CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0622 |
1.0590 |
-0.0032 |
-0.3% |
1.0577 |
| High |
1.0622 |
1.0594 |
-0.0028 |
-0.3% |
1.0659 |
| Low |
1.0622 |
1.0590 |
-0.0032 |
-0.3% |
1.0522 |
| Close |
1.0622 |
1.0594 |
-0.0028 |
-0.3% |
1.0659 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0137 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
0 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0605 |
1.0603 |
1.0596 |
|
| R3 |
1.0601 |
1.0599 |
1.0595 |
|
| R2 |
1.0597 |
1.0597 |
1.0595 |
|
| R1 |
1.0595 |
1.0595 |
1.0594 |
1.0596 |
| PP |
1.0593 |
1.0593 |
1.0593 |
1.0593 |
| S1 |
1.0591 |
1.0591 |
1.0594 |
1.0592 |
| S2 |
1.0589 |
1.0589 |
1.0593 |
|
| S3 |
1.0585 |
1.0587 |
1.0593 |
|
| S4 |
1.0581 |
1.0583 |
1.0592 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0979 |
1.0734 |
|
| R3 |
1.0887 |
1.0842 |
1.0697 |
|
| R2 |
1.0750 |
1.0750 |
1.0684 |
|
| R1 |
1.0705 |
1.0705 |
1.0672 |
1.0728 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0625 |
| S1 |
1.0568 |
1.0568 |
1.0646 |
1.0591 |
| S2 |
1.0476 |
1.0476 |
1.0634 |
|
| S3 |
1.0339 |
1.0431 |
1.0621 |
|
| S4 |
1.0202 |
1.0294 |
1.0584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0659 |
1.0577 |
0.0082 |
0.8% |
0.0001 |
0.0% |
21% |
False |
False |
|
| 10 |
1.0659 |
1.0522 |
0.0137 |
1.3% |
0.0000 |
0.0% |
53% |
False |
False |
|
| 20 |
1.0774 |
1.0522 |
0.0252 |
2.4% |
0.0000 |
0.0% |
29% |
False |
False |
1 |
| 40 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0001 |
0.0% |
14% |
False |
False |
1 |
| 60 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0000 |
0.0% |
14% |
False |
False |
1 |
| 80 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0000 |
0.0% |
14% |
False |
False |
1 |
| 100 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0001 |
0.0% |
14% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0604 |
|
1.618 |
1.0600 |
|
1.000 |
1.0598 |
|
0.618 |
1.0596 |
|
HIGH |
1.0594 |
|
0.618 |
1.0592 |
|
0.500 |
1.0592 |
|
0.382 |
1.0592 |
|
LOW |
1.0590 |
|
0.618 |
1.0588 |
|
1.000 |
1.0586 |
|
1.618 |
1.0584 |
|
2.618 |
1.0580 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0600 |
| PP |
1.0593 |
1.0598 |
| S1 |
1.0592 |
1.0596 |
|