CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0755 |
1.0750 |
-0.0005 |
0.0% |
1.0822 |
| High |
1.0832 |
1.0760 |
-0.0072 |
-0.7% |
1.0903 |
| Low |
1.0720 |
1.0736 |
0.0016 |
0.1% |
1.0737 |
| Close |
1.0760 |
1.0744 |
-0.0016 |
-0.1% |
1.0761 |
| Range |
0.0112 |
0.0024 |
-0.0088 |
-78.6% |
0.0166 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
25 |
76 |
51 |
204.0% |
280 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0805 |
1.0757 |
|
| R3 |
1.0795 |
1.0781 |
1.0751 |
|
| R2 |
1.0771 |
1.0771 |
1.0748 |
|
| R1 |
1.0757 |
1.0757 |
1.0746 |
1.0752 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0744 |
| S1 |
1.0733 |
1.0733 |
1.0742 |
1.0728 |
| S2 |
1.0723 |
1.0723 |
1.0740 |
|
| S3 |
1.0699 |
1.0709 |
1.0737 |
|
| S4 |
1.0675 |
1.0685 |
1.0731 |
|
|
| 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% |
0.0065 |
0.6% |
13% |
False |
False |
60 |
| 10 |
1.0931 |
1.0720 |
0.0211 |
2.0% |
0.0056 |
0.5% |
11% |
False |
False |
41 |
| 20 |
1.1061 |
1.0720 |
0.0341 |
3.2% |
0.0039 |
0.4% |
7% |
False |
False |
27 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0036 |
0.3% |
13% |
False |
False |
17 |
| 60 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0029 |
0.3% |
13% |
False |
False |
13 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0022 |
0.2% |
34% |
False |
False |
10 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0018 |
0.2% |
34% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0823 |
|
1.618 |
1.0799 |
|
1.000 |
1.0784 |
|
0.618 |
1.0775 |
|
HIGH |
1.0760 |
|
0.618 |
1.0751 |
|
0.500 |
1.0748 |
|
0.382 |
1.0745 |
|
LOW |
1.0736 |
|
0.618 |
1.0721 |
|
1.000 |
1.0712 |
|
1.618 |
1.0697 |
|
2.618 |
1.0673 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0776 |
| PP |
1.0747 |
1.0765 |
| S1 |
1.0745 |
1.0755 |
|