CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0500 |
-0.0071 |
-0.7% |
1.0600 |
| High |
1.0571 |
1.0512 |
-0.0059 |
-0.6% |
1.0654 |
| Low |
1.0571 |
1.0500 |
-0.0071 |
-0.7% |
1.0577 |
| Close |
1.0571 |
1.0512 |
-0.0059 |
-0.6% |
1.0652 |
| Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0077 |
| ATR |
0.0049 |
0.0050 |
0.0002 |
3.2% |
0.0000 |
| Volume |
17 |
17 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0540 |
1.0519 |
|
| R3 |
1.0532 |
1.0528 |
1.0515 |
|
| R2 |
1.0520 |
1.0520 |
1.0514 |
|
| R1 |
1.0516 |
1.0516 |
1.0513 |
1.0518 |
| PP |
1.0508 |
1.0508 |
1.0508 |
1.0509 |
| S1 |
1.0504 |
1.0504 |
1.0511 |
1.0506 |
| S2 |
1.0496 |
1.0496 |
1.0510 |
|
| S3 |
1.0484 |
1.0492 |
1.0509 |
|
| S4 |
1.0472 |
1.0480 |
1.0505 |
|
|
| 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 |
1.0500 |
0.0242 |
2.3% |
0.0037 |
0.4% |
5% |
False |
True |
7 |
| 10 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0018 |
0.2% |
5% |
False |
True |
4 |
| 20 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0009 |
0.1% |
5% |
False |
True |
2 |
| 40 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0005 |
0.0% |
2% |
False |
True |
1 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0003 |
0.0% |
2% |
False |
True |
1 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0003 |
0.0% |
2% |
False |
True |
1 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.2% |
0.0003 |
0.0% |
2% |
False |
True |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0543 |
|
1.618 |
1.0531 |
|
1.000 |
1.0524 |
|
0.618 |
1.0519 |
|
HIGH |
1.0512 |
|
0.618 |
1.0507 |
|
0.500 |
1.0506 |
|
0.382 |
1.0505 |
|
LOW |
1.0500 |
|
0.618 |
1.0493 |
|
1.000 |
1.0488 |
|
1.618 |
1.0481 |
|
2.618 |
1.0469 |
|
4.250 |
1.0449 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0621 |
| PP |
1.0508 |
1.0585 |
| S1 |
1.0506 |
1.0548 |
|