CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0505 |
1.0559 |
0.0054 |
0.5% |
1.0612 |
| High |
1.0565 |
1.0598 |
0.0033 |
0.3% |
1.0647 |
| Low |
1.0495 |
1.0521 |
0.0026 |
0.2% |
1.0468 |
| Close |
1.0554 |
1.0558 |
0.0004 |
0.0% |
1.0510 |
| Range |
0.0070 |
0.0077 |
0.0007 |
10.0% |
0.0179 |
| ATR |
0.0084 |
0.0083 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
29,292 |
42,336 |
13,044 |
44.5% |
187,064 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0751 |
1.0600 |
|
| R3 |
1.0713 |
1.0674 |
1.0579 |
|
| R2 |
1.0636 |
1.0636 |
1.0572 |
|
| R1 |
1.0597 |
1.0597 |
1.0565 |
1.0578 |
| PP |
1.0559 |
1.0559 |
1.0559 |
1.0550 |
| S1 |
1.0520 |
1.0520 |
1.0551 |
1.0501 |
| S2 |
1.0482 |
1.0482 |
1.0544 |
|
| S3 |
1.0405 |
1.0443 |
1.0537 |
|
| S4 |
1.0328 |
1.0366 |
1.0516 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.0973 |
1.0608 |
|
| R3 |
1.0900 |
1.0794 |
1.0559 |
|
| R2 |
1.0721 |
1.0721 |
1.0543 |
|
| R1 |
1.0615 |
1.0615 |
1.0526 |
1.0579 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0523 |
| S1 |
1.0436 |
1.0436 |
1.0494 |
1.0400 |
| S2 |
1.0363 |
1.0363 |
1.0477 |
|
| S3 |
1.0184 |
1.0257 |
1.0461 |
|
| S4 |
1.0005 |
1.0078 |
1.0412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0636 |
1.0468 |
0.0168 |
1.6% |
0.0097 |
0.9% |
54% |
False |
False |
40,751 |
| 10 |
1.0778 |
1.0468 |
0.0310 |
2.9% |
0.0086 |
0.8% |
29% |
False |
False |
38,386 |
| 20 |
1.0934 |
1.0468 |
0.0466 |
4.4% |
0.0080 |
0.8% |
19% |
False |
False |
36,182 |
| 40 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0083 |
0.8% |
14% |
False |
False |
36,777 |
| 60 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0081 |
0.8% |
14% |
False |
False |
32,865 |
| 80 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0075 |
0.7% |
14% |
False |
False |
25,223 |
| 100 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0063 |
0.6% |
14% |
False |
False |
20,182 |
| 120 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0055 |
0.5% |
14% |
False |
False |
16,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0925 |
|
2.618 |
1.0800 |
|
1.618 |
1.0723 |
|
1.000 |
1.0675 |
|
0.618 |
1.0646 |
|
HIGH |
1.0598 |
|
0.618 |
1.0569 |
|
0.500 |
1.0560 |
|
0.382 |
1.0550 |
|
LOW |
1.0521 |
|
0.618 |
1.0473 |
|
1.000 |
1.0444 |
|
1.618 |
1.0396 |
|
2.618 |
1.0319 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0560 |
1.0553 |
| PP |
1.0559 |
1.0548 |
| S1 |
1.0559 |
1.0544 |
|