CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0631 |
0.0060 |
0.6% |
1.0619 |
| High |
1.0652 |
1.0738 |
0.0086 |
0.8% |
1.0652 |
| Low |
1.0566 |
1.0539 |
-0.0027 |
-0.3% |
1.0547 |
| Close |
1.0636 |
1.0560 |
-0.0076 |
-0.7% |
1.0636 |
| Range |
0.0086 |
0.0199 |
0.0113 |
131.4% |
0.0105 |
| ATR |
0.0078 |
0.0087 |
0.0009 |
11.1% |
0.0000 |
| Volume |
30,773 |
40,532 |
9,759 |
31.7% |
169,578 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1084 |
1.0669 |
|
| R3 |
1.1010 |
1.0885 |
1.0615 |
|
| R2 |
1.0811 |
1.0811 |
1.0596 |
|
| R1 |
1.0686 |
1.0686 |
1.0578 |
1.0649 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0594 |
| S1 |
1.0487 |
1.0487 |
1.0542 |
1.0450 |
| S2 |
1.0413 |
1.0413 |
1.0524 |
|
| S3 |
1.0214 |
1.0288 |
1.0505 |
|
| S4 |
1.0015 |
1.0089 |
1.0451 |
|
|
| 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 |
1.0738 |
1.0539 |
0.0199 |
1.9% |
0.0098 |
0.9% |
11% |
True |
True |
33,792 |
| 10 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0099 |
0.9% |
35% |
True |
False |
32,532 |
| 20 |
1.0784 |
1.0463 |
0.0321 |
3.0% |
0.0088 |
0.8% |
30% |
False |
False |
17,195 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0063 |
0.6% |
16% |
False |
False |
8,610 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0054 |
0.5% |
16% |
False |
False |
5,742 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0044 |
0.4% |
16% |
False |
False |
4,308 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0035 |
0.3% |
16% |
False |
False |
3,446 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0029 |
0.3% |
16% |
False |
False |
2,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1259 |
|
1.618 |
1.1060 |
|
1.000 |
1.0937 |
|
0.618 |
1.0861 |
|
HIGH |
1.0738 |
|
0.618 |
1.0662 |
|
0.500 |
1.0639 |
|
0.382 |
1.0615 |
|
LOW |
1.0539 |
|
0.618 |
1.0416 |
|
1.000 |
1.0340 |
|
1.618 |
1.0217 |
|
2.618 |
1.0018 |
|
4.250 |
0.9693 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0639 |
| PP |
1.0612 |
1.0612 |
| S1 |
1.0586 |
1.0586 |
|