                            
                                | S1 | 
                                1.1029 | 
                                1.1030 | 
                             
             
         |