CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0626 |
-0.0005 |
0.0% |
1.0749 |
| High |
1.0647 |
1.0636 |
-0.0011 |
-0.1% |
1.0834 |
| Low |
1.0601 |
1.0537 |
-0.0064 |
-0.6% |
1.0569 |
| Close |
1.0619 |
1.0554 |
-0.0065 |
-0.6% |
1.0598 |
| Range |
0.0046 |
0.0099 |
0.0053 |
115.2% |
0.0265 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.0% |
0.0000 |
| Volume |
25,896 |
28,203 |
2,307 |
8.9% |
223,355 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0812 |
1.0608 |
|
| R3 |
1.0774 |
1.0713 |
1.0581 |
|
| R2 |
1.0675 |
1.0675 |
1.0572 |
|
| R1 |
1.0614 |
1.0614 |
1.0563 |
1.0595 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0566 |
| S1 |
1.0515 |
1.0515 |
1.0545 |
1.0496 |
| S2 |
1.0477 |
1.0477 |
1.0536 |
|
| S3 |
1.0378 |
1.0416 |
1.0527 |
|
| S4 |
1.0279 |
1.0317 |
1.0500 |
|
|
| 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 |
1.0537 |
0.0241 |
2.3% |
0.0083 |
0.8% |
7% |
False |
True |
35,210 |
| 10 |
1.0834 |
1.0537 |
0.0297 |
2.8% |
0.0078 |
0.7% |
6% |
False |
True |
38,484 |
| 20 |
1.1046 |
1.0537 |
0.0509 |
4.8% |
0.0080 |
0.8% |
3% |
False |
True |
33,310 |
| 40 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0082 |
0.8% |
3% |
False |
True |
35,542 |
| 60 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0081 |
0.8% |
3% |
False |
True |
30,519 |
| 80 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0071 |
0.7% |
3% |
False |
True |
23,029 |
| 100 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0059 |
0.6% |
3% |
False |
True |
18,427 |
| 120 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0053 |
0.5% |
3% |
False |
True |
15,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0895 |
|
1.618 |
1.0796 |
|
1.000 |
1.0735 |
|
0.618 |
1.0697 |
|
HIGH |
1.0636 |
|
0.618 |
1.0598 |
|
0.500 |
1.0587 |
|
0.382 |
1.0575 |
|
LOW |
1.0537 |
|
0.618 |
1.0476 |
|
1.000 |
1.0438 |
|
1.618 |
1.0377 |
|
2.618 |
1.0278 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0587 |
1.0592 |
| PP |
1.0576 |
1.0579 |
| S1 |
1.0565 |
1.0567 |
|