CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0558 |
1.0565 |
0.0007 |
0.1% |
1.0733 |
| High |
1.0562 |
1.0586 |
0.0024 |
0.2% |
1.0742 |
| Low |
1.0558 |
1.0565 |
0.0007 |
0.1% |
1.0500 |
| Close |
1.0562 |
1.0586 |
0.0024 |
0.2% |
1.0562 |
| Range |
0.0004 |
0.0021 |
0.0017 |
425.0% |
0.0242 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0642 |
1.0635 |
1.0598 |
|
| R3 |
1.0621 |
1.0614 |
1.0592 |
|
| R2 |
1.0600 |
1.0600 |
1.0590 |
|
| R1 |
1.0593 |
1.0593 |
1.0588 |
1.0597 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0581 |
| S1 |
1.0572 |
1.0572 |
1.0584 |
1.0576 |
| S2 |
1.0558 |
1.0558 |
1.0582 |
|
| S3 |
1.0537 |
1.0551 |
1.0580 |
|
| S4 |
1.0516 |
1.0530 |
1.0574 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1187 |
1.0695 |
|
| R3 |
1.1085 |
1.0945 |
1.0629 |
|
| R2 |
1.0843 |
1.0843 |
1.0606 |
|
| R1 |
1.0703 |
1.0703 |
1.0584 |
1.0652 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0576 |
| S1 |
1.0461 |
1.0461 |
1.0540 |
1.0410 |
| S2 |
1.0359 |
1.0359 |
1.0518 |
|
| S3 |
1.0117 |
1.0219 |
1.0495 |
|
| S4 |
0.9875 |
0.9977 |
1.0429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0041 |
0.4% |
36% |
False |
False |
7 |
| 10 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0021 |
0.2% |
36% |
False |
False |
4 |
| 20 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0010 |
0.1% |
36% |
False |
False |
2 |
| 40 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0006 |
0.1% |
16% |
False |
False |
1 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0004 |
0.0% |
16% |
False |
False |
1 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0003 |
0.0% |
16% |
False |
False |
1 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0002 |
0.0% |
16% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0641 |
|
1.618 |
1.0620 |
|
1.000 |
1.0607 |
|
0.618 |
1.0599 |
|
HIGH |
1.0586 |
|
0.618 |
1.0578 |
|
0.500 |
1.0576 |
|
0.382 |
1.0573 |
|
LOW |
1.0565 |
|
0.618 |
1.0552 |
|
1.000 |
1.0544 |
|
1.618 |
1.0531 |
|
2.618 |
1.0510 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0583 |
1.0572 |
| PP |
1.0579 |
1.0557 |
| S1 |
1.0576 |
1.0543 |
|