CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0668 |
1.0761 |
0.0093 |
0.9% |
1.0651 |
| High |
1.0771 |
1.0793 |
0.0022 |
0.2% |
1.0793 |
| Low |
1.0661 |
1.0738 |
0.0077 |
0.7% |
1.0609 |
| Close |
1.0759 |
1.0771 |
0.0012 |
0.1% |
1.0771 |
| Range |
0.0110 |
0.0055 |
-0.0055 |
-50.0% |
0.0184 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
30,435 |
29,046 |
-1,389 |
-4.6% |
154,367 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0907 |
1.0801 |
|
| R3 |
1.0877 |
1.0852 |
1.0786 |
|
| R2 |
1.0822 |
1.0822 |
1.0781 |
|
| R1 |
1.0797 |
1.0797 |
1.0776 |
1.0810 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0774 |
| S1 |
1.0742 |
1.0742 |
1.0766 |
1.0755 |
| S2 |
1.0712 |
1.0712 |
1.0761 |
|
| S3 |
1.0657 |
1.0687 |
1.0756 |
|
| S4 |
1.0602 |
1.0632 |
1.0741 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1208 |
1.0872 |
|
| R3 |
1.1092 |
1.1024 |
1.0822 |
|
| R2 |
1.0908 |
1.0908 |
1.0805 |
|
| R1 |
1.0840 |
1.0840 |
1.0788 |
1.0874 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0742 |
| S1 |
1.0656 |
1.0656 |
1.0754 |
1.0690 |
| S2 |
1.0540 |
1.0540 |
1.0737 |
|
| S3 |
1.0356 |
1.0472 |
1.0720 |
|
| S4 |
1.0172 |
1.0288 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0075 |
0.7% |
88% |
True |
False |
30,873 |
| 10 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0074 |
0.7% |
88% |
True |
False |
31,682 |
| 20 |
1.0838 |
1.0560 |
0.0278 |
2.6% |
0.0077 |
0.7% |
76% |
False |
False |
28,207 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.4% |
0.0063 |
0.6% |
89% |
False |
False |
14,350 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0052 |
0.5% |
91% |
False |
False |
9,569 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0048 |
0.4% |
91% |
False |
False |
7,184 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0038 |
0.4% |
91% |
False |
False |
5,747 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.2% |
0.0032 |
0.3% |
69% |
False |
False |
4,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0937 |
|
1.618 |
1.0882 |
|
1.000 |
1.0848 |
|
0.618 |
1.0827 |
|
HIGH |
1.0793 |
|
0.618 |
1.0772 |
|
0.500 |
1.0766 |
|
0.382 |
1.0759 |
|
LOW |
1.0738 |
|
0.618 |
1.0704 |
|
1.000 |
1.0683 |
|
1.618 |
1.0649 |
|
2.618 |
1.0594 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0755 |
| PP |
1.0767 |
1.0739 |
| S1 |
1.0766 |
1.0723 |
|