CME Swiss Franc Future March 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 |
1.0749 |
1.0730 |
-0.0019 |
-0.2% |
1.0844 |
| High |
1.0834 |
1.0771 |
-0.0063 |
-0.6% |
1.0891 |
| Low |
1.0708 |
1.0715 |
0.0007 |
0.1% |
1.0716 |
| Close |
1.0748 |
1.0731 |
-0.0017 |
-0.2% |
1.0749 |
| Range |
0.0126 |
0.0056 |
-0.0070 |
-55.6% |
0.0175 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
52,103 |
46,083 |
-6,020 |
-11.6% |
144,474 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0875 |
1.0762 |
|
| R3 |
1.0851 |
1.0819 |
1.0746 |
|
| R2 |
1.0795 |
1.0795 |
1.0741 |
|
| R1 |
1.0763 |
1.0763 |
1.0736 |
1.0779 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0747 |
| S1 |
1.0707 |
1.0707 |
1.0726 |
1.0723 |
| S2 |
1.0683 |
1.0683 |
1.0721 |
|
| S3 |
1.0627 |
1.0651 |
1.0716 |
|
| S4 |
1.0571 |
1.0595 |
1.0700 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1205 |
1.0845 |
|
| R3 |
1.1135 |
1.1030 |
1.0797 |
|
| R2 |
1.0960 |
1.0960 |
1.0781 |
|
| R1 |
1.0855 |
1.0855 |
1.0765 |
1.0820 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0768 |
| S1 |
1.0680 |
1.0680 |
1.0733 |
1.0645 |
| S2 |
1.0610 |
1.0610 |
1.0717 |
|
| S3 |
1.0435 |
1.0505 |
1.0701 |
|
| S4 |
1.0260 |
1.0330 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0891 |
1.0708 |
0.0183 |
1.7% |
0.0086 |
0.8% |
13% |
False |
False |
42,289 |
| 10 |
1.0934 |
1.0708 |
0.0226 |
2.1% |
0.0075 |
0.7% |
10% |
False |
False |
33,979 |
| 20 |
1.1090 |
1.0708 |
0.0382 |
3.6% |
0.0082 |
0.8% |
6% |
False |
False |
34,267 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0084 |
0.8% |
17% |
False |
False |
34,180 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0078 |
0.7% |
17% |
False |
False |
27,226 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0066 |
0.6% |
33% |
False |
False |
20,429 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0056 |
0.5% |
33% |
False |
False |
16,344 |
| 120 |
1.1090 |
1.0510 |
0.0580 |
5.4% |
0.0050 |
0.5% |
38% |
False |
False |
13,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0918 |
|
1.618 |
1.0862 |
|
1.000 |
1.0827 |
|
0.618 |
1.0806 |
|
HIGH |
1.0771 |
|
0.618 |
1.0750 |
|
0.500 |
1.0743 |
|
0.382 |
1.0736 |
|
LOW |
1.0715 |
|
0.618 |
1.0680 |
|
1.000 |
1.0659 |
|
1.618 |
1.0624 |
|
2.618 |
1.0568 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0771 |
| PP |
1.0739 |
1.0758 |
| S1 |
1.0735 |
1.0744 |
|