CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0626 |
1.0545 |
-0.0081 |
-0.8% |
1.0749 |
High |
1.0636 |
1.0628 |
-0.0008 |
-0.1% |
1.0834 |
Low |
1.0537 |
1.0539 |
0.0002 |
0.0% |
1.0569 |
Close |
1.0554 |
1.0609 |
0.0055 |
0.5% |
1.0598 |
Range |
0.0099 |
0.0089 |
-0.0010 |
-10.1% |
0.0265 |
ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
Volume |
28,203 |
50,380 |
22,177 |
78.6% |
223,355 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0859 |
1.0823 |
1.0658 |
|
R3 |
1.0770 |
1.0734 |
1.0633 |
|
R2 |
1.0681 |
1.0681 |
1.0625 |
|
R1 |
1.0645 |
1.0645 |
1.0617 |
1.0663 |
PP |
1.0592 |
1.0592 |
1.0592 |
1.0601 |
S1 |
1.0556 |
1.0556 |
1.0601 |
1.0574 |
S2 |
1.0503 |
1.0503 |
1.0593 |
|
S3 |
1.0414 |
1.0467 |
1.0585 |
|
S4 |
1.0325 |
1.0378 |
1.0560 |
|
|
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 |
1.0694 |
1.0537 |
0.0157 |
1.5% |
0.0079 |
0.7% |
46% |
False |
False |
37,229 |
10 |
1.0834 |
1.0537 |
0.0297 |
2.8% |
0.0079 |
0.7% |
24% |
False |
False |
38,788 |
20 |
1.1036 |
1.0537 |
0.0499 |
4.7% |
0.0079 |
0.7% |
14% |
False |
False |
34,321 |
40 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0083 |
0.8% |
13% |
False |
False |
36,182 |
60 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0081 |
0.8% |
13% |
False |
False |
31,335 |
80 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0072 |
0.7% |
13% |
False |
False |
23,658 |
100 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0060 |
0.6% |
13% |
False |
False |
18,931 |
120 |
1.1090 |
1.0537 |
0.0553 |
5.2% |
0.0054 |
0.5% |
13% |
False |
False |
15,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1006 |
2.618 |
1.0861 |
1.618 |
1.0772 |
1.000 |
1.0717 |
0.618 |
1.0683 |
HIGH |
1.0628 |
0.618 |
1.0594 |
0.500 |
1.0584 |
0.382 |
1.0573 |
LOW |
1.0539 |
0.618 |
1.0484 |
1.000 |
1.0450 |
1.618 |
1.0395 |
2.618 |
1.0306 |
4.250 |
1.0161 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0601 |
1.0603 |
PP |
1.0592 |
1.0598 |
S1 |
1.0584 |
1.0592 |
|