CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0536 |
0.0046 |
0.4% |
1.0631 |
| High |
1.0575 |
1.0585 |
0.0010 |
0.1% |
1.0738 |
| Low |
1.0483 |
1.0506 |
0.0023 |
0.2% |
1.0476 |
| Close |
1.0546 |
1.0570 |
0.0024 |
0.2% |
1.0546 |
| Range |
0.0092 |
0.0079 |
-0.0013 |
-14.1% |
0.0262 |
| ATR |
0.0084 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
28,744 |
12,079 |
-16,665 |
-58.0% |
125,260 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0791 |
1.0759 |
1.0613 |
|
| R3 |
1.0712 |
1.0680 |
1.0592 |
|
| R2 |
1.0633 |
1.0633 |
1.0584 |
|
| R1 |
1.0601 |
1.0601 |
1.0577 |
1.0617 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0562 |
| S1 |
1.0522 |
1.0522 |
1.0563 |
1.0538 |
| S2 |
1.0475 |
1.0475 |
1.0556 |
|
| S3 |
1.0396 |
1.0443 |
1.0548 |
|
| S4 |
1.0317 |
1.0364 |
1.0527 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1221 |
1.0690 |
|
| R3 |
1.1111 |
1.0959 |
1.0618 |
|
| R2 |
1.0849 |
1.0849 |
1.0594 |
|
| R1 |
1.0697 |
1.0697 |
1.0570 |
1.0642 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0559 |
| S1 |
1.0435 |
1.0435 |
1.0522 |
1.0380 |
| S2 |
1.0325 |
1.0325 |
1.0498 |
|
| S3 |
1.0063 |
1.0173 |
1.0474 |
|
| S4 |
0.9801 |
0.9911 |
1.0402 |
|
|
| 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% |
0.0099 |
0.9% |
36% |
False |
False |
27,467 |
| 10 |
1.0738 |
1.0476 |
0.0262 |
2.5% |
0.0086 |
0.8% |
36% |
False |
False |
30,691 |
| 20 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0088 |
0.8% |
39% |
False |
False |
21,962 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0068 |
0.6% |
18% |
False |
False |
11,028 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0058 |
0.5% |
18% |
False |
False |
7,355 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0047 |
0.4% |
18% |
False |
False |
5,518 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0038 |
0.4% |
18% |
False |
False |
4,414 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0032 |
0.3% |
18% |
False |
False |
3,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0792 |
|
1.618 |
1.0713 |
|
1.000 |
1.0664 |
|
0.618 |
1.0634 |
|
HIGH |
1.0585 |
|
0.618 |
1.0555 |
|
0.500 |
1.0546 |
|
0.382 |
1.0536 |
|
LOW |
1.0506 |
|
0.618 |
1.0457 |
|
1.000 |
1.0427 |
|
1.618 |
1.0378 |
|
2.618 |
1.0299 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0562 |
1.0557 |
| PP |
1.0554 |
1.0544 |
| S1 |
1.0546 |
1.0531 |
|