CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0781 |
-0.0122 |
-1.1% |
1.0925 |
| High |
1.0903 |
1.0781 |
-0.0122 |
-1.1% |
1.0931 |
| Low |
1.0785 |
1.0737 |
-0.0048 |
-0.4% |
1.0835 |
| Close |
1.0789 |
1.0744 |
-0.0045 |
-0.4% |
1.0856 |
| Range |
0.0118 |
0.0044 |
-0.0074 |
-62.7% |
0.0096 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
50 |
112 |
62 |
124.0% |
41 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0859 |
1.0768 |
|
| R3 |
1.0842 |
1.0815 |
1.0756 |
|
| R2 |
1.0798 |
1.0798 |
1.0752 |
|
| R1 |
1.0771 |
1.0771 |
1.0748 |
1.0763 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0750 |
| S1 |
1.0727 |
1.0727 |
1.0740 |
1.0719 |
| S2 |
1.0710 |
1.0710 |
1.0736 |
|
| S3 |
1.0666 |
1.0683 |
1.0732 |
|
| S4 |
1.0622 |
1.0639 |
1.0720 |
|
|
| 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 |
1.0903 |
1.0737 |
0.0166 |
1.5% |
0.0060 |
0.6% |
4% |
False |
True |
53 |
| 10 |
1.0931 |
1.0737 |
0.0194 |
1.8% |
0.0044 |
0.4% |
4% |
False |
True |
28 |
| 20 |
1.1061 |
1.0737 |
0.0324 |
3.0% |
0.0037 |
0.3% |
2% |
False |
True |
21 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0033 |
0.3% |
13% |
False |
False |
14 |
| 60 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0026 |
0.2% |
13% |
False |
False |
11 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0020 |
0.2% |
34% |
False |
False |
8 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0016 |
0.1% |
34% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0968 |
|
2.618 |
1.0896 |
|
1.618 |
1.0852 |
|
1.000 |
1.0825 |
|
0.618 |
1.0808 |
|
HIGH |
1.0781 |
|
0.618 |
1.0764 |
|
0.500 |
1.0759 |
|
0.382 |
1.0754 |
|
LOW |
1.0737 |
|
0.618 |
1.0710 |
|
1.000 |
1.0693 |
|
1.618 |
1.0666 |
|
2.618 |
1.0622 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0759 |
1.0820 |
| PP |
1.0754 |
1.0795 |
| S1 |
1.0749 |
1.0769 |
|