CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0571 |
0.0054 |
0.5% |
1.0626 |
| High |
1.0578 |
1.0608 |
0.0030 |
0.3% |
1.0657 |
| Low |
1.0504 |
1.0533 |
0.0029 |
0.3% |
1.0479 |
| Close |
1.0564 |
1.0568 |
0.0004 |
0.0% |
1.0520 |
| Range |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0178 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
6,090 |
19,583 |
13,493 |
221.6% |
11,028 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0756 |
1.0609 |
|
| R3 |
1.0720 |
1.0681 |
1.0589 |
|
| R2 |
1.0645 |
1.0645 |
1.0582 |
|
| R1 |
1.0606 |
1.0606 |
1.0575 |
1.0588 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0561 |
| S1 |
1.0531 |
1.0531 |
1.0561 |
1.0513 |
| S2 |
1.0495 |
1.0495 |
1.0554 |
|
| S3 |
1.0420 |
1.0456 |
1.0547 |
|
| S4 |
1.0345 |
1.0381 |
1.0527 |
|
|
| 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 |
1.0645 |
1.0479 |
0.0166 |
1.6% |
0.0097 |
0.9% |
54% |
False |
False |
7,186 |
| 10 |
1.0784 |
1.0479 |
0.0305 |
2.9% |
0.0082 |
0.8% |
29% |
False |
False |
3,809 |
| 20 |
1.0931 |
1.0479 |
0.0452 |
4.3% |
0.0069 |
0.7% |
20% |
False |
False |
1,925 |
| 40 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0051 |
0.5% |
15% |
False |
False |
969 |
| 60 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0040 |
0.4% |
15% |
False |
False |
648 |
| 80 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0032 |
0.3% |
15% |
False |
False |
486 |
| 100 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0026 |
0.2% |
15% |
False |
False |
389 |
| 120 |
1.1061 |
1.0479 |
0.0582 |
5.5% |
0.0022 |
0.2% |
15% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0804 |
|
1.618 |
1.0729 |
|
1.000 |
1.0683 |
|
0.618 |
1.0654 |
|
HIGH |
1.0608 |
|
0.618 |
1.0579 |
|
0.500 |
1.0571 |
|
0.382 |
1.0562 |
|
LOW |
1.0533 |
|
0.618 |
1.0487 |
|
1.000 |
1.0458 |
|
1.618 |
1.0412 |
|
2.618 |
1.0337 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0563 |
| PP |
1.0570 |
1.0558 |
| S1 |
1.0569 |
1.0554 |
|