CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0549 |
-0.0087 |
-0.8% |
1.0755 |
| High |
1.0645 |
1.0638 |
-0.0007 |
-0.1% |
1.0832 |
| Low |
1.0549 |
1.0549 |
0.0000 |
0.0% |
1.0584 |
| Close |
1.0565 |
1.0620 |
0.0055 |
0.5% |
1.0609 |
| Range |
0.0096 |
0.0089 |
-0.0007 |
-7.3% |
0.0248 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
708 |
4,270 |
3,562 |
503.1% |
1,497 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0834 |
1.0669 |
|
| R3 |
1.0780 |
1.0745 |
1.0644 |
|
| R2 |
1.0691 |
1.0691 |
1.0636 |
|
| R1 |
1.0656 |
1.0656 |
1.0628 |
1.0674 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0611 |
| S1 |
1.0567 |
1.0567 |
1.0612 |
1.0585 |
| S2 |
1.0513 |
1.0513 |
1.0604 |
|
| S3 |
1.0424 |
1.0478 |
1.0596 |
|
| S4 |
1.0335 |
1.0389 |
1.0571 |
|
|
| 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 |
1.0702 |
1.0549 |
0.0153 |
1.4% |
0.0075 |
0.7% |
46% |
False |
True |
1,240 |
| 10 |
1.0832 |
1.0549 |
0.0283 |
2.7% |
0.0068 |
0.6% |
25% |
False |
True |
728 |
| 20 |
1.0931 |
1.0549 |
0.0382 |
3.6% |
0.0056 |
0.5% |
19% |
False |
True |
378 |
| 40 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0048 |
0.5% |
14% |
False |
True |
195 |
| 60 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0038 |
0.4% |
14% |
False |
True |
132 |
| 80 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0029 |
0.3% |
14% |
False |
True |
99 |
| 100 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0023 |
0.2% |
14% |
False |
True |
79 |
| 120 |
1.1061 |
1.0549 |
0.0512 |
4.8% |
0.0019 |
0.2% |
14% |
False |
True |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1016 |
|
2.618 |
1.0871 |
|
1.618 |
1.0782 |
|
1.000 |
1.0727 |
|
0.618 |
1.0693 |
|
HIGH |
1.0638 |
|
0.618 |
1.0604 |
|
0.500 |
1.0594 |
|
0.382 |
1.0583 |
|
LOW |
1.0549 |
|
0.618 |
1.0494 |
|
1.000 |
1.0460 |
|
1.618 |
1.0405 |
|
2.618 |
1.0316 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0614 |
| PP |
1.0602 |
1.0609 |
| S1 |
1.0594 |
1.0603 |
|