CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0679 |
-0.0079 |
-0.7% |
1.0749 |
| High |
1.0778 |
1.0694 |
-0.0084 |
-0.8% |
1.0834 |
| Low |
1.0669 |
1.0569 |
-0.0100 |
-0.9% |
1.0569 |
| Close |
1.0677 |
1.0598 |
-0.0079 |
-0.7% |
1.0598 |
| Range |
0.0109 |
0.0125 |
0.0016 |
14.7% |
0.0265 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
4.1% |
0.0000 |
| Volume |
40,286 |
52,628 |
12,342 |
30.6% |
223,355 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0922 |
1.0667 |
|
| R3 |
1.0870 |
1.0797 |
1.0632 |
|
| R2 |
1.0745 |
1.0745 |
1.0621 |
|
| R1 |
1.0672 |
1.0672 |
1.0609 |
1.0646 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0608 |
| S1 |
1.0547 |
1.0547 |
1.0587 |
1.0521 |
| S2 |
1.0495 |
1.0495 |
1.0575 |
|
| S3 |
1.0370 |
1.0422 |
1.0564 |
|
| S4 |
1.0245 |
1.0297 |
1.0529 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1295 |
1.0744 |
|
| R3 |
1.1197 |
1.1030 |
1.0671 |
|
| R2 |
1.0932 |
1.0932 |
1.0647 |
|
| R1 |
1.0765 |
1.0765 |
1.0622 |
1.0716 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0643 |
| S1 |
1.0500 |
1.0500 |
1.0574 |
1.0451 |
| S2 |
1.0402 |
1.0402 |
1.0549 |
|
| S3 |
1.0137 |
1.0235 |
1.0525 |
|
| S4 |
0.9872 |
0.9970 |
1.0452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0569 |
0.0265 |
2.5% |
0.0094 |
0.9% |
11% |
False |
True |
44,671 |
| 10 |
1.0891 |
1.0569 |
0.0322 |
3.0% |
0.0082 |
0.8% |
9% |
False |
True |
38,960 |
| 20 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0082 |
0.8% |
6% |
False |
True |
34,751 |
| 40 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0085 |
0.8% |
6% |
False |
True |
35,875 |
| 60 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0081 |
0.8% |
6% |
False |
True |
29,297 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0068 |
0.6% |
8% |
False |
False |
21,994 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0058 |
0.5% |
8% |
False |
False |
17,596 |
| 120 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0052 |
0.5% |
8% |
False |
False |
14,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.1021 |
|
1.618 |
1.0896 |
|
1.000 |
1.0819 |
|
0.618 |
1.0771 |
|
HIGH |
1.0694 |
|
0.618 |
1.0646 |
|
0.500 |
1.0632 |
|
0.382 |
1.0617 |
|
LOW |
1.0569 |
|
0.618 |
1.0492 |
|
1.000 |
1.0444 |
|
1.618 |
1.0367 |
|
2.618 |
1.0242 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0632 |
1.0674 |
| PP |
1.0620 |
1.0648 |
| S1 |
1.0609 |
1.0623 |
|