CME Swiss Franc Future September 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 |
1.0802 |
1.0779 |
-0.0023 |
-0.2% |
1.0915 |
| High |
1.0802 |
1.0779 |
-0.0023 |
-0.2% |
1.0927 |
| Low |
1.0802 |
1.0757 |
-0.0045 |
-0.4% |
1.0866 |
| Close |
1.0802 |
1.0757 |
-0.0045 |
-0.4% |
1.0870 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0061 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
3.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0816 |
1.0769 |
|
| R3 |
1.0808 |
1.0794 |
1.0763 |
|
| R2 |
1.0786 |
1.0786 |
1.0761 |
|
| R1 |
1.0772 |
1.0772 |
1.0759 |
1.0768 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0763 |
| S1 |
1.0750 |
1.0750 |
1.0755 |
1.0746 |
| S2 |
1.0742 |
1.0742 |
1.0753 |
|
| S3 |
1.0720 |
1.0728 |
1.0751 |
|
| S4 |
1.0698 |
1.0706 |
1.0745 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1031 |
1.0904 |
|
| R3 |
1.1010 |
1.0970 |
1.0887 |
|
| R2 |
1.0949 |
1.0949 |
1.0881 |
|
| R1 |
1.0909 |
1.0909 |
1.0876 |
1.0899 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0882 |
| S1 |
1.0848 |
1.0848 |
1.0864 |
1.0838 |
| S2 |
1.0827 |
1.0827 |
1.0859 |
|
| S3 |
1.0766 |
1.0787 |
1.0853 |
|
| S4 |
1.0705 |
1.0726 |
1.0836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0870 |
1.0757 |
0.0113 |
1.1% |
0.0004 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.0933 |
1.0757 |
0.0176 |
1.6% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.1048 |
1.0757 |
0.0291 |
2.7% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
| 40 |
1.1048 |
1.0727 |
0.0321 |
3.0% |
0.0001 |
0.0% |
9% |
False |
False |
1 |
| 60 |
1.1048 |
1.0727 |
0.0321 |
3.0% |
0.0000 |
0.0% |
9% |
False |
False |
1 |
| 80 |
1.1048 |
1.0602 |
0.0446 |
4.1% |
0.0001 |
0.0% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0837 |
|
1.618 |
1.0815 |
|
1.000 |
1.0801 |
|
0.618 |
1.0793 |
|
HIGH |
1.0779 |
|
0.618 |
1.0771 |
|
0.500 |
1.0768 |
|
0.382 |
1.0765 |
|
LOW |
1.0757 |
|
0.618 |
1.0743 |
|
1.000 |
1.0735 |
|
1.618 |
1.0721 |
|
2.618 |
1.0699 |
|
4.250 |
1.0664 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0768 |
1.0809 |
| PP |
1.0764 |
1.0792 |
| S1 |
1.0761 |
1.0774 |
|