CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0561 |
1.0607 |
0.0046 |
0.4% |
1.0505 |
| High |
1.0661 |
1.0636 |
-0.0025 |
-0.2% |
1.0661 |
| Low |
1.0553 |
1.0541 |
-0.0012 |
-0.1% |
1.0453 |
| Close |
1.0636 |
1.0595 |
-0.0041 |
-0.4% |
1.0636 |
| Range |
0.0108 |
0.0095 |
-0.0013 |
-12.0% |
0.0208 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
11,149 |
684 |
-10,465 |
-93.9% |
178,357 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0830 |
1.0647 |
|
| R3 |
1.0781 |
1.0735 |
1.0621 |
|
| R2 |
1.0686 |
1.0686 |
1.0612 |
|
| R1 |
1.0640 |
1.0640 |
1.0604 |
1.0616 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0578 |
| S1 |
1.0545 |
1.0545 |
1.0586 |
1.0521 |
| S2 |
1.0496 |
1.0496 |
1.0578 |
|
| S3 |
1.0401 |
1.0450 |
1.0569 |
|
| S4 |
1.0306 |
1.0355 |
1.0543 |
|
|
| 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% |
0.0104 |
1.0% |
68% |
False |
False |
29,949 |
| 10 |
1.0661 |
1.0453 |
0.0208 |
2.0% |
0.0098 |
0.9% |
68% |
False |
False |
33,706 |
| 20 |
1.0891 |
1.0453 |
0.0438 |
4.1% |
0.0089 |
0.8% |
32% |
False |
False |
36,696 |
| 40 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0084 |
0.8% |
22% |
False |
False |
35,290 |
| 60 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0084 |
0.8% |
22% |
False |
False |
32,914 |
| 80 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0079 |
0.7% |
22% |
False |
False |
26,565 |
| 100 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0067 |
0.6% |
22% |
False |
False |
21,256 |
| 120 |
1.1090 |
1.0453 |
0.0637 |
6.0% |
0.0058 |
0.6% |
22% |
False |
False |
17,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1040 |
|
2.618 |
1.0885 |
|
1.618 |
1.0790 |
|
1.000 |
1.0731 |
|
0.618 |
1.0695 |
|
HIGH |
1.0636 |
|
0.618 |
1.0600 |
|
0.500 |
1.0589 |
|
0.382 |
1.0577 |
|
LOW |
1.0541 |
|
0.618 |
1.0482 |
|
1.000 |
1.0446 |
|
1.618 |
1.0387 |
|
2.618 |
1.0292 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0582 |
| PP |
1.0591 |
1.0570 |
| S1 |
1.0589 |
1.0557 |
|