CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0577 |
1.0622 |
0.0045 |
0.4% |
1.0577 |
High |
1.0577 |
1.0622 |
0.0045 |
0.4% |
1.0659 |
Low |
1.0577 |
1.0622 |
0.0045 |
0.4% |
1.0522 |
Close |
1.0577 |
1.0622 |
0.0045 |
0.4% |
1.0659 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0043 |
0.0000 |
0.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
0 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0622 |
1.0622 |
1.0622 |
|
R3 |
1.0622 |
1.0622 |
1.0622 |
|
R2 |
1.0622 |
1.0622 |
1.0622 |
|
R1 |
1.0622 |
1.0622 |
1.0622 |
1.0622 |
PP |
1.0622 |
1.0622 |
1.0622 |
1.0622 |
S1 |
1.0622 |
1.0622 |
1.0622 |
1.0622 |
S2 |
1.0622 |
1.0622 |
1.0622 |
|
S3 |
1.0622 |
1.0622 |
1.0622 |
|
S4 |
1.0622 |
1.0622 |
1.0622 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1024 |
1.0979 |
1.0734 |
|
R3 |
1.0887 |
1.0842 |
1.0697 |
|
R2 |
1.0750 |
1.0750 |
1.0684 |
|
R1 |
1.0705 |
1.0705 |
1.0672 |
1.0728 |
PP |
1.0613 |
1.0613 |
1.0613 |
1.0625 |
S1 |
1.0568 |
1.0568 |
1.0646 |
1.0591 |
S2 |
1.0476 |
1.0476 |
1.0634 |
|
S3 |
1.0339 |
1.0431 |
1.0621 |
|
S4 |
1.0202 |
1.0294 |
1.0584 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0659 |
1.0577 |
0.0082 |
0.8% |
0.0000 |
0.0% |
55% |
False |
False |
|
10 |
1.0659 |
1.0522 |
0.0137 |
1.3% |
0.0000 |
0.0% |
73% |
False |
False |
|
20 |
1.0779 |
1.0522 |
0.0257 |
2.4% |
0.0001 |
0.0% |
39% |
False |
False |
1 |
40 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0001 |
0.0% |
19% |
False |
False |
1 |
60 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0000 |
0.0% |
19% |
False |
False |
1 |
80 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0001 |
0.0% |
19% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0622 |
2.618 |
1.0622 |
1.618 |
1.0622 |
1.000 |
1.0622 |
0.618 |
1.0622 |
HIGH |
1.0622 |
0.618 |
1.0622 |
0.500 |
1.0622 |
0.382 |
1.0622 |
LOW |
1.0622 |
0.618 |
1.0622 |
1.000 |
1.0622 |
1.618 |
1.0622 |
2.618 |
1.0622 |
4.250 |
1.0622 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0622 |
1.0615 |
PP |
1.0622 |
1.0607 |
S1 |
1.0622 |
1.0600 |
|