CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0621 |
1.0517 |
-0.0104 |
-1.0% |
1.0626 |
| High |
1.0628 |
1.0578 |
-0.0050 |
-0.5% |
1.0657 |
| Low |
1.0479 |
1.0504 |
0.0025 |
0.2% |
1.0479 |
| Close |
1.0520 |
1.0564 |
0.0044 |
0.4% |
1.0520 |
| Range |
0.0149 |
0.0074 |
-0.0075 |
-50.3% |
0.0178 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.6% |
0.0000 |
| Volume |
5,280 |
6,090 |
810 |
15.3% |
11,028 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0741 |
1.0605 |
|
| R3 |
1.0697 |
1.0667 |
1.0584 |
|
| R2 |
1.0623 |
1.0623 |
1.0578 |
|
| R1 |
1.0593 |
1.0593 |
1.0571 |
1.0608 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0556 |
| S1 |
1.0519 |
1.0519 |
1.0557 |
1.0534 |
| S2 |
1.0475 |
1.0475 |
1.0550 |
|
| S3 |
1.0401 |
1.0445 |
1.0544 |
|
| S4 |
1.0327 |
1.0371 |
1.0523 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1086 |
1.0981 |
1.0618 |
|
| R3 |
1.0908 |
1.0803 |
1.0569 |
|
| R2 |
1.0730 |
1.0730 |
1.0553 |
|
| R1 |
1.0625 |
1.0625 |
1.0536 |
1.0589 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0534 |
| S1 |
1.0447 |
1.0447 |
1.0504 |
1.0411 |
| S2 |
1.0374 |
1.0374 |
1.0487 |
|
| S3 |
1.0196 |
1.0269 |
1.0471 |
|
| S4 |
1.0018 |
1.0091 |
1.0422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0657 |
1.0479 |
0.0178 |
1.7% |
0.0090 |
0.8% |
48% |
False |
False |
3,389 |
| 10 |
1.0784 |
1.0479 |
0.0305 |
2.9% |
0.0077 |
0.7% |
28% |
False |
False |
1,859 |
| 20 |
1.0931 |
1.0479 |
0.0452 |
4.3% |
0.0067 |
0.6% |
19% |
False |
False |
946 |
| 40 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0050 |
0.5% |
15% |
False |
False |
479 |
| 60 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0041 |
0.4% |
15% |
False |
False |
321 |
| 80 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0031 |
0.3% |
15% |
False |
False |
241 |
| 100 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0025 |
0.2% |
15% |
False |
False |
193 |
| 120 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0021 |
0.2% |
15% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0772 |
|
1.618 |
1.0698 |
|
1.000 |
1.0652 |
|
0.618 |
1.0624 |
|
HIGH |
1.0578 |
|
0.618 |
1.0550 |
|
0.500 |
1.0541 |
|
0.382 |
1.0532 |
|
LOW |
1.0504 |
|
0.618 |
1.0458 |
|
1.000 |
1.0430 |
|
1.618 |
1.0384 |
|
2.618 |
1.0310 |
|
4.250 |
1.0190 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0562 |
| PP |
1.0549 |
1.0560 |
| S1 |
1.0541 |
1.0559 |
|