CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0758 |
0.0025 |
0.2% |
1.0844 |
| High |
1.0772 |
1.0778 |
0.0006 |
0.1% |
1.0891 |
| Low |
1.0718 |
1.0669 |
-0.0049 |
-0.5% |
1.0716 |
| Close |
1.0740 |
1.0677 |
-0.0063 |
-0.6% |
1.0749 |
| Range |
0.0054 |
0.0109 |
0.0055 |
101.9% |
0.0175 |
| ATR |
0.0077 |
0.0080 |
0.0002 |
2.9% |
0.0000 |
| Volume |
32,255 |
40,286 |
8,031 |
24.9% |
144,474 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0965 |
1.0737 |
|
| R3 |
1.0926 |
1.0856 |
1.0707 |
|
| R2 |
1.0817 |
1.0817 |
1.0697 |
|
| R1 |
1.0747 |
1.0747 |
1.0687 |
1.0728 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0698 |
| S1 |
1.0638 |
1.0638 |
1.0667 |
1.0619 |
| S2 |
1.0599 |
1.0599 |
1.0657 |
|
| S3 |
1.0490 |
1.0529 |
1.0647 |
|
| S4 |
1.0381 |
1.0420 |
1.0617 |
|
|
| 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 |
1.0834 |
1.0669 |
0.0165 |
1.5% |
0.0079 |
0.7% |
5% |
False |
True |
40,346 |
| 10 |
1.0909 |
1.0669 |
0.0240 |
2.2% |
0.0078 |
0.7% |
3% |
False |
True |
36,501 |
| 20 |
1.1090 |
1.0669 |
0.0421 |
3.9% |
0.0078 |
0.7% |
2% |
False |
True |
34,111 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.1% |
0.0085 |
0.8% |
5% |
False |
False |
35,242 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.1% |
0.0079 |
0.7% |
5% |
False |
False |
28,434 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0068 |
0.6% |
23% |
False |
False |
21,336 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0057 |
0.5% |
23% |
False |
False |
17,070 |
| 120 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0051 |
0.5% |
23% |
False |
False |
14,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1063 |
|
1.618 |
1.0954 |
|
1.000 |
1.0887 |
|
0.618 |
1.0845 |
|
HIGH |
1.0778 |
|
0.618 |
1.0736 |
|
0.500 |
1.0724 |
|
0.382 |
1.0711 |
|
LOW |
1.0669 |
|
0.618 |
1.0602 |
|
1.000 |
1.0560 |
|
1.618 |
1.0493 |
|
2.618 |
1.0384 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0724 |
1.0724 |
| PP |
1.0708 |
1.0708 |
| S1 |
1.0693 |
1.0693 |
|