CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0500 |
1.0561 |
0.0061 |
0.6% |
1.0505 |
| High |
1.0580 |
1.0661 |
0.0081 |
0.8% |
1.0661 |
| Low |
1.0453 |
1.0553 |
0.0100 |
1.0% |
1.0453 |
| Close |
1.0556 |
1.0636 |
0.0080 |
0.8% |
1.0636 |
| Range |
0.0127 |
0.0108 |
-0.0019 |
-15.0% |
0.0208 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.6% |
0.0000 |
| Volume |
53,111 |
11,149 |
-41,962 |
-79.0% |
178,357 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0896 |
1.0695 |
|
| R3 |
1.0833 |
1.0788 |
1.0666 |
|
| R2 |
1.0725 |
1.0725 |
1.0656 |
|
| R1 |
1.0680 |
1.0680 |
1.0646 |
1.0703 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0628 |
| S1 |
1.0572 |
1.0572 |
1.0626 |
1.0595 |
| S2 |
1.0509 |
1.0509 |
1.0616 |
|
| S3 |
1.0401 |
1.0464 |
1.0606 |
|
| S4 |
1.0293 |
1.0356 |
1.0577 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1130 |
1.0750 |
|
| R3 |
1.0999 |
1.0922 |
1.0693 |
|
| R2 |
1.0791 |
1.0791 |
1.0674 |
|
| R1 |
1.0714 |
1.0714 |
1.0655 |
1.0753 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0603 |
| S1 |
1.0506 |
1.0506 |
1.0617 |
1.0545 |
| S2 |
1.0375 |
1.0375 |
1.0598 |
|
| S3 |
1.0167 |
1.0298 |
1.0579 |
|
| S4 |
0.9959 |
1.0090 |
1.0522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0661 |
1.0453 |
0.0208 |
2.0% |
0.0099 |
0.9% |
88% |
True |
False |
35,671 |
| 10 |
1.0661 |
1.0453 |
0.0208 |
2.0% |
0.0092 |
0.9% |
88% |
True |
False |
36,542 |
| 20 |
1.0891 |
1.0453 |
0.0438 |
4.1% |
0.0087 |
0.8% |
42% |
False |
False |
37,751 |
| 40 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0084 |
0.8% |
29% |
False |
False |
36,333 |
| 60 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0084 |
0.8% |
29% |
False |
False |
33,273 |
| 80 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0078 |
0.7% |
29% |
False |
False |
26,557 |
| 100 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0066 |
0.6% |
29% |
False |
False |
21,250 |
| 120 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0058 |
0.5% |
29% |
False |
False |
17,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.0944 |
|
1.618 |
1.0836 |
|
1.000 |
1.0769 |
|
0.618 |
1.0728 |
|
HIGH |
1.0661 |
|
0.618 |
1.0620 |
|
0.500 |
1.0607 |
|
0.382 |
1.0594 |
|
LOW |
1.0553 |
|
0.618 |
1.0486 |
|
1.000 |
1.0445 |
|
1.618 |
1.0378 |
|
2.618 |
1.0270 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0610 |
| PP |
1.0617 |
1.0583 |
| S1 |
1.0607 |
1.0557 |
|