CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0505 |
-0.0107 |
-1.0% |
1.0612 |
| High |
1.0619 |
1.0565 |
-0.0054 |
-0.5% |
1.0647 |
| Low |
1.0468 |
1.0495 |
0.0027 |
0.3% |
1.0468 |
| Close |
1.0510 |
1.0554 |
0.0044 |
0.4% |
1.0510 |
| Range |
0.0151 |
0.0070 |
-0.0081 |
-53.6% |
0.0179 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
53,545 |
29,292 |
-24,253 |
-45.3% |
187,064 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0721 |
1.0593 |
|
| R3 |
1.0678 |
1.0651 |
1.0573 |
|
| R2 |
1.0608 |
1.0608 |
1.0567 |
|
| R1 |
1.0581 |
1.0581 |
1.0560 |
1.0595 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0545 |
| S1 |
1.0511 |
1.0511 |
1.0548 |
1.0525 |
| S2 |
1.0468 |
1.0468 |
1.0541 |
|
| S3 |
1.0398 |
1.0441 |
1.0535 |
|
| S4 |
1.0328 |
1.0371 |
1.0516 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.0973 |
1.0608 |
|
| R3 |
1.0900 |
1.0794 |
1.0559 |
|
| R2 |
1.0721 |
1.0721 |
1.0543 |
|
| R1 |
1.0615 |
1.0615 |
1.0526 |
1.0579 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0523 |
| S1 |
1.0436 |
1.0436 |
1.0494 |
1.0400 |
| S2 |
1.0363 |
1.0363 |
1.0477 |
|
| S3 |
1.0184 |
1.0257 |
1.0461 |
|
| S4 |
1.0005 |
1.0078 |
1.0412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0647 |
1.0468 |
0.0179 |
1.7% |
0.0091 |
0.9% |
48% |
False |
False |
37,463 |
| 10 |
1.0778 |
1.0468 |
0.0310 |
2.9% |
0.0084 |
0.8% |
28% |
False |
False |
38,760 |
| 20 |
1.0934 |
1.0468 |
0.0466 |
4.4% |
0.0080 |
0.8% |
18% |
False |
False |
35,005 |
| 40 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0083 |
0.8% |
14% |
False |
False |
36,684 |
| 60 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0083 |
0.8% |
14% |
False |
False |
32,521 |
| 80 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0074 |
0.7% |
14% |
False |
False |
24,694 |
| 100 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0062 |
0.6% |
14% |
False |
False |
19,759 |
| 120 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0055 |
0.5% |
14% |
False |
False |
16,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0748 |
|
1.618 |
1.0678 |
|
1.000 |
1.0635 |
|
0.618 |
1.0608 |
|
HIGH |
1.0565 |
|
0.618 |
1.0538 |
|
0.500 |
1.0530 |
|
0.382 |
1.0522 |
|
LOW |
1.0495 |
|
0.618 |
1.0452 |
|
1.000 |
1.0425 |
|
1.618 |
1.0382 |
|
2.618 |
1.0312 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0552 |
| PP |
1.0538 |
1.0550 |
| S1 |
1.0530 |
1.0548 |
|