CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0777 |
1.0682 |
-0.0095 |
-0.9% |
1.0755 |
| High |
1.0777 |
1.0702 |
-0.0075 |
-0.7% |
1.0832 |
| Low |
1.0682 |
1.0584 |
-0.0098 |
-0.9% |
1.0584 |
| Close |
1.0688 |
1.0609 |
-0.0079 |
-0.7% |
1.0609 |
| Range |
0.0095 |
0.0118 |
0.0023 |
24.2% |
0.0248 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
8.0% |
0.0000 |
| Volume |
876 |
453 |
-423 |
-48.3% |
1,497 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0915 |
1.0674 |
|
| R3 |
1.0868 |
1.0797 |
1.0641 |
|
| R2 |
1.0750 |
1.0750 |
1.0631 |
|
| R1 |
1.0679 |
1.0679 |
1.0620 |
1.0656 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0620 |
| S1 |
1.0561 |
1.0561 |
1.0598 |
1.0538 |
| S2 |
1.0514 |
1.0514 |
1.0587 |
|
| S3 |
1.0396 |
1.0443 |
1.0577 |
|
| S4 |
1.0278 |
1.0325 |
1.0544 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1262 |
1.0745 |
|
| R3 |
1.1171 |
1.1014 |
1.0677 |
|
| R2 |
1.0923 |
1.0923 |
1.0654 |
|
| R1 |
1.0766 |
1.0766 |
1.0632 |
1.0721 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0652 |
| S1 |
1.0518 |
1.0518 |
1.0586 |
1.0473 |
| S2 |
1.0427 |
1.0427 |
1.0564 |
|
| S3 |
1.0179 |
1.0270 |
1.0541 |
|
| S4 |
0.9931 |
1.0022 |
1.0473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0832 |
1.0584 |
0.0248 |
2.3% |
0.0080 |
0.8% |
10% |
False |
True |
299 |
| 10 |
1.0903 |
1.0584 |
0.0319 |
3.0% |
0.0066 |
0.6% |
8% |
False |
True |
178 |
| 20 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0048 |
0.5% |
5% |
False |
True |
95 |
| 40 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0043 |
0.4% |
5% |
False |
True |
52 |
| 60 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0033 |
0.3% |
5% |
False |
True |
36 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0025 |
0.2% |
6% |
False |
False |
27 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0020 |
0.2% |
6% |
False |
False |
22 |
| 120 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0017 |
0.2% |
6% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1204 |
|
2.618 |
1.1011 |
|
1.618 |
1.0893 |
|
1.000 |
1.0820 |
|
0.618 |
1.0775 |
|
HIGH |
1.0702 |
|
0.618 |
1.0657 |
|
0.500 |
1.0643 |
|
0.382 |
1.0629 |
|
LOW |
1.0584 |
|
0.618 |
1.0511 |
|
1.000 |
1.0466 |
|
1.618 |
1.0393 |
|
2.618 |
1.0275 |
|
4.250 |
1.0083 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0684 |
| PP |
1.0632 |
1.0659 |
| S1 |
1.0620 |
1.0634 |
|