CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0651 |
-0.0035 |
-0.3% |
1.0731 |
| High |
1.0726 |
1.0707 |
-0.0019 |
-0.2% |
1.0740 |
| Low |
1.0636 |
1.0609 |
-0.0027 |
-0.3% |
1.0632 |
| Close |
1.0649 |
1.0671 |
0.0022 |
0.2% |
1.0649 |
| Range |
0.0090 |
0.0098 |
0.0008 |
8.9% |
0.0108 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.5% |
0.0000 |
| Volume |
40,303 |
36,151 |
-4,152 |
-10.3% |
162,458 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0912 |
1.0725 |
|
| R3 |
1.0858 |
1.0814 |
1.0698 |
|
| R2 |
1.0760 |
1.0760 |
1.0689 |
|
| R1 |
1.0716 |
1.0716 |
1.0680 |
1.0738 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0674 |
| S1 |
1.0618 |
1.0618 |
1.0662 |
1.0640 |
| S2 |
1.0564 |
1.0564 |
1.0653 |
|
| S3 |
1.0466 |
1.0520 |
1.0644 |
|
| S4 |
1.0368 |
1.0422 |
1.0617 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0931 |
1.0708 |
|
| R3 |
1.0890 |
1.0823 |
1.0679 |
|
| R2 |
1.0782 |
1.0782 |
1.0669 |
|
| R1 |
1.0715 |
1.0715 |
1.0659 |
1.0695 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0663 |
| S1 |
1.0607 |
1.0607 |
1.0639 |
1.0587 |
| S2 |
1.0566 |
1.0566 |
1.0629 |
|
| S3 |
1.0458 |
1.0499 |
1.0619 |
|
| S4 |
1.0350 |
1.0391 |
1.0590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0733 |
1.0609 |
0.0124 |
1.2% |
0.0076 |
0.7% |
50% |
False |
True |
33,995 |
| 10 |
1.0831 |
1.0609 |
0.0222 |
2.1% |
0.0075 |
0.7% |
28% |
False |
True |
31,900 |
| 20 |
1.0838 |
1.0430 |
0.0408 |
3.8% |
0.0081 |
0.8% |
59% |
False |
False |
22,722 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.5% |
0.0058 |
0.5% |
71% |
False |
False |
11,395 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0049 |
0.5% |
78% |
False |
False |
7,600 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0044 |
0.4% |
78% |
False |
False |
5,706 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0036 |
0.3% |
78% |
False |
False |
4,565 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0031 |
0.3% |
59% |
False |
False |
3,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.0964 |
|
1.618 |
1.0866 |
|
1.000 |
1.0805 |
|
0.618 |
1.0768 |
|
HIGH |
1.0707 |
|
0.618 |
1.0670 |
|
0.500 |
1.0658 |
|
0.382 |
1.0646 |
|
LOW |
1.0609 |
|
0.618 |
1.0548 |
|
1.000 |
1.0511 |
|
1.618 |
1.0450 |
|
2.618 |
1.0352 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0670 |
| PP |
1.0662 |
1.0669 |
| S1 |
1.0658 |
1.0668 |
|