CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0569 |
1.0619 |
0.0050 |
0.5% |
1.0517 |
| High |
1.0673 |
1.0630 |
-0.0043 |
-0.4% |
1.0673 |
| Low |
1.0563 |
1.0551 |
-0.0012 |
-0.1% |
1.0463 |
| Close |
1.0646 |
1.0588 |
-0.0058 |
-0.5% |
1.0646 |
| Range |
0.0110 |
0.0079 |
-0.0031 |
-28.2% |
0.0210 |
| ATR |
0.0078 |
0.0080 |
0.0001 |
1.5% |
0.0000 |
| Volume |
54,046 |
41,146 |
-12,900 |
-23.9% |
121,302 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0786 |
1.0631 |
|
| R3 |
1.0748 |
1.0707 |
1.0610 |
|
| R2 |
1.0669 |
1.0669 |
1.0602 |
|
| R1 |
1.0628 |
1.0628 |
1.0595 |
1.0609 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0580 |
| S1 |
1.0549 |
1.0549 |
1.0581 |
1.0530 |
| S2 |
1.0511 |
1.0511 |
1.0574 |
|
| S3 |
1.0432 |
1.0470 |
1.0566 |
|
| S4 |
1.0353 |
1.0391 |
1.0545 |
|
|
| 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% |
0.0101 |
1.0% |
60% |
False |
False |
31,271 |
| 10 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0095 |
0.9% |
60% |
False |
False |
17,330 |
| 20 |
1.0903 |
1.0463 |
0.0440 |
4.2% |
0.0081 |
0.8% |
28% |
False |
False |
8,762 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0056 |
0.5% |
21% |
False |
False |
4,387 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0047 |
0.4% |
21% |
False |
False |
2,927 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0038 |
0.4% |
21% |
False |
False |
2,196 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0030 |
0.3% |
21% |
False |
False |
1,757 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0025 |
0.2% |
21% |
False |
False |
1,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0837 |
|
1.618 |
1.0758 |
|
1.000 |
1.0709 |
|
0.618 |
1.0679 |
|
HIGH |
1.0630 |
|
0.618 |
1.0600 |
|
0.500 |
1.0591 |
|
0.382 |
1.0581 |
|
LOW |
1.0551 |
|
0.618 |
1.0502 |
|
1.000 |
1.0472 |
|
1.618 |
1.0423 |
|
2.618 |
1.0344 |
|
4.250 |
1.0215 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0591 |
1.0581 |
| PP |
1.0590 |
1.0575 |
| S1 |
1.0589 |
1.0568 |
|