CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.0557 1.0500 -0.0057 -0.5% 1.0612
High 1.0605 1.0580 -0.0025 -0.2% 1.0647
Low 1.0491 1.0453 -0.0038 -0.4% 1.0468
Close 1.0499 1.0556 0.0057 0.5% 1.0510
Range 0.0114 0.0127 0.0013 11.4% 0.0179
ATR 0.0085 0.0088 0.0003 3.5% 0.0000
Volume 42,469 53,111 10,642 25.1% 187,064
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0911 1.0860 1.0626
R3 1.0784 1.0733 1.0591
R2 1.0657 1.0657 1.0579
R1 1.0606 1.0606 1.0568 1.0632
PP 1.0530 1.0530 1.0530 1.0542
S1 1.0479 1.0479 1.0544 1.0505
S2 1.0403 1.0403 1.0533
S3 1.0276 1.0352 1.0521
S4 1.0149 1.0225 1.0486
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 1.0619 1.0453 0.0166 1.6% 0.0108 1.0% 62% False True 44,150
10 1.0694 1.0453 0.0241 2.3% 0.0094 0.9% 43% False True 40,690
20 1.0909 1.0453 0.0456 4.3% 0.0086 0.8% 23% False True 38,595
40 1.1090 1.0453 0.0637 6.0% 0.0082 0.8% 16% False True 36,991
60 1.1090 1.0453 0.0637 6.0% 0.0083 0.8% 16% False True 33,474
80 1.1090 1.0453 0.0637 6.0% 0.0077 0.7% 16% False True 26,417
100 1.1090 1.0453 0.0637 6.0% 0.0065 0.6% 16% False True 21,138
120 1.1090 1.0453 0.0637 6.0% 0.0057 0.5% 16% False True 17,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1120
2.618 1.0912
1.618 1.0785
1.000 1.0707
0.618 1.0658
HIGH 1.0580
0.618 1.0531
0.500 1.0517
0.382 1.0502
LOW 1.0453
0.618 1.0375
1.000 1.0326
1.618 1.0248
2.618 1.0121
4.250 0.9913
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.0543 1.0547
PP 1.0530 1.0538
S1 1.0517 1.0529

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These figures are updated between 7pm and 10pm EST after a trading day.

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