CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0522 |
1.0579 |
0.0057 |
0.5% |
1.0653 |
High |
1.0522 |
1.0579 |
0.0057 |
0.5% |
1.0653 |
Low |
1.0522 |
1.0579 |
0.0057 |
0.5% |
1.0533 |
Close |
1.0522 |
1.0579 |
0.0057 |
0.5% |
1.0533 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0040 |
0.0001 |
3.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0579 |
1.0579 |
1.0579 |
|
R3 |
1.0579 |
1.0579 |
1.0579 |
|
R2 |
1.0579 |
1.0579 |
1.0579 |
|
R1 |
1.0579 |
1.0579 |
1.0579 |
1.0579 |
PP |
1.0579 |
1.0579 |
1.0579 |
1.0579 |
S1 |
1.0579 |
1.0579 |
1.0579 |
1.0579 |
S2 |
1.0579 |
1.0579 |
1.0579 |
|
S3 |
1.0579 |
1.0579 |
1.0579 |
|
S4 |
1.0579 |
1.0579 |
1.0579 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0933 |
1.0853 |
1.0599 |
|
R3 |
1.0813 |
1.0733 |
1.0566 |
|
R2 |
1.0693 |
1.0693 |
1.0555 |
|
R1 |
1.0613 |
1.0613 |
1.0544 |
1.0593 |
PP |
1.0573 |
1.0573 |
1.0573 |
1.0563 |
S1 |
1.0493 |
1.0493 |
1.0522 |
1.0473 |
S2 |
1.0453 |
1.0453 |
1.0511 |
|
S3 |
1.0333 |
1.0373 |
1.0500 |
|
S4 |
1.0213 |
1.0253 |
1.0467 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0581 |
1.0522 |
0.0059 |
0.6% |
0.0000 |
0.0% |
97% |
False |
False |
|
10 |
1.0653 |
1.0522 |
0.0131 |
1.2% |
0.0000 |
0.0% |
44% |
False |
False |
|
20 |
1.0870 |
1.0522 |
0.0348 |
3.3% |
0.0001 |
0.0% |
16% |
False |
False |
1 |
40 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0001 |
0.0% |
11% |
False |
False |
1 |
60 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0000 |
0.0% |
11% |
False |
False |
1 |
80 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0001 |
0.0% |
11% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0579 |
2.618 |
1.0579 |
1.618 |
1.0579 |
1.000 |
1.0579 |
0.618 |
1.0579 |
HIGH |
1.0579 |
0.618 |
1.0579 |
0.500 |
1.0579 |
0.382 |
1.0579 |
LOW |
1.0579 |
0.618 |
1.0579 |
1.000 |
1.0579 |
1.618 |
1.0579 |
2.618 |
1.0579 |
4.250 |
1.0579 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0579 |
1.0570 |
PP |
1.0579 |
1.0561 |
S1 |
1.0579 |
1.0552 |
|