CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0903 |
0.0081 |
0.7% |
1.0925 |
| High |
1.0873 |
1.0903 |
0.0030 |
0.3% |
1.0931 |
| Low |
1.0822 |
1.0785 |
-0.0037 |
-0.3% |
1.0835 |
| Close |
1.0847 |
1.0789 |
-0.0058 |
-0.5% |
1.0856 |
| Range |
0.0051 |
0.0118 |
0.0067 |
131.4% |
0.0096 |
| ATR |
0.0048 |
0.0053 |
0.0005 |
10.5% |
0.0000 |
| Volume |
80 |
50 |
-30 |
-37.5% |
41 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1102 |
1.0854 |
|
| R3 |
1.1062 |
1.0984 |
1.0821 |
|
| R2 |
1.0944 |
1.0944 |
1.0811 |
|
| R1 |
1.0866 |
1.0866 |
1.0800 |
1.0846 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0816 |
| S1 |
1.0748 |
1.0748 |
1.0778 |
1.0728 |
| S2 |
1.0708 |
1.0708 |
1.0767 |
|
| S3 |
1.0590 |
1.0630 |
1.0757 |
|
| S4 |
1.0472 |
1.0512 |
1.0724 |
|
|
| 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 |
1.0929 |
1.0785 |
0.0144 |
1.3% |
0.0058 |
0.5% |
3% |
False |
True |
32 |
| 10 |
1.1012 |
1.0785 |
0.0227 |
2.1% |
0.0041 |
0.4% |
2% |
False |
True |
20 |
| 20 |
1.1061 |
1.0755 |
0.0306 |
2.8% |
0.0036 |
0.3% |
11% |
False |
False |
17 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0033 |
0.3% |
25% |
False |
False |
11 |
| 60 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0026 |
0.2% |
25% |
False |
False |
9 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0019 |
0.2% |
43% |
False |
False |
7 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.4% |
0.0016 |
0.1% |
43% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1405 |
|
2.618 |
1.1212 |
|
1.618 |
1.1094 |
|
1.000 |
1.1021 |
|
0.618 |
1.0976 |
|
HIGH |
1.0903 |
|
0.618 |
1.0858 |
|
0.500 |
1.0844 |
|
0.382 |
1.0830 |
|
LOW |
1.0785 |
|
0.618 |
1.0712 |
|
1.000 |
1.0667 |
|
1.618 |
1.0594 |
|
2.618 |
1.0476 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0844 |
| PP |
1.0826 |
1.0826 |
| S1 |
1.0807 |
1.0807 |
|