CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0568 |
1.0511 |
-0.0057 |
-0.5% |
1.0626 |
| High |
1.0615 |
1.0590 |
-0.0025 |
-0.2% |
1.0657 |
| Low |
1.0502 |
1.0463 |
-0.0039 |
-0.4% |
1.0479 |
| Close |
1.0509 |
1.0566 |
0.0057 |
0.5% |
1.0520 |
| Range |
0.0113 |
0.0127 |
0.0014 |
12.4% |
0.0178 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.4% |
0.0000 |
| Volume |
19,174 |
22,409 |
3,235 |
16.9% |
11,028 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0870 |
1.0636 |
|
| R3 |
1.0794 |
1.0743 |
1.0601 |
|
| R2 |
1.0667 |
1.0667 |
1.0589 |
|
| R1 |
1.0616 |
1.0616 |
1.0578 |
1.0642 |
| PP |
1.0540 |
1.0540 |
1.0540 |
1.0552 |
| S1 |
1.0489 |
1.0489 |
1.0554 |
1.0515 |
| S2 |
1.0413 |
1.0413 |
1.0543 |
|
| S3 |
1.0286 |
1.0362 |
1.0531 |
|
| S4 |
1.0159 |
1.0235 |
1.0496 |
|
|
| 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 |
1.0628 |
1.0463 |
0.0165 |
1.6% |
0.0108 |
1.0% |
62% |
False |
True |
14,507 |
| 10 |
1.0702 |
1.0463 |
0.0239 |
2.3% |
0.0091 |
0.9% |
43% |
False |
True |
7,873 |
| 20 |
1.0903 |
1.0463 |
0.0440 |
4.2% |
0.0076 |
0.7% |
23% |
False |
True |
4,004 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0053 |
0.5% |
17% |
False |
True |
2,007 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0044 |
0.4% |
17% |
False |
True |
1,341 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0035 |
0.3% |
17% |
False |
True |
1,006 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0028 |
0.3% |
17% |
False |
True |
805 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0024 |
0.2% |
17% |
False |
True |
671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.0922 |
|
1.618 |
1.0795 |
|
1.000 |
1.0717 |
|
0.618 |
1.0668 |
|
HIGH |
1.0590 |
|
0.618 |
1.0541 |
|
0.500 |
1.0527 |
|
0.382 |
1.0512 |
|
LOW |
1.0463 |
|
0.618 |
1.0385 |
|
1.000 |
1.0336 |
|
1.618 |
1.0258 |
|
2.618 |
1.0131 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0557 |
| PP |
1.0540 |
1.0548 |
| S1 |
1.0527 |
1.0539 |
|