CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0654 |
0.0064 |
0.6% |
1.0600 |
| High |
1.0594 |
1.0654 |
0.0060 |
0.6% |
1.0654 |
| Low |
1.0590 |
1.0652 |
0.0062 |
0.6% |
1.0577 |
| Close |
1.0594 |
1.0652 |
0.0058 |
0.5% |
1.0652 |
| Range |
0.0004 |
0.0002 |
-0.0002 |
-50.0% |
0.0077 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0657 |
1.0653 |
|
| R3 |
1.0657 |
1.0655 |
1.0653 |
|
| R2 |
1.0655 |
1.0655 |
1.0652 |
|
| R1 |
1.0653 |
1.0653 |
1.0652 |
1.0653 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0653 |
| S1 |
1.0651 |
1.0651 |
1.0652 |
1.0651 |
| S2 |
1.0651 |
1.0651 |
1.0652 |
|
| S3 |
1.0649 |
1.0649 |
1.0651 |
|
| S4 |
1.0647 |
1.0647 |
1.0651 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0832 |
1.0694 |
|
| R3 |
1.0782 |
1.0755 |
1.0673 |
|
| R2 |
1.0705 |
1.0705 |
1.0666 |
|
| R1 |
1.0678 |
1.0678 |
1.0659 |
1.0692 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0634 |
| S1 |
1.0601 |
1.0601 |
1.0645 |
1.0615 |
| S2 |
1.0551 |
1.0551 |
1.0638 |
|
| S3 |
1.0474 |
1.0524 |
1.0631 |
|
| S4 |
1.0397 |
1.0447 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0654 |
1.0577 |
0.0077 |
0.7% |
0.0001 |
0.0% |
97% |
True |
False |
1 |
| 10 |
1.0659 |
1.0522 |
0.0137 |
1.3% |
0.0001 |
0.0% |
95% |
False |
False |
|
| 20 |
1.0773 |
1.0522 |
0.0251 |
2.4% |
0.0000 |
0.0% |
52% |
False |
False |
1 |
| 40 |
1.1048 |
1.0522 |
0.0526 |
4.9% |
0.0001 |
0.0% |
25% |
False |
False |
1 |
| 60 |
1.1048 |
1.0522 |
0.0526 |
4.9% |
0.0000 |
0.0% |
25% |
False |
False |
1 |
| 80 |
1.1048 |
1.0522 |
0.0526 |
4.9% |
0.0000 |
0.0% |
25% |
False |
False |
1 |
| 100 |
1.1048 |
1.0522 |
0.0526 |
4.9% |
0.0001 |
0.0% |
25% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0659 |
|
1.618 |
1.0657 |
|
1.000 |
1.0656 |
|
0.618 |
1.0655 |
|
HIGH |
1.0654 |
|
0.618 |
1.0653 |
|
0.500 |
1.0653 |
|
0.382 |
1.0653 |
|
LOW |
1.0652 |
|
0.618 |
1.0651 |
|
1.000 |
1.0650 |
|
1.618 |
1.0649 |
|
2.618 |
1.0647 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0653 |
1.0642 |
| PP |
1.0653 |
1.0632 |
| S1 |
1.0652 |
1.0622 |
|