CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0600 |
0.0034 |
0.3% |
1.0517 |
| High |
1.0638 |
1.0609 |
-0.0029 |
-0.3% |
1.0673 |
| Low |
1.0560 |
1.0557 |
-0.0003 |
0.0% |
1.0463 |
| Close |
1.0609 |
1.0578 |
-0.0031 |
-0.3% |
1.0646 |
| Range |
0.0078 |
0.0052 |
-0.0026 |
-33.3% |
0.0210 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
34,303 |
27,098 |
-7,205 |
-21.0% |
121,302 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0710 |
1.0607 |
|
| R3 |
1.0685 |
1.0658 |
1.0592 |
|
| R2 |
1.0633 |
1.0633 |
1.0588 |
|
| R1 |
1.0606 |
1.0606 |
1.0583 |
1.0594 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0575 |
| S1 |
1.0554 |
1.0554 |
1.0573 |
1.0542 |
| S2 |
1.0529 |
1.0529 |
1.0568 |
|
| S3 |
1.0477 |
1.0502 |
1.0564 |
|
| S4 |
1.0425 |
1.0450 |
1.0549 |
|
|
| 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 |
1.0547 |
0.0126 |
1.2% |
0.0079 |
0.7% |
25% |
False |
False |
38,570 |
| 10 |
1.0673 |
1.0463 |
0.0210 |
2.0% |
0.0093 |
0.9% |
55% |
False |
False |
26,538 |
| 20 |
1.0832 |
1.0463 |
0.0369 |
3.5% |
0.0081 |
0.8% |
31% |
False |
False |
13,633 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0059 |
0.6% |
19% |
False |
False |
6,827 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0049 |
0.5% |
19% |
False |
False |
4,554 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0040 |
0.4% |
19% |
False |
False |
3,416 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0032 |
0.3% |
19% |
False |
False |
2,733 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0027 |
0.3% |
19% |
False |
False |
2,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0830 |
|
2.618 |
1.0745 |
|
1.618 |
1.0693 |
|
1.000 |
1.0661 |
|
0.618 |
1.0641 |
|
HIGH |
1.0609 |
|
0.618 |
1.0589 |
|
0.500 |
1.0583 |
|
0.382 |
1.0577 |
|
LOW |
1.0557 |
|
0.618 |
1.0525 |
|
1.000 |
1.0505 |
|
1.618 |
1.0473 |
|
2.618 |
1.0421 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0583 |
1.0593 |
| PP |
1.0581 |
1.0588 |
| S1 |
1.0580 |
1.0583 |
|