CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0581 |
-0.0038 |
-0.4% |
1.0517 |
| High |
1.0630 |
1.0622 |
-0.0008 |
-0.1% |
1.0673 |
| Low |
1.0551 |
1.0547 |
-0.0004 |
0.0% |
1.0463 |
| Close |
1.0588 |
1.0564 |
-0.0024 |
-0.2% |
1.0646 |
| Range |
0.0079 |
0.0075 |
-0.0004 |
-5.1% |
0.0210 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
41,146 |
36,258 |
-4,888 |
-11.9% |
121,302 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0758 |
1.0605 |
|
| R3 |
1.0728 |
1.0683 |
1.0585 |
|
| R2 |
1.0653 |
1.0653 |
1.0578 |
|
| R1 |
1.0608 |
1.0608 |
1.0571 |
1.0593 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0570 |
| S1 |
1.0533 |
1.0533 |
1.0557 |
1.0518 |
| S2 |
1.0503 |
1.0503 |
1.0550 |
|
| S3 |
1.0428 |
1.0458 |
1.0543 |
|
| S4 |
1.0353 |
1.0383 |
1.0523 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1145 |
1.0762 |
|
| R3 |
1.1014 |
1.0935 |
1.0704 |
|
| R2 |
1.0804 |
1.0804 |
1.0685 |
|
| R1 |
1.0725 |
1.0725 |
1.0665 |
1.0765 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0614 |
| S1 |
1.0515 |
1.0515 |
1.0627 |
1.0555 |
| S2 |
1.0384 |
1.0384 |
1.0608 |
|
| S3 |
1.0174 |
1.0305 |
1.0588 |
|
| S4 |
0.9964 |
1.0095 |
1.0531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0101 |
1.0% |
48% |
False |
False |
34,606 |
| 10 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0099 |
0.9% |
48% |
False |
False |
20,896 |
| 20 |
1.0903 |
1.0463 |
0.0440 |
4.2% |
0.0082 |
0.8% |
23% |
False |
False |
10,571 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0057 |
0.5% |
17% |
False |
False |
5,293 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0048 |
0.5% |
17% |
False |
False |
3,531 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0039 |
0.4% |
17% |
False |
False |
2,649 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0031 |
0.3% |
17% |
False |
False |
2,119 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0026 |
0.2% |
17% |
False |
False |
1,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0818 |
|
1.618 |
1.0743 |
|
1.000 |
1.0697 |
|
0.618 |
1.0668 |
|
HIGH |
1.0622 |
|
0.618 |
1.0593 |
|
0.500 |
1.0585 |
|
0.382 |
1.0576 |
|
LOW |
1.0547 |
|
0.618 |
1.0501 |
|
1.000 |
1.0472 |
|
1.618 |
1.0426 |
|
2.618 |
1.0351 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0610 |
| PP |
1.0578 |
1.0595 |
| S1 |
1.0571 |
1.0579 |
|