CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0733 |
0.0003 |
0.0% |
1.0844 |
| High |
1.0771 |
1.0772 |
0.0001 |
0.0% |
1.0891 |
| Low |
1.0715 |
1.0718 |
0.0003 |
0.0% |
1.0716 |
| Close |
1.0731 |
1.0740 |
0.0009 |
0.1% |
1.0749 |
| Range |
0.0056 |
0.0054 |
-0.0002 |
-3.6% |
0.0175 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
46,083 |
32,255 |
-13,828 |
-30.0% |
144,474 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0877 |
1.0770 |
|
| R3 |
1.0851 |
1.0823 |
1.0755 |
|
| R2 |
1.0797 |
1.0797 |
1.0750 |
|
| R1 |
1.0769 |
1.0769 |
1.0745 |
1.0783 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0751 |
| S1 |
1.0715 |
1.0715 |
1.0735 |
1.0729 |
| S2 |
1.0689 |
1.0689 |
1.0730 |
|
| S3 |
1.0635 |
1.0661 |
1.0725 |
|
| S4 |
1.0581 |
1.0607 |
1.0710 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1205 |
1.0845 |
|
| R3 |
1.1135 |
1.1030 |
1.0797 |
|
| R2 |
1.0960 |
1.0960 |
1.0781 |
|
| R1 |
1.0855 |
1.0855 |
1.0765 |
1.0820 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0768 |
| S1 |
1.0680 |
1.0680 |
1.0733 |
1.0645 |
| S2 |
1.0610 |
1.0610 |
1.0717 |
|
| S3 |
1.0435 |
1.0505 |
1.0701 |
|
| S4 |
1.0260 |
1.0330 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0708 |
0.0126 |
1.2% |
0.0072 |
0.7% |
25% |
False |
False |
41,758 |
| 10 |
1.0929 |
1.0708 |
0.0221 |
2.1% |
0.0073 |
0.7% |
14% |
False |
False |
34,585 |
| 20 |
1.1090 |
1.0708 |
0.0382 |
3.6% |
0.0081 |
0.8% |
8% |
False |
False |
34,317 |
| 40 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0083 |
0.8% |
19% |
False |
False |
34,614 |
| 60 |
1.1090 |
1.0657 |
0.0433 |
4.0% |
0.0078 |
0.7% |
19% |
False |
False |
27,763 |
| 80 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0067 |
0.6% |
35% |
False |
False |
20,832 |
| 100 |
1.1090 |
1.0555 |
0.0535 |
5.0% |
0.0056 |
0.5% |
35% |
False |
False |
16,667 |
| 120 |
1.1090 |
1.0534 |
0.0556 |
5.2% |
0.0050 |
0.5% |
37% |
False |
False |
13,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0913 |
|
1.618 |
1.0859 |
|
1.000 |
1.0826 |
|
0.618 |
1.0805 |
|
HIGH |
1.0772 |
|
0.618 |
1.0751 |
|
0.500 |
1.0745 |
|
0.382 |
1.0739 |
|
LOW |
1.0718 |
|
0.618 |
1.0685 |
|
1.000 |
1.0664 |
|
1.618 |
1.0631 |
|
2.618 |
1.0577 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0771 |
| PP |
1.0743 |
1.0761 |
| S1 |
1.0742 |
1.0750 |
|