CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0612 |
0.0067 |
0.6% |
1.0612 |
| High |
1.0628 |
1.0619 |
-0.0009 |
-0.1% |
1.0647 |
| Low |
1.0539 |
1.0468 |
-0.0071 |
-0.7% |
1.0468 |
| Close |
1.0609 |
1.0510 |
-0.0099 |
-0.9% |
1.0510 |
| Range |
0.0089 |
0.0151 |
0.0062 |
69.7% |
0.0179 |
| ATR |
0.0080 |
0.0085 |
0.0005 |
6.4% |
0.0000 |
| Volume |
50,380 |
53,545 |
3,165 |
6.3% |
187,064 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0985 |
1.0899 |
1.0593 |
|
| R3 |
1.0834 |
1.0748 |
1.0552 |
|
| R2 |
1.0683 |
1.0683 |
1.0538 |
|
| R1 |
1.0597 |
1.0597 |
1.0524 |
1.0565 |
| PP |
1.0532 |
1.0532 |
1.0532 |
1.0516 |
| S1 |
1.0446 |
1.0446 |
1.0496 |
1.0414 |
| S2 |
1.0381 |
1.0381 |
1.0482 |
|
| S3 |
1.0230 |
1.0295 |
1.0468 |
|
| S4 |
1.0079 |
1.0144 |
1.0427 |
|
|
| 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 |
1.0647 |
1.0468 |
0.0179 |
1.7% |
0.0085 |
0.8% |
23% |
False |
True |
37,412 |
| 10 |
1.0834 |
1.0468 |
0.0366 |
3.5% |
0.0089 |
0.8% |
11% |
False |
True |
41,041 |
| 20 |
1.0934 |
1.0468 |
0.0466 |
4.4% |
0.0078 |
0.7% |
9% |
False |
True |
34,735 |
| 40 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0086 |
0.8% |
7% |
False |
True |
36,931 |
| 60 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0083 |
0.8% |
7% |
False |
True |
32,125 |
| 80 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0073 |
0.7% |
7% |
False |
True |
24,328 |
| 100 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0062 |
0.6% |
7% |
False |
True |
19,466 |
| 120 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0054 |
0.5% |
7% |
False |
True |
16,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1014 |
|
1.618 |
1.0863 |
|
1.000 |
1.0770 |
|
0.618 |
1.0712 |
|
HIGH |
1.0619 |
|
0.618 |
1.0561 |
|
0.500 |
1.0544 |
|
0.382 |
1.0526 |
|
LOW |
1.0468 |
|
0.618 |
1.0375 |
|
1.000 |
1.0317 |
|
1.618 |
1.0224 |
|
2.618 |
1.0073 |
|
4.250 |
0.9826 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0552 |
| PP |
1.0532 |
1.0538 |
| S1 |
1.0521 |
1.0524 |
|