CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0735 |
-0.0015 |
-0.1% |
1.0822 |
| High |
1.0760 |
1.0784 |
0.0024 |
0.2% |
1.0903 |
| Low |
1.0736 |
1.0735 |
-0.0001 |
0.0% |
1.0737 |
| Close |
1.0744 |
1.0752 |
0.0008 |
0.1% |
1.0761 |
| Range |
0.0024 |
0.0049 |
0.0025 |
104.2% |
0.0166 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
76 |
67 |
-9 |
-11.8% |
280 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0877 |
1.0779 |
|
| R3 |
1.0855 |
1.0828 |
1.0765 |
|
| R2 |
1.0806 |
1.0806 |
1.0761 |
|
| R1 |
1.0779 |
1.0779 |
1.0756 |
1.0793 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0764 |
| S1 |
1.0730 |
1.0730 |
1.0748 |
1.0744 |
| S2 |
1.0708 |
1.0708 |
1.0743 |
|
| S3 |
1.0659 |
1.0681 |
1.0739 |
|
| S4 |
1.0610 |
1.0632 |
1.0725 |
|
|
| 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 |
1.0832 |
1.0720 |
0.0112 |
1.0% |
0.0051 |
0.5% |
29% |
False |
False |
63 |
| 10 |
1.0929 |
1.0720 |
0.0209 |
1.9% |
0.0055 |
0.5% |
15% |
False |
False |
47 |
| 20 |
1.1061 |
1.0720 |
0.0341 |
3.2% |
0.0042 |
0.4% |
9% |
False |
False |
30 |
| 40 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0037 |
0.3% |
15% |
False |
False |
19 |
| 60 |
1.1061 |
1.0697 |
0.0364 |
3.4% |
0.0030 |
0.3% |
15% |
False |
False |
14 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0023 |
0.2% |
36% |
False |
False |
11 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0018 |
0.2% |
36% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0992 |
|
2.618 |
1.0912 |
|
1.618 |
1.0863 |
|
1.000 |
1.0833 |
|
0.618 |
1.0814 |
|
HIGH |
1.0784 |
|
0.618 |
1.0765 |
|
0.500 |
1.0760 |
|
0.382 |
1.0754 |
|
LOW |
1.0735 |
|
0.618 |
1.0705 |
|
1.000 |
1.0686 |
|
1.618 |
1.0656 |
|
2.618 |
1.0607 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0776 |
| PP |
1.0757 |
1.0768 |
| S1 |
1.0755 |
1.0760 |
|