CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0644 |
1.0578 |
-0.0066 |
-0.6% |
1.0773 |
High |
1.0644 |
1.0578 |
-0.0066 |
-0.6% |
1.0773 |
Low |
1.0644 |
1.0578 |
-0.0066 |
-0.6% |
1.0623 |
Close |
1.0644 |
1.0578 |
-0.0066 |
-0.6% |
1.0623 |
Range |
|
|
|
|
|
ATR |
0.0031 |
0.0034 |
0.0002 |
8.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0578 |
1.0578 |
1.0578 |
|
R3 |
1.0578 |
1.0578 |
1.0578 |
|
R2 |
1.0578 |
1.0578 |
1.0578 |
|
R1 |
1.0578 |
1.0578 |
1.0578 |
1.0578 |
PP |
1.0578 |
1.0578 |
1.0578 |
1.0578 |
S1 |
1.0578 |
1.0578 |
1.0578 |
1.0578 |
S2 |
1.0578 |
1.0578 |
1.0578 |
|
S3 |
1.0578 |
1.0578 |
1.0578 |
|
S4 |
1.0578 |
1.0578 |
1.0578 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1123 |
1.1023 |
1.0706 |
|
R3 |
1.0973 |
1.0873 |
1.0664 |
|
R2 |
1.0823 |
1.0823 |
1.0651 |
|
R1 |
1.0723 |
1.0723 |
1.0637 |
1.0698 |
PP |
1.0673 |
1.0673 |
1.0673 |
1.0661 |
S1 |
1.0573 |
1.0573 |
1.0609 |
1.0548 |
S2 |
1.0523 |
1.0523 |
1.0596 |
|
S3 |
1.0373 |
1.0423 |
1.0582 |
|
S4 |
1.0223 |
1.0273 |
1.0541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0702 |
1.0578 |
0.0124 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.0779 |
1.0578 |
0.0201 |
1.9% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
20 |
1.1026 |
1.0578 |
0.0448 |
4.2% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
40 |
1.1048 |
1.0578 |
0.0470 |
4.4% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
60 |
1.1048 |
1.0578 |
0.0470 |
4.4% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
80 |
1.1048 |
1.0578 |
0.0470 |
4.4% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0578 |
2.618 |
1.0578 |
1.618 |
1.0578 |
1.000 |
1.0578 |
0.618 |
1.0578 |
HIGH |
1.0578 |
0.618 |
1.0578 |
0.500 |
1.0578 |
0.382 |
1.0578 |
LOW |
1.0578 |
0.618 |
1.0578 |
1.000 |
1.0578 |
1.618 |
1.0578 |
2.618 |
1.0578 |
4.250 |
1.0578 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0578 |
1.0616 |
PP |
1.0578 |
1.0603 |
S1 |
1.0578 |
1.0591 |
|