CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0490 |
-0.0065 |
-0.6% |
1.0619 |
| High |
1.0562 |
1.0575 |
0.0013 |
0.1% |
1.0652 |
| Low |
1.0476 |
1.0483 |
0.0007 |
0.1% |
1.0547 |
| Close |
1.0496 |
1.0546 |
0.0050 |
0.5% |
1.0636 |
| Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0105 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.8% |
0.0000 |
| Volume |
29,009 |
28,744 |
-265 |
-0.9% |
169,578 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0770 |
1.0597 |
|
| R3 |
1.0719 |
1.0678 |
1.0571 |
|
| R2 |
1.0627 |
1.0627 |
1.0563 |
|
| R1 |
1.0586 |
1.0586 |
1.0554 |
1.0607 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0545 |
| S1 |
1.0494 |
1.0494 |
1.0538 |
1.0515 |
| S2 |
1.0443 |
1.0443 |
1.0529 |
|
| S3 |
1.0351 |
1.0402 |
1.0521 |
|
| S4 |
1.0259 |
1.0310 |
1.0495 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0886 |
1.0694 |
|
| R3 |
1.0822 |
1.0781 |
1.0665 |
|
| R2 |
1.0717 |
1.0717 |
1.0655 |
|
| R1 |
1.0676 |
1.0676 |
1.0646 |
1.0697 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0622 |
| S1 |
1.0571 |
1.0571 |
1.0626 |
1.0592 |
| S2 |
1.0507 |
1.0507 |
1.0617 |
|
| S3 |
1.0402 |
1.0466 |
1.0607 |
|
| S4 |
1.0297 |
1.0361 |
1.0578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0738 |
1.0476 |
0.0262 |
2.5% |
0.0100 |
0.9% |
27% |
False |
False |
31,206 |
| 10 |
1.0738 |
1.0476 |
0.0262 |
2.5% |
0.0089 |
0.8% |
27% |
False |
False |
34,888 |
| 20 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0090 |
0.9% |
30% |
False |
False |
21,381 |
| 40 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0067 |
0.6% |
14% |
False |
False |
10,727 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0057 |
0.5% |
14% |
False |
False |
7,154 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0046 |
0.4% |
14% |
False |
False |
5,367 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0037 |
0.4% |
14% |
False |
False |
4,293 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0031 |
0.3% |
14% |
False |
False |
3,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0816 |
|
1.618 |
1.0724 |
|
1.000 |
1.0667 |
|
0.618 |
1.0632 |
|
HIGH |
1.0575 |
|
0.618 |
1.0540 |
|
0.500 |
1.0529 |
|
0.382 |
1.0518 |
|
LOW |
1.0483 |
|
0.618 |
1.0426 |
|
1.000 |
1.0391 |
|
1.618 |
1.0334 |
|
2.618 |
1.0242 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0539 |
| PP |
1.0535 |
1.0532 |
| S1 |
1.0529 |
1.0526 |
|