CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0511 |
1.0569 |
0.0058 |
0.6% |
1.0517 |
| High |
1.0590 |
1.0673 |
0.0083 |
0.8% |
1.0673 |
| Low |
1.0463 |
1.0563 |
0.0100 |
1.0% |
1.0463 |
| Close |
1.0566 |
1.0646 |
0.0080 |
0.8% |
1.0646 |
| Range |
0.0127 |
0.0110 |
-0.0017 |
-13.4% |
0.0210 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
3.2% |
0.0000 |
| Volume |
22,409 |
54,046 |
31,637 |
141.2% |
121,302 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0912 |
1.0707 |
|
| R3 |
1.0847 |
1.0802 |
1.0676 |
|
| R2 |
1.0737 |
1.0737 |
1.0666 |
|
| R1 |
1.0692 |
1.0692 |
1.0656 |
1.0715 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0639 |
| S1 |
1.0582 |
1.0582 |
1.0636 |
1.0605 |
| S2 |
1.0517 |
1.0517 |
1.0626 |
|
| S3 |
1.0407 |
1.0472 |
1.0616 |
|
| S4 |
1.0297 |
1.0362 |
1.0586 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1145 |
1.0762 |
|
| R3 |
1.1014 |
1.0935 |
1.0704 |
|
| R2 |
1.0804 |
1.0804 |
1.0685 |
|
| R1 |
1.0725 |
1.0725 |
1.0665 |
1.0765 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0614 |
| S1 |
1.0515 |
1.0515 |
1.0627 |
1.0555 |
| S2 |
1.0384 |
1.0384 |
1.0608 |
|
| S3 |
1.0174 |
1.0305 |
1.0588 |
|
| S4 |
0.9964 |
1.0095 |
1.0531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0100 |
0.9% |
87% |
True |
False |
24,260 |
| 10 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0091 |
0.9% |
87% |
True |
False |
13,233 |
| 20 |
1.0903 |
1.0463 |
0.0440 |
4.1% |
0.0079 |
0.7% |
42% |
False |
False |
6,705 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0055 |
0.5% |
31% |
False |
False |
3,358 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0046 |
0.4% |
31% |
False |
False |
2,241 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0037 |
0.3% |
31% |
False |
False |
1,681 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0029 |
0.3% |
31% |
False |
False |
1,345 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0024 |
0.2% |
31% |
False |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.0961 |
|
1.618 |
1.0851 |
|
1.000 |
1.0783 |
|
0.618 |
1.0741 |
|
HIGH |
1.0673 |
|
0.618 |
1.0631 |
|
0.500 |
1.0618 |
|
0.382 |
1.0605 |
|
LOW |
1.0563 |
|
0.618 |
1.0495 |
|
1.000 |
1.0453 |
|
1.618 |
1.0385 |
|
2.618 |
1.0275 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0620 |
| PP |
1.0627 |
1.0594 |
| S1 |
1.0618 |
1.0568 |
|