CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0568 |
-0.0003 |
0.0% |
1.0626 |
| High |
1.0608 |
1.0615 |
0.0007 |
0.1% |
1.0657 |
| Low |
1.0533 |
1.0502 |
-0.0031 |
-0.3% |
1.0479 |
| Close |
1.0568 |
1.0509 |
-0.0059 |
-0.6% |
1.0520 |
| Range |
0.0075 |
0.0113 |
0.0038 |
50.7% |
0.0178 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
19,583 |
19,174 |
-409 |
-2.1% |
11,028 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0808 |
1.0571 |
|
| R3 |
1.0768 |
1.0695 |
1.0540 |
|
| R2 |
1.0655 |
1.0655 |
1.0530 |
|
| R1 |
1.0582 |
1.0582 |
1.0519 |
1.0562 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0532 |
| S1 |
1.0469 |
1.0469 |
1.0499 |
1.0449 |
| S2 |
1.0429 |
1.0429 |
1.0488 |
|
| S3 |
1.0316 |
1.0356 |
1.0478 |
|
| S4 |
1.0203 |
1.0243 |
1.0447 |
|
|
| 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 |
1.0638 |
1.0479 |
0.0159 |
1.5% |
0.0100 |
1.0% |
19% |
False |
False |
10,879 |
| 10 |
1.0777 |
1.0479 |
0.0298 |
2.8% |
0.0088 |
0.8% |
10% |
False |
False |
5,720 |
| 20 |
1.0929 |
1.0479 |
0.0450 |
4.3% |
0.0071 |
0.7% |
7% |
False |
False |
2,884 |
| 40 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0051 |
0.5% |
5% |
False |
False |
1,448 |
| 60 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0042 |
0.4% |
5% |
False |
False |
967 |
| 80 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0034 |
0.3% |
5% |
False |
False |
726 |
| 100 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0027 |
0.3% |
5% |
False |
False |
581 |
| 120 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0022 |
0.2% |
5% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.0911 |
|
1.618 |
1.0798 |
|
1.000 |
1.0728 |
|
0.618 |
1.0685 |
|
HIGH |
1.0615 |
|
0.618 |
1.0572 |
|
0.500 |
1.0559 |
|
0.382 |
1.0545 |
|
LOW |
1.0502 |
|
0.618 |
1.0432 |
|
1.000 |
1.0389 |
|
1.618 |
1.0319 |
|
2.618 |
1.0206 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0559 |
1.0559 |
| PP |
1.0542 |
1.0542 |
| S1 |
1.0526 |
1.0526 |
|