CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0733 |
0.0079 |
0.7% |
1.0600 |
| High |
1.0654 |
1.0742 |
0.0088 |
0.8% |
1.0654 |
| Low |
1.0652 |
1.0576 |
-0.0076 |
-0.7% |
1.0577 |
| Close |
1.0652 |
1.0576 |
-0.0076 |
-0.7% |
1.0652 |
| Range |
0.0002 |
0.0166 |
0.0164 |
8,200.0% |
0.0077 |
| ATR |
0.0043 |
0.0052 |
0.0009 |
20.2% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
5 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1019 |
1.0667 |
|
| R3 |
1.0963 |
1.0853 |
1.0622 |
|
| R2 |
1.0797 |
1.0797 |
1.0606 |
|
| R1 |
1.0687 |
1.0687 |
1.0591 |
1.0659 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0618 |
| S1 |
1.0521 |
1.0521 |
1.0561 |
1.0493 |
| S2 |
1.0465 |
1.0465 |
1.0546 |
|
| S3 |
1.0299 |
1.0355 |
1.0530 |
|
| S4 |
1.0133 |
1.0189 |
1.0485 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0832 |
1.0694 |
|
| R3 |
1.0782 |
1.0755 |
1.0673 |
|
| R2 |
1.0705 |
1.0705 |
1.0666 |
|
| R1 |
1.0678 |
1.0678 |
1.0659 |
1.0692 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0634 |
| S1 |
1.0601 |
1.0601 |
1.0645 |
1.0615 |
| S2 |
1.0551 |
1.0551 |
1.0638 |
|
| S3 |
1.0474 |
1.0524 |
1.0631 |
|
| S4 |
1.0397 |
1.0447 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0742 |
1.0576 |
0.0166 |
1.6% |
0.0034 |
0.3% |
0% |
True |
True |
1 |
| 10 |
1.0742 |
1.0522 |
0.0220 |
2.1% |
0.0017 |
0.2% |
25% |
True |
False |
|
| 20 |
1.0768 |
1.0522 |
0.0246 |
2.3% |
0.0009 |
0.1% |
22% |
False |
False |
|
| 40 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0005 |
0.0% |
10% |
False |
False |
1 |
| 60 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0003 |
0.0% |
10% |
False |
False |
1 |
| 80 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0002 |
0.0% |
10% |
False |
False |
1 |
| 100 |
1.1048 |
1.0522 |
0.0526 |
5.0% |
0.0003 |
0.0% |
10% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1177 |
|
1.618 |
1.1011 |
|
1.000 |
1.0908 |
|
0.618 |
1.0845 |
|
HIGH |
1.0742 |
|
0.618 |
1.0679 |
|
0.500 |
1.0659 |
|
0.382 |
1.0639 |
|
LOW |
1.0576 |
|
0.618 |
1.0473 |
|
1.000 |
1.0410 |
|
1.618 |
1.0307 |
|
2.618 |
1.0141 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0659 |
| PP |
1.0631 |
1.0631 |
| S1 |
1.0604 |
1.0604 |
|