CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0766 |
0.0026 |
0.2% |
1.0967 |
| High |
1.0740 |
1.0805 |
0.0065 |
0.6% |
1.0999 |
| Low |
1.0714 |
1.0766 |
0.0052 |
0.5% |
1.0697 |
| Close |
1.0714 |
1.0781 |
0.0067 |
0.6% |
1.0714 |
| Range |
0.0026 |
0.0039 |
0.0013 |
50.0% |
0.0302 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.9% |
0.0000 |
| Volume |
3 |
13 |
10 |
333.3% |
58 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0880 |
1.0802 |
|
| R3 |
1.0862 |
1.0841 |
1.0792 |
|
| R2 |
1.0823 |
1.0823 |
1.0788 |
|
| R1 |
1.0802 |
1.0802 |
1.0785 |
1.0813 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0789 |
| S1 |
1.0763 |
1.0763 |
1.0777 |
1.0774 |
| S2 |
1.0745 |
1.0745 |
1.0774 |
|
| S3 |
1.0706 |
1.0724 |
1.0770 |
|
| S4 |
1.0667 |
1.0685 |
1.0760 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1514 |
1.0880 |
|
| R3 |
1.1407 |
1.1212 |
1.0797 |
|
| R2 |
1.1105 |
1.1105 |
1.0769 |
|
| R1 |
1.0910 |
1.0910 |
1.0742 |
1.0857 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0777 |
| S1 |
1.0608 |
1.0608 |
1.0686 |
1.0555 |
| S2 |
1.0501 |
1.0501 |
1.0659 |
|
| S3 |
1.0199 |
1.0306 |
1.0631 |
|
| S4 |
0.9897 |
1.0004 |
1.0548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0805 |
1.0697 |
0.0108 |
1.0% |
0.0033 |
0.3% |
78% |
True |
False |
13 |
| 10 |
1.0999 |
1.0697 |
0.0302 |
2.8% |
0.0046 |
0.4% |
28% |
False |
False |
9 |
| 20 |
1.1016 |
1.0697 |
0.0319 |
3.0% |
0.0029 |
0.3% |
26% |
False |
False |
6 |
| 40 |
1.1016 |
1.0697 |
0.0319 |
3.0% |
0.0021 |
0.2% |
26% |
False |
False |
5 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0014 |
0.1% |
46% |
False |
False |
4 |
| 80 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0010 |
0.1% |
46% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0907 |
|
1.618 |
1.0868 |
|
1.000 |
1.0844 |
|
0.618 |
1.0829 |
|
HIGH |
1.0805 |
|
0.618 |
1.0790 |
|
0.500 |
1.0786 |
|
0.382 |
1.0781 |
|
LOW |
1.0766 |
|
0.618 |
1.0742 |
|
1.000 |
1.0727 |
|
1.618 |
1.0703 |
|
2.618 |
1.0664 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0771 |
| PP |
1.0784 |
1.0761 |
| S1 |
1.0783 |
1.0751 |
|