CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0682 |
1.0626 |
-0.0056 |
-0.5% |
1.0755 |
| High |
1.0702 |
1.0640 |
-0.0062 |
-0.6% |
1.0832 |
| Low |
1.0584 |
1.0607 |
0.0023 |
0.2% |
1.0584 |
| Close |
1.0609 |
1.0639 |
0.0030 |
0.3% |
1.0609 |
| Range |
0.0118 |
0.0033 |
-0.0085 |
-72.0% |
0.0248 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
453 |
171 |
-282 |
-62.3% |
1,497 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0716 |
1.0657 |
|
| R3 |
1.0695 |
1.0683 |
1.0648 |
|
| R2 |
1.0662 |
1.0662 |
1.0645 |
|
| R1 |
1.0650 |
1.0650 |
1.0642 |
1.0656 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0632 |
| S1 |
1.0617 |
1.0617 |
1.0636 |
1.0623 |
| S2 |
1.0596 |
1.0596 |
1.0633 |
|
| S3 |
1.0563 |
1.0584 |
1.0630 |
|
| S4 |
1.0530 |
1.0551 |
1.0621 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1262 |
1.0745 |
|
| R3 |
1.1171 |
1.1014 |
1.0677 |
|
| R2 |
1.0923 |
1.0923 |
1.0654 |
|
| R1 |
1.0766 |
1.0766 |
1.0632 |
1.0721 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0652 |
| S1 |
1.0518 |
1.0518 |
1.0586 |
1.0473 |
| S2 |
1.0427 |
1.0427 |
1.0564 |
|
| S3 |
1.0179 |
1.0270 |
1.0541 |
|
| S4 |
0.9931 |
1.0022 |
1.0473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0784 |
1.0584 |
0.0200 |
1.9% |
0.0064 |
0.6% |
28% |
False |
False |
328 |
| 10 |
1.0903 |
1.0584 |
0.0319 |
3.0% |
0.0067 |
0.6% |
17% |
False |
False |
194 |
| 20 |
1.1033 |
1.0584 |
0.0449 |
4.2% |
0.0047 |
0.4% |
12% |
False |
False |
103 |
| 40 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0043 |
0.4% |
12% |
False |
False |
56 |
| 60 |
1.1061 |
1.0584 |
0.0477 |
4.5% |
0.0034 |
0.3% |
12% |
False |
False |
39 |
| 80 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0026 |
0.2% |
12% |
False |
False |
29 |
| 100 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0021 |
0.2% |
12% |
False |
False |
24 |
| 120 |
1.1061 |
1.0581 |
0.0480 |
4.5% |
0.0017 |
0.2% |
12% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0780 |
|
2.618 |
1.0726 |
|
1.618 |
1.0693 |
|
1.000 |
1.0673 |
|
0.618 |
1.0660 |
|
HIGH |
1.0640 |
|
0.618 |
1.0627 |
|
0.500 |
1.0624 |
|
0.382 |
1.0620 |
|
LOW |
1.0607 |
|
0.618 |
1.0587 |
|
1.000 |
1.0574 |
|
1.618 |
1.0554 |
|
2.618 |
1.0521 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0634 |
1.0681 |
| PP |
1.0629 |
1.0667 |
| S1 |
1.0624 |
1.0653 |
|