CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0668 |
-0.0023 |
-0.2% |
1.0731 |
| High |
1.0701 |
1.0771 |
0.0070 |
0.7% |
1.0740 |
| Low |
1.0652 |
1.0661 |
0.0009 |
0.1% |
1.0632 |
| Close |
1.0661 |
1.0759 |
0.0098 |
0.9% |
1.0649 |
| Range |
0.0049 |
0.0110 |
0.0061 |
124.5% |
0.0108 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.8% |
0.0000 |
| Volume |
29,536 |
30,435 |
899 |
3.0% |
162,458 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.1020 |
1.0820 |
|
| R3 |
1.0950 |
1.0910 |
1.0789 |
|
| R2 |
1.0840 |
1.0840 |
1.0779 |
|
| R1 |
1.0800 |
1.0800 |
1.0769 |
1.0820 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0741 |
| S1 |
1.0690 |
1.0690 |
1.0749 |
1.0710 |
| S2 |
1.0620 |
1.0620 |
1.0739 |
|
| S3 |
1.0510 |
1.0580 |
1.0729 |
|
| S4 |
1.0400 |
1.0470 |
1.0699 |
|
|
| 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 |
1.0771 |
1.0609 |
0.0162 |
1.5% |
0.0082 |
0.8% |
93% |
True |
False |
33,124 |
| 10 |
1.0785 |
1.0609 |
0.0176 |
1.6% |
0.0075 |
0.7% |
85% |
False |
False |
32,250 |
| 20 |
1.0838 |
1.0456 |
0.0382 |
3.6% |
0.0082 |
0.8% |
79% |
False |
False |
26,868 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.4% |
0.0062 |
0.6% |
86% |
False |
False |
13,624 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0051 |
0.5% |
90% |
False |
False |
9,085 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0047 |
0.4% |
90% |
False |
False |
6,821 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0038 |
0.4% |
90% |
False |
False |
5,457 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0032 |
0.3% |
68% |
False |
False |
4,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1059 |
|
1.618 |
1.0949 |
|
1.000 |
1.0881 |
|
0.618 |
1.0839 |
|
HIGH |
1.0771 |
|
0.618 |
1.0729 |
|
0.500 |
1.0716 |
|
0.382 |
1.0703 |
|
LOW |
1.0661 |
|
0.618 |
1.0593 |
|
1.000 |
1.0551 |
|
1.618 |
1.0483 |
|
2.618 |
1.0373 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0743 |
| PP |
1.0730 |
1.0727 |
| S1 |
1.0716 |
1.0712 |
|