CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0646 |
-0.0082 |
-0.8% |
1.0651 |
| High |
1.0738 |
1.0678 |
-0.0060 |
-0.6% |
1.0793 |
| Low |
1.0630 |
1.0614 |
-0.0016 |
-0.2% |
1.0609 |
| Close |
1.0646 |
1.0666 |
0.0020 |
0.2% |
1.0771 |
| Range |
0.0108 |
0.0064 |
-0.0044 |
-40.7% |
0.0184 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
37,962 |
25,867 |
-12,095 |
-31.9% |
154,367 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0819 |
1.0701 |
|
| R3 |
1.0781 |
1.0755 |
1.0684 |
|
| R2 |
1.0717 |
1.0717 |
1.0678 |
|
| R1 |
1.0691 |
1.0691 |
1.0672 |
1.0704 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0659 |
| S1 |
1.0627 |
1.0627 |
1.0660 |
1.0640 |
| S2 |
1.0589 |
1.0589 |
1.0654 |
|
| S3 |
1.0525 |
1.0563 |
1.0648 |
|
| S4 |
1.0461 |
1.0499 |
1.0631 |
|
|
| 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 |
1.0614 |
0.0179 |
1.7% |
0.0083 |
0.8% |
29% |
False |
True |
29,536 |
| 10 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0078 |
0.7% |
31% |
False |
False |
31,618 |
| 20 |
1.0838 |
1.0609 |
0.0229 |
2.1% |
0.0078 |
0.7% |
25% |
False |
False |
30,665 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.5% |
0.0069 |
0.6% |
71% |
False |
False |
16,555 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0055 |
0.5% |
77% |
False |
False |
11,039 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0049 |
0.5% |
77% |
False |
False |
8,286 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.1% |
0.0041 |
0.4% |
77% |
False |
False |
6,629 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0034 |
0.3% |
58% |
False |
False |
5,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0846 |
|
1.618 |
1.0782 |
|
1.000 |
1.0742 |
|
0.618 |
1.0718 |
|
HIGH |
1.0678 |
|
0.618 |
1.0654 |
|
0.500 |
1.0646 |
|
0.382 |
1.0638 |
|
LOW |
1.0614 |
|
0.618 |
1.0574 |
|
1.000 |
1.0550 |
|
1.618 |
1.0510 |
|
2.618 |
1.0446 |
|
4.250 |
1.0342 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0694 |
| PP |
1.0653 |
1.0685 |
| S1 |
1.0646 |
1.0675 |
|