CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0557 |
-0.0002 |
0.0% |
1.0612 |
| High |
1.0598 |
1.0605 |
0.0007 |
0.1% |
1.0647 |
| Low |
1.0521 |
1.0491 |
-0.0030 |
-0.3% |
1.0468 |
| Close |
1.0558 |
1.0499 |
-0.0059 |
-0.6% |
1.0510 |
| Range |
0.0077 |
0.0114 |
0.0037 |
48.1% |
0.0179 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.6% |
0.0000 |
| Volume |
42,336 |
42,469 |
133 |
0.3% |
187,064 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0800 |
1.0562 |
|
| R3 |
1.0760 |
1.0686 |
1.0530 |
|
| R2 |
1.0646 |
1.0646 |
1.0520 |
|
| R1 |
1.0572 |
1.0572 |
1.0509 |
1.0552 |
| PP |
1.0532 |
1.0532 |
1.0532 |
1.0522 |
| S1 |
1.0458 |
1.0458 |
1.0489 |
1.0438 |
| S2 |
1.0418 |
1.0418 |
1.0478 |
|
| S3 |
1.0304 |
1.0344 |
1.0468 |
|
| S4 |
1.0190 |
1.0230 |
1.0436 |
|
|
| 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 |
1.0628 |
1.0468 |
0.0160 |
1.5% |
0.0100 |
1.0% |
19% |
False |
False |
43,604 |
| 10 |
1.0778 |
1.0468 |
0.0310 |
3.0% |
0.0092 |
0.9% |
10% |
False |
False |
39,407 |
| 20 |
1.0929 |
1.0468 |
0.0461 |
4.4% |
0.0082 |
0.8% |
7% |
False |
False |
36,996 |
| 40 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0083 |
0.8% |
5% |
False |
False |
37,026 |
| 60 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0082 |
0.8% |
5% |
False |
False |
33,220 |
| 80 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0076 |
0.7% |
5% |
False |
False |
25,754 |
| 100 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0064 |
0.6% |
5% |
False |
False |
20,607 |
| 120 |
1.1090 |
1.0468 |
0.0622 |
5.9% |
0.0056 |
0.5% |
5% |
False |
False |
17,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0903 |
|
1.618 |
1.0789 |
|
1.000 |
1.0719 |
|
0.618 |
1.0675 |
|
HIGH |
1.0605 |
|
0.618 |
1.0561 |
|
0.500 |
1.0548 |
|
0.382 |
1.0535 |
|
LOW |
1.0491 |
|
0.618 |
1.0421 |
|
1.000 |
1.0377 |
|
1.618 |
1.0307 |
|
2.618 |
1.0193 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0548 |
| PP |
1.0532 |
1.0532 |
| S1 |
1.0515 |
1.0515 |
|