CME Swiss Franc Future June 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 |
1.0631 |
1.0551 |
-0.0080 |
-0.8% |
1.0619 |
High |
1.0738 |
1.0568 |
-0.0170 |
-1.6% |
1.0652 |
Low |
1.0539 |
1.0531 |
-0.0008 |
-0.1% |
1.0547 |
Close |
1.0560 |
1.0556 |
-0.0004 |
0.0% |
1.0636 |
Range |
0.0199 |
0.0037 |
-0.0162 |
-81.4% |
0.0105 |
ATR |
0.0087 |
0.0083 |
-0.0004 |
-4.1% |
0.0000 |
Volume |
40,532 |
26,975 |
-13,557 |
-33.4% |
169,578 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0663 |
1.0646 |
1.0576 |
|
R3 |
1.0626 |
1.0609 |
1.0566 |
|
R2 |
1.0589 |
1.0589 |
1.0563 |
|
R1 |
1.0572 |
1.0572 |
1.0559 |
1.0581 |
PP |
1.0552 |
1.0552 |
1.0552 |
1.0556 |
S1 |
1.0535 |
1.0535 |
1.0553 |
1.0544 |
S2 |
1.0515 |
1.0515 |
1.0549 |
|
S3 |
1.0478 |
1.0498 |
1.0546 |
|
S4 |
1.0441 |
1.0461 |
1.0536 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0927 |
1.0886 |
1.0694 |
|
R3 |
1.0822 |
1.0781 |
1.0665 |
|
R2 |
1.0717 |
1.0717 |
1.0655 |
|
R1 |
1.0676 |
1.0676 |
1.0646 |
1.0697 |
PP |
1.0612 |
1.0612 |
1.0612 |
1.0622 |
S1 |
1.0571 |
1.0571 |
1.0626 |
1.0592 |
S2 |
1.0507 |
1.0507 |
1.0617 |
|
S3 |
1.0402 |
1.0466 |
1.0607 |
|
S4 |
1.0297 |
1.0361 |
1.0578 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0738 |
1.0531 |
0.0207 |
2.0% |
0.0090 |
0.9% |
12% |
False |
True |
31,936 |
10 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0096 |
0.9% |
34% |
False |
False |
33,271 |
20 |
1.0784 |
1.0463 |
0.0321 |
3.0% |
0.0089 |
0.8% |
29% |
False |
False |
18,540 |
40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0064 |
0.6% |
16% |
False |
False |
9,283 |
60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0054 |
0.5% |
16% |
False |
False |
6,191 |
80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0044 |
0.4% |
16% |
False |
False |
4,645 |
100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0035 |
0.3% |
16% |
False |
False |
3,716 |
120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0030 |
0.3% |
16% |
False |
False |
3,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0725 |
2.618 |
1.0665 |
1.618 |
1.0628 |
1.000 |
1.0605 |
0.618 |
1.0591 |
HIGH |
1.0568 |
0.618 |
1.0554 |
0.500 |
1.0550 |
0.382 |
1.0545 |
LOW |
1.0531 |
0.618 |
1.0508 |
1.000 |
1.0494 |
1.618 |
1.0471 |
2.618 |
1.0434 |
4.250 |
1.0374 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0554 |
1.0635 |
PP |
1.0552 |
1.0608 |
S1 |
1.0550 |
1.0582 |
|