CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0631 |
0.0019 |
0.2% |
1.0749 |
| High |
1.0632 |
1.0647 |
0.0015 |
0.1% |
1.0834 |
| Low |
1.0594 |
1.0601 |
0.0007 |
0.1% |
1.0569 |
| Close |
1.0628 |
1.0619 |
-0.0009 |
-0.1% |
1.0598 |
| Range |
0.0038 |
0.0046 |
0.0008 |
21.1% |
0.0265 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
29,040 |
25,896 |
-3,144 |
-10.8% |
223,355 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0736 |
1.0644 |
|
| R3 |
1.0714 |
1.0690 |
1.0632 |
|
| R2 |
1.0668 |
1.0668 |
1.0627 |
|
| R1 |
1.0644 |
1.0644 |
1.0623 |
1.0633 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0617 |
| S1 |
1.0598 |
1.0598 |
1.0615 |
1.0587 |
| S2 |
1.0576 |
1.0576 |
1.0611 |
|
| S3 |
1.0530 |
1.0552 |
1.0606 |
|
| S4 |
1.0484 |
1.0506 |
1.0594 |
|
|
| 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% |
0.0074 |
0.7% |
24% |
False |
False |
36,021 |
| 10 |
1.0891 |
1.0569 |
0.0322 |
3.0% |
0.0080 |
0.8% |
16% |
False |
False |
39,155 |
| 20 |
1.1046 |
1.0569 |
0.0477 |
4.5% |
0.0078 |
0.7% |
10% |
False |
False |
33,488 |
| 40 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0082 |
0.8% |
10% |
False |
False |
35,386 |
| 60 |
1.1090 |
1.0569 |
0.0521 |
4.9% |
0.0081 |
0.8% |
10% |
False |
False |
30,125 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0070 |
0.7% |
12% |
False |
False |
22,677 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0059 |
0.6% |
12% |
False |
False |
18,145 |
| 120 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0053 |
0.5% |
12% |
False |
False |
15,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0843 |
|
2.618 |
1.0767 |
|
1.618 |
1.0721 |
|
1.000 |
1.0693 |
|
0.618 |
1.0675 |
|
HIGH |
1.0647 |
|
0.618 |
1.0629 |
|
0.500 |
1.0624 |
|
0.382 |
1.0619 |
|
LOW |
1.0601 |
|
0.618 |
1.0573 |
|
1.000 |
1.0555 |
|
1.618 |
1.0527 |
|
2.618 |
1.0481 |
|
4.250 |
1.0406 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0632 |
| PP |
1.0622 |
1.0627 |
| S1 |
1.0621 |
1.0623 |
|