CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0733 |
1.0571 |
-0.0162 |
-1.5% |
1.0600 |
High |
1.0742 |
1.0571 |
-0.0171 |
-1.6% |
1.0654 |
Low |
1.0576 |
1.0571 |
-0.0005 |
0.0% |
1.0577 |
Close |
1.0576 |
1.0571 |
-0.0005 |
0.0% |
1.0652 |
Range |
0.0166 |
0.0000 |
-0.0166 |
-100.0% |
0.0077 |
ATR |
0.0052 |
0.0049 |
-0.0003 |
-6.5% |
0.0000 |
Volume |
2 |
17 |
15 |
750.0% |
5 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0571 |
1.0571 |
1.0571 |
|
R3 |
1.0571 |
1.0571 |
1.0571 |
|
R2 |
1.0571 |
1.0571 |
1.0571 |
|
R1 |
1.0571 |
1.0571 |
1.0571 |
1.0571 |
PP |
1.0571 |
1.0571 |
1.0571 |
1.0571 |
S1 |
1.0571 |
1.0571 |
1.0571 |
1.0571 |
S2 |
1.0571 |
1.0571 |
1.0571 |
|
S3 |
1.0571 |
1.0571 |
1.0571 |
|
S4 |
1.0571 |
1.0571 |
1.0571 |
|
|
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 |
1.0742 |
1.0571 |
0.0171 |
1.6% |
0.0034 |
0.3% |
0% |
False |
True |
4 |
10 |
1.0742 |
1.0522 |
0.0220 |
2.1% |
0.0017 |
0.2% |
22% |
False |
False |
2 |
20 |
1.0768 |
1.0522 |
0.0246 |
2.3% |
0.0009 |
0.1% |
20% |
False |
False |
1 |
40 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0005 |
0.0% |
9% |
False |
False |
1 |
60 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0003 |
0.0% |
9% |
False |
False |
1 |
80 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0002 |
0.0% |
9% |
False |
False |
1 |
100 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0002 |
0.0% |
9% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0571 |
2.618 |
1.0571 |
1.618 |
1.0571 |
1.000 |
1.0571 |
0.618 |
1.0571 |
HIGH |
1.0571 |
0.618 |
1.0571 |
0.500 |
1.0571 |
0.382 |
1.0571 |
LOW |
1.0571 |
0.618 |
1.0571 |
1.000 |
1.0571 |
1.618 |
1.0571 |
2.618 |
1.0571 |
4.250 |
1.0571 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0571 |
1.0657 |
PP |
1.0571 |
1.0628 |
S1 |
1.0571 |
1.0600 |
|