CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0766 |
1.0728 |
-0.0038 |
-0.4% |
1.0651 |
| High |
1.0774 |
1.0738 |
-0.0036 |
-0.3% |
1.0793 |
| Low |
1.0698 |
1.0630 |
-0.0068 |
-0.6% |
1.0609 |
| Close |
1.0730 |
1.0646 |
-0.0084 |
-0.8% |
1.0771 |
| Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0184 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.3% |
0.0000 |
| Volume |
24,370 |
37,962 |
13,592 |
55.8% |
154,367 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0929 |
1.0705 |
|
| R3 |
1.0887 |
1.0821 |
1.0676 |
|
| R2 |
1.0779 |
1.0779 |
1.0666 |
|
| R1 |
1.0713 |
1.0713 |
1.0656 |
1.0692 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0661 |
| S1 |
1.0605 |
1.0605 |
1.0636 |
1.0584 |
| S2 |
1.0563 |
1.0563 |
1.0626 |
|
| S3 |
1.0455 |
1.0497 |
1.0616 |
|
| S4 |
1.0347 |
1.0389 |
1.0587 |
|
|
| 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 |
1.0630 |
0.0163 |
1.5% |
0.0080 |
0.7% |
10% |
False |
True |
30,269 |
| 10 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0078 |
0.7% |
20% |
False |
False |
32,102 |
| 20 |
1.0838 |
1.0609 |
0.0229 |
2.2% |
0.0078 |
0.7% |
16% |
False |
False |
30,322 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.5% |
0.0068 |
0.6% |
67% |
False |
False |
15,908 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0054 |
0.5% |
75% |
False |
False |
10,608 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0048 |
0.5% |
75% |
False |
False |
7,963 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0040 |
0.4% |
75% |
False |
False |
6,370 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.4% |
0.0034 |
0.3% |
56% |
False |
False |
5,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1021 |
|
1.618 |
1.0913 |
|
1.000 |
1.0846 |
|
0.618 |
1.0805 |
|
HIGH |
1.0738 |
|
0.618 |
1.0697 |
|
0.500 |
1.0684 |
|
0.382 |
1.0671 |
|
LOW |
1.0630 |
|
0.618 |
1.0563 |
|
1.000 |
1.0522 |
|
1.618 |
1.0455 |
|
2.618 |
1.0347 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0712 |
| PP |
1.0671 |
1.0690 |
| S1 |
1.0659 |
1.0668 |
|