CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0626 |
1.0641 |
0.0015 |
0.1% |
1.0755 |
| High |
1.0640 |
1.0657 |
0.0017 |
0.2% |
1.0832 |
| Low |
1.0607 |
1.0617 |
0.0010 |
0.1% |
1.0584 |
| Close |
1.0639 |
1.0630 |
-0.0009 |
-0.1% |
1.0609 |
| Range |
0.0033 |
0.0040 |
0.0007 |
21.2% |
0.0248 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
171 |
599 |
428 |
250.3% |
1,497 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0732 |
1.0652 |
|
| R3 |
1.0715 |
1.0692 |
1.0641 |
|
| R2 |
1.0675 |
1.0675 |
1.0637 |
|
| R1 |
1.0652 |
1.0652 |
1.0634 |
1.0644 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0630 |
| S1 |
1.0612 |
1.0612 |
1.0626 |
1.0604 |
| S2 |
1.0595 |
1.0595 |
1.0623 |
|
| S3 |
1.0555 |
1.0572 |
1.0619 |
|
| S4 |
1.0515 |
1.0532 |
1.0608 |
|
|
| 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 |
1.0784 |
1.0584 |
0.0200 |
1.9% |
0.0067 |
0.6% |
23% |
False |
False |
433 |
| 10 |
1.0903 |
1.0584 |
0.0319 |
3.0% |
0.0066 |
0.6% |
14% |
False |
False |
246 |
| 20 |
1.1029 |
1.0584 |
0.0445 |
4.2% |
0.0048 |
0.4% |
10% |
False |
False |
132 |
| 40 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0043 |
0.4% |
10% |
False |
False |
71 |
| 60 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0035 |
0.3% |
10% |
False |
False |
49 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0026 |
0.2% |
10% |
False |
False |
37 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0021 |
0.2% |
10% |
False |
False |
30 |
| 120 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0018 |
0.2% |
10% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0762 |
|
1.618 |
1.0722 |
|
1.000 |
1.0697 |
|
0.618 |
1.0682 |
|
HIGH |
1.0657 |
|
0.618 |
1.0642 |
|
0.500 |
1.0637 |
|
0.382 |
1.0632 |
|
LOW |
1.0617 |
|
0.618 |
1.0592 |
|
1.000 |
1.0577 |
|
1.618 |
1.0552 |
|
2.618 |
1.0512 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0643 |
| PP |
1.0635 |
1.0639 |
| S1 |
1.0632 |
1.0634 |
|