CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0571 |
-0.0029 |
-0.3% |
1.0619 |
| High |
1.0609 |
1.0652 |
0.0043 |
0.4% |
1.0652 |
| Low |
1.0557 |
1.0566 |
0.0009 |
0.1% |
1.0547 |
| Close |
1.0578 |
1.0636 |
0.0058 |
0.5% |
1.0636 |
| Range |
0.0052 |
0.0086 |
0.0034 |
65.4% |
0.0105 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
27,098 |
30,773 |
3,675 |
13.6% |
169,578 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0842 |
1.0683 |
|
| R3 |
1.0790 |
1.0756 |
1.0660 |
|
| R2 |
1.0704 |
1.0704 |
1.0652 |
|
| R1 |
1.0670 |
1.0670 |
1.0644 |
1.0687 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0627 |
| S1 |
1.0584 |
1.0584 |
1.0628 |
1.0601 |
| S2 |
1.0532 |
1.0532 |
1.0620 |
|
| S3 |
1.0446 |
1.0498 |
1.0612 |
|
| S4 |
1.0360 |
1.0412 |
1.0589 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0886 |
1.0694 |
|
| R3 |
1.0822 |
1.0781 |
1.0665 |
|
| R2 |
1.0717 |
1.0717 |
1.0655 |
|
| R1 |
1.0676 |
1.0676 |
1.0646 |
1.0697 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0622 |
| S1 |
1.0571 |
1.0571 |
1.0626 |
1.0592 |
| S2 |
1.0507 |
1.0507 |
1.0617 |
|
| S3 |
1.0402 |
1.0466 |
1.0607 |
|
| S4 |
1.0297 |
1.0361 |
1.0578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0652 |
1.0547 |
0.0105 |
1.0% |
0.0074 |
0.7% |
85% |
True |
False |
33,915 |
| 10 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0087 |
0.8% |
82% |
False |
False |
29,088 |
| 20 |
1.0832 |
1.0463 |
0.0369 |
3.5% |
0.0084 |
0.8% |
47% |
False |
False |
15,170 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0060 |
0.6% |
29% |
False |
False |
7,596 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0050 |
0.5% |
29% |
False |
False |
5,067 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0041 |
0.4% |
29% |
False |
False |
3,801 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0033 |
0.3% |
29% |
False |
False |
3,041 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0028 |
0.3% |
29% |
False |
False |
2,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0877 |
|
1.618 |
1.0791 |
|
1.000 |
1.0738 |
|
0.618 |
1.0705 |
|
HIGH |
1.0652 |
|
0.618 |
1.0619 |
|
0.500 |
1.0609 |
|
0.382 |
1.0599 |
|
LOW |
1.0566 |
|
0.618 |
1.0513 |
|
1.000 |
1.0480 |
|
1.618 |
1.0427 |
|
2.618 |
1.0341 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0627 |
1.0626 |
| PP |
1.0618 |
1.0615 |
| S1 |
1.0609 |
1.0605 |
|