CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0672 |
1.0691 |
0.0019 |
0.2% |
1.0731 |
| High |
1.0728 |
1.0701 |
-0.0027 |
-0.3% |
1.0740 |
| Low |
1.0665 |
1.0652 |
-0.0013 |
-0.1% |
1.0632 |
| Close |
1.0692 |
1.0661 |
-0.0031 |
-0.3% |
1.0649 |
| Range |
0.0063 |
0.0049 |
-0.0014 |
-22.2% |
0.0108 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
29,199 |
29,536 |
337 |
1.2% |
162,458 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0789 |
1.0688 |
|
| R3 |
1.0769 |
1.0740 |
1.0674 |
|
| R2 |
1.0720 |
1.0720 |
1.0670 |
|
| R1 |
1.0691 |
1.0691 |
1.0665 |
1.0681 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0667 |
| S1 |
1.0642 |
1.0642 |
1.0657 |
1.0632 |
| S2 |
1.0622 |
1.0622 |
1.0652 |
|
| S3 |
1.0573 |
1.0593 |
1.0648 |
|
| S4 |
1.0524 |
1.0544 |
1.0634 |
|
|
| 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 |
1.0728 |
1.0609 |
0.0119 |
1.1% |
0.0073 |
0.7% |
44% |
False |
False |
33,701 |
| 10 |
1.0810 |
1.0609 |
0.0201 |
1.9% |
0.0075 |
0.7% |
26% |
False |
False |
32,146 |
| 20 |
1.0838 |
1.0450 |
0.0388 |
3.6% |
0.0080 |
0.7% |
54% |
False |
False |
25,549 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.5% |
0.0060 |
0.6% |
70% |
False |
False |
12,863 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0050 |
0.5% |
76% |
False |
False |
8,578 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0046 |
0.4% |
76% |
False |
False |
6,440 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0037 |
0.3% |
76% |
False |
False |
5,152 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0032 |
0.3% |
58% |
False |
False |
4,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0909 |
|
2.618 |
1.0829 |
|
1.618 |
1.0780 |
|
1.000 |
1.0750 |
|
0.618 |
1.0731 |
|
HIGH |
1.0701 |
|
0.618 |
1.0682 |
|
0.500 |
1.0677 |
|
0.382 |
1.0671 |
|
LOW |
1.0652 |
|
0.618 |
1.0622 |
|
1.000 |
1.0603 |
|
1.618 |
1.0573 |
|
2.618 |
1.0524 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0677 |
1.0669 |
| PP |
1.0671 |
1.0666 |
| S1 |
1.0666 |
1.0664 |
|