CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0581 |
1.0566 |
-0.0015 |
-0.1% |
1.0517 |
| High |
1.0622 |
1.0638 |
0.0016 |
0.2% |
1.0673 |
| Low |
1.0547 |
1.0560 |
0.0013 |
0.1% |
1.0463 |
| Close |
1.0564 |
1.0609 |
0.0045 |
0.4% |
1.0646 |
| Range |
0.0075 |
0.0078 |
0.0003 |
4.0% |
0.0210 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
36,258 |
34,303 |
-1,955 |
-5.4% |
121,302 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0801 |
1.0652 |
|
| R3 |
1.0758 |
1.0723 |
1.0630 |
|
| R2 |
1.0680 |
1.0680 |
1.0623 |
|
| R1 |
1.0645 |
1.0645 |
1.0616 |
1.0663 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0611 |
| S1 |
1.0567 |
1.0567 |
1.0602 |
1.0585 |
| S2 |
1.0524 |
1.0524 |
1.0595 |
|
| S3 |
1.0446 |
1.0489 |
1.0588 |
|
| S4 |
1.0368 |
1.0411 |
1.0566 |
|
|
| 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% |
0.0094 |
0.9% |
70% |
False |
False |
37,632 |
| 10 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0097 |
0.9% |
70% |
False |
False |
24,255 |
| 20 |
1.0832 |
1.0463 |
0.0369 |
3.5% |
0.0080 |
0.8% |
40% |
False |
False |
12,284 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0058 |
0.5% |
24% |
False |
False |
6,150 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0049 |
0.5% |
24% |
False |
False |
4,102 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0040 |
0.4% |
24% |
False |
False |
3,078 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0032 |
0.3% |
24% |
False |
False |
2,462 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0026 |
0.2% |
24% |
False |
False |
2,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0970 |
|
2.618 |
1.0842 |
|
1.618 |
1.0764 |
|
1.000 |
1.0716 |
|
0.618 |
1.0686 |
|
HIGH |
1.0638 |
|
0.618 |
1.0608 |
|
0.500 |
1.0599 |
|
0.382 |
1.0590 |
|
LOW |
1.0560 |
|
0.618 |
1.0512 |
|
1.000 |
1.0482 |
|
1.618 |
1.0434 |
|
2.618 |
1.0356 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0604 |
| PP |
1.0602 |
1.0598 |
| S1 |
1.0599 |
1.0593 |
|