CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0842 |
-0.0053 |
-0.5% |
1.0925 |
| High |
1.0895 |
1.0864 |
-0.0031 |
-0.3% |
1.0931 |
| Low |
1.0835 |
1.0838 |
0.0003 |
0.0% |
1.0835 |
| Close |
1.0852 |
1.0856 |
0.0004 |
0.0% |
1.0856 |
| Range |
0.0060 |
0.0026 |
-0.0034 |
-56.7% |
0.0096 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
11 |
12 |
1 |
9.1% |
41 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0919 |
1.0870 |
|
| R3 |
1.0905 |
1.0893 |
1.0863 |
|
| R2 |
1.0879 |
1.0879 |
1.0861 |
|
| R1 |
1.0867 |
1.0867 |
1.0858 |
1.0873 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0856 |
| S1 |
1.0841 |
1.0841 |
1.0854 |
1.0847 |
| S2 |
1.0827 |
1.0827 |
1.0851 |
|
| S3 |
1.0801 |
1.0815 |
1.0849 |
|
| S4 |
1.0775 |
1.0789 |
1.0842 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1105 |
1.0909 |
|
| R3 |
1.1066 |
1.1009 |
1.0882 |
|
| R2 |
1.0970 |
1.0970 |
1.0874 |
|
| R1 |
1.0913 |
1.0913 |
1.0865 |
1.0894 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0864 |
| S1 |
1.0817 |
1.0817 |
1.0847 |
1.0798 |
| S2 |
1.0778 |
1.0778 |
1.0838 |
|
| S3 |
1.0682 |
1.0721 |
1.0830 |
|
| S4 |
1.0586 |
1.0625 |
1.0803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0931 |
1.0835 |
0.0096 |
0.9% |
0.0044 |
0.4% |
22% |
False |
False |
8 |
| 10 |
1.1033 |
1.0835 |
0.0198 |
1.8% |
0.0028 |
0.3% |
11% |
False |
False |
11 |
| 20 |
1.1061 |
1.0714 |
0.0347 |
3.2% |
0.0031 |
0.3% |
41% |
False |
False |
11 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0030 |
0.3% |
44% |
False |
False |
10 |
| 60 |
1.1061 |
1.0671 |
0.0390 |
3.6% |
0.0023 |
0.2% |
47% |
False |
False |
7 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0017 |
0.2% |
57% |
False |
False |
5 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0014 |
0.1% |
57% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0975 |
|
2.618 |
1.0932 |
|
1.618 |
1.0906 |
|
1.000 |
1.0890 |
|
0.618 |
1.0880 |
|
HIGH |
1.0864 |
|
0.618 |
1.0854 |
|
0.500 |
1.0851 |
|
0.382 |
1.0848 |
|
LOW |
1.0838 |
|
0.618 |
1.0822 |
|
1.000 |
1.0812 |
|
1.618 |
1.0796 |
|
2.618 |
1.0770 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0882 |
| PP |
1.0853 |
1.0873 |
| S1 |
1.0851 |
1.0865 |
|