CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0755 |
-0.0014 |
-0.1% |
1.0822 |
| High |
1.0770 |
1.0832 |
0.0062 |
0.6% |
1.0903 |
| Low |
1.0743 |
1.0720 |
-0.0023 |
-0.2% |
1.0737 |
| Close |
1.0761 |
1.0760 |
-0.0001 |
0.0% |
1.0761 |
| Range |
0.0027 |
0.0112 |
0.0085 |
314.8% |
0.0166 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
8.6% |
0.0000 |
| Volume |
38 |
25 |
-13 |
-34.2% |
280 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1045 |
1.0822 |
|
| R3 |
1.0995 |
1.0933 |
1.0791 |
|
| R2 |
1.0883 |
1.0883 |
1.0781 |
|
| R1 |
1.0821 |
1.0821 |
1.0770 |
1.0852 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0786 |
| S1 |
1.0709 |
1.0709 |
1.0750 |
1.0740 |
| S2 |
1.0659 |
1.0659 |
1.0739 |
|
| S3 |
1.0547 |
1.0597 |
1.0729 |
|
| S4 |
1.0435 |
1.0485 |
1.0698 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1196 |
1.0852 |
|
| R3 |
1.1132 |
1.1030 |
1.0807 |
|
| R2 |
1.0966 |
1.0966 |
1.0791 |
|
| R1 |
1.0864 |
1.0864 |
1.0776 |
1.0832 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0785 |
| S1 |
1.0698 |
1.0698 |
1.0746 |
1.0666 |
| S2 |
1.0634 |
1.0634 |
1.0731 |
|
| S3 |
1.0468 |
1.0532 |
1.0715 |
|
| S4 |
1.0302 |
1.0366 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0903 |
1.0720 |
0.0183 |
1.7% |
0.0070 |
0.7% |
22% |
False |
True |
61 |
| 10 |
1.0931 |
1.0720 |
0.0211 |
2.0% |
0.0057 |
0.5% |
19% |
False |
True |
34 |
| 20 |
1.1061 |
1.0720 |
0.0341 |
3.2% |
0.0039 |
0.4% |
12% |
False |
True |
24 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0036 |
0.3% |
17% |
False |
False |
15 |
| 60 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0029 |
0.3% |
17% |
False |
False |
12 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0022 |
0.2% |
37% |
False |
False |
9 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0017 |
0.2% |
37% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1125 |
|
1.618 |
1.1013 |
|
1.000 |
1.0944 |
|
0.618 |
1.0901 |
|
HIGH |
1.0832 |
|
0.618 |
1.0789 |
|
0.500 |
1.0776 |
|
0.382 |
1.0763 |
|
LOW |
1.0720 |
|
0.618 |
1.0651 |
|
1.000 |
1.0608 |
|
1.618 |
1.0539 |
|
2.618 |
1.0427 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0776 |
1.0776 |
| PP |
1.0771 |
1.0771 |
| S1 |
1.0765 |
1.0765 |
|