CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0551 |
1.0555 |
0.0004 |
0.0% |
1.0619 |
High |
1.0568 |
1.0562 |
-0.0006 |
-0.1% |
1.0652 |
Low |
1.0531 |
1.0476 |
-0.0055 |
-0.5% |
1.0547 |
Close |
1.0556 |
1.0496 |
-0.0060 |
-0.6% |
1.0636 |
Range |
0.0037 |
0.0086 |
0.0049 |
132.4% |
0.0105 |
ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
Volume |
26,975 |
29,009 |
2,034 |
7.5% |
169,578 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0769 |
1.0719 |
1.0543 |
|
R3 |
1.0683 |
1.0633 |
1.0520 |
|
R2 |
1.0597 |
1.0597 |
1.0512 |
|
R1 |
1.0547 |
1.0547 |
1.0504 |
1.0529 |
PP |
1.0511 |
1.0511 |
1.0511 |
1.0503 |
S1 |
1.0461 |
1.0461 |
1.0488 |
1.0443 |
S2 |
1.0425 |
1.0425 |
1.0480 |
|
S3 |
1.0339 |
1.0375 |
1.0472 |
|
S4 |
1.0253 |
1.0289 |
1.0449 |
|
|
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 |
1.0476 |
0.0262 |
2.5% |
0.0092 |
0.9% |
8% |
False |
True |
30,877 |
10 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0093 |
0.9% |
12% |
False |
False |
34,254 |
20 |
1.0777 |
1.0463 |
0.0314 |
3.0% |
0.0091 |
0.9% |
11% |
False |
False |
19,987 |
40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0066 |
0.6% |
6% |
False |
False |
10,008 |
60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0055 |
0.5% |
6% |
False |
False |
6,675 |
80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0045 |
0.4% |
6% |
False |
False |
5,007 |
100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0036 |
0.3% |
6% |
False |
False |
4,006 |
120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0030 |
0.3% |
6% |
False |
False |
3,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0928 |
2.618 |
1.0787 |
1.618 |
1.0701 |
1.000 |
1.0648 |
0.618 |
1.0615 |
HIGH |
1.0562 |
0.618 |
1.0529 |
0.500 |
1.0519 |
0.382 |
1.0509 |
LOW |
1.0476 |
0.618 |
1.0423 |
1.000 |
1.0390 |
1.618 |
1.0337 |
2.618 |
1.0251 |
4.250 |
1.0111 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0519 |
1.0607 |
PP |
1.0511 |
1.0570 |
S1 |
1.0504 |
1.0533 |
|