CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0549 |
1.0621 |
0.0072 |
0.7% |
1.0626 |
| High |
1.0638 |
1.0628 |
-0.0010 |
-0.1% |
1.0657 |
| Low |
1.0549 |
1.0479 |
-0.0070 |
-0.7% |
1.0479 |
| Close |
1.0620 |
1.0520 |
-0.0100 |
-0.9% |
1.0520 |
| Range |
0.0089 |
0.0149 |
0.0060 |
67.4% |
0.0178 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
10.1% |
0.0000 |
| Volume |
4,270 |
5,280 |
1,010 |
23.7% |
11,028 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0904 |
1.0602 |
|
| R3 |
1.0840 |
1.0755 |
1.0561 |
|
| R2 |
1.0691 |
1.0691 |
1.0547 |
|
| R1 |
1.0606 |
1.0606 |
1.0534 |
1.0574 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0527 |
| S1 |
1.0457 |
1.0457 |
1.0506 |
1.0425 |
| S2 |
1.0393 |
1.0393 |
1.0493 |
|
| S3 |
1.0244 |
1.0308 |
1.0479 |
|
| S4 |
1.0095 |
1.0159 |
1.0438 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1086 |
1.0981 |
1.0618 |
|
| R3 |
1.0908 |
1.0803 |
1.0569 |
|
| R2 |
1.0730 |
1.0730 |
1.0553 |
|
| R1 |
1.0625 |
1.0625 |
1.0536 |
1.0589 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0534 |
| S1 |
1.0447 |
1.0447 |
1.0504 |
1.0411 |
| S2 |
1.0374 |
1.0374 |
1.0487 |
|
| S3 |
1.0196 |
1.0269 |
1.0471 |
|
| S4 |
1.0018 |
1.0091 |
1.0422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0657 |
1.0479 |
0.0178 |
1.7% |
0.0081 |
0.8% |
23% |
False |
True |
2,205 |
| 10 |
1.0832 |
1.0479 |
0.0353 |
3.4% |
0.0081 |
0.8% |
12% |
False |
True |
1,252 |
| 20 |
1.0931 |
1.0479 |
0.0452 |
4.3% |
0.0064 |
0.6% |
9% |
False |
True |
642 |
| 40 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0052 |
0.5% |
7% |
False |
True |
327 |
| 60 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0040 |
0.4% |
7% |
False |
True |
220 |
| 80 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0030 |
0.3% |
7% |
False |
True |
165 |
| 100 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0024 |
0.2% |
7% |
False |
True |
132 |
| 120 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0020 |
0.2% |
7% |
False |
True |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1018 |
|
1.618 |
1.0869 |
|
1.000 |
1.0777 |
|
0.618 |
1.0720 |
|
HIGH |
1.0628 |
|
0.618 |
1.0571 |
|
0.500 |
1.0554 |
|
0.382 |
1.0536 |
|
LOW |
1.0479 |
|
0.618 |
1.0387 |
|
1.000 |
1.0330 |
|
1.618 |
1.0238 |
|
2.618 |
1.0089 |
|
4.250 |
0.9846 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0554 |
1.0562 |
| PP |
1.0542 |
1.0548 |
| S1 |
1.0531 |
1.0534 |
|