CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0636 |
-0.0005 |
0.0% |
1.0755 |
| High |
1.0657 |
1.0645 |
-0.0012 |
-0.1% |
1.0832 |
| Low |
1.0617 |
1.0549 |
-0.0068 |
-0.6% |
1.0584 |
| Close |
1.0630 |
1.0565 |
-0.0065 |
-0.6% |
1.0609 |
| Range |
0.0040 |
0.0096 |
0.0056 |
140.0% |
0.0248 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.9% |
0.0000 |
| Volume |
599 |
708 |
109 |
18.2% |
1,497 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0816 |
1.0618 |
|
| R3 |
1.0778 |
1.0720 |
1.0591 |
|
| R2 |
1.0682 |
1.0682 |
1.0583 |
|
| R1 |
1.0624 |
1.0624 |
1.0574 |
1.0605 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0577 |
| S1 |
1.0528 |
1.0528 |
1.0556 |
1.0509 |
| S2 |
1.0490 |
1.0490 |
1.0547 |
|
| S3 |
1.0394 |
1.0432 |
1.0539 |
|
| S4 |
1.0298 |
1.0336 |
1.0512 |
|
|
| 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 |
1.0777 |
1.0549 |
0.0228 |
2.2% |
0.0076 |
0.7% |
7% |
False |
True |
561 |
| 10 |
1.0832 |
1.0549 |
0.0283 |
2.7% |
0.0064 |
0.6% |
6% |
False |
True |
312 |
| 20 |
1.1012 |
1.0549 |
0.0463 |
4.4% |
0.0053 |
0.5% |
3% |
False |
True |
166 |
| 40 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0046 |
0.4% |
3% |
False |
True |
89 |
| 60 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0036 |
0.3% |
3% |
False |
True |
61 |
| 80 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0027 |
0.3% |
3% |
False |
True |
46 |
| 100 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0022 |
0.2% |
3% |
False |
True |
37 |
| 120 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0018 |
0.2% |
3% |
False |
True |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1053 |
|
2.618 |
1.0896 |
|
1.618 |
1.0800 |
|
1.000 |
1.0741 |
|
0.618 |
1.0704 |
|
HIGH |
1.0645 |
|
0.618 |
1.0608 |
|
0.500 |
1.0597 |
|
0.382 |
1.0586 |
|
LOW |
1.0549 |
|
0.618 |
1.0490 |
|
1.000 |
1.0453 |
|
1.618 |
1.0394 |
|
2.618 |
1.0298 |
|
4.250 |
1.0141 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0603 |
| PP |
1.0586 |
1.0590 |
| S1 |
1.0576 |
1.0578 |
|