CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0679 |
1.0612 |
-0.0067 |
-0.6% |
1.0749 |
| High |
1.0694 |
1.0632 |
-0.0062 |
-0.6% |
1.0834 |
| Low |
1.0569 |
1.0594 |
0.0025 |
0.2% |
1.0569 |
| Close |
1.0598 |
1.0628 |
0.0030 |
0.3% |
1.0598 |
| Range |
0.0125 |
0.0038 |
-0.0087 |
-69.6% |
0.0265 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
52,628 |
29,040 |
-23,588 |
-44.8% |
223,355 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0732 |
1.0718 |
1.0649 |
|
| R3 |
1.0694 |
1.0680 |
1.0638 |
|
| R2 |
1.0656 |
1.0656 |
1.0635 |
|
| R1 |
1.0642 |
1.0642 |
1.0631 |
1.0649 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0622 |
| S1 |
1.0604 |
1.0604 |
1.0625 |
1.0611 |
| S2 |
1.0580 |
1.0580 |
1.0621 |
|
| S3 |
1.0542 |
1.0566 |
1.0618 |
|
| S4 |
1.0504 |
1.0528 |
1.0607 |
|
|
| 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 |
1.0778 |
1.0569 |
0.0209 |
2.0% |
0.0076 |
0.7% |
28% |
False |
False |
40,058 |
| 10 |
1.0891 |
1.0569 |
0.0322 |
3.0% |
0.0081 |
0.8% |
18% |
False |
False |
39,686 |
| 20 |
1.1046 |
1.0569 |
0.0477 |
4.5% |
0.0078 |
0.7% |
12% |
False |
False |
33,883 |
| 40 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0083 |
0.8% |
11% |
False |
False |
35,609 |
| 60 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0081 |
0.8% |
11% |
False |
False |
29,754 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0069 |
0.6% |
14% |
False |
False |
22,355 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0059 |
0.6% |
14% |
False |
False |
17,886 |
| 120 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0052 |
0.5% |
14% |
False |
False |
14,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0731 |
|
1.618 |
1.0693 |
|
1.000 |
1.0670 |
|
0.618 |
1.0655 |
|
HIGH |
1.0632 |
|
0.618 |
1.0617 |
|
0.500 |
1.0613 |
|
0.382 |
1.0609 |
|
LOW |
1.0594 |
|
0.618 |
1.0571 |
|
1.000 |
1.0556 |
|
1.618 |
1.0533 |
|
2.618 |
1.0495 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0674 |
| PP |
1.0618 |
1.0658 |
| S1 |
1.0613 |
1.0643 |
|