CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0646 |
1.0659 |
0.0013 |
0.1% |
1.0651 |
| High |
1.0678 |
1.0723 |
0.0045 |
0.4% |
1.0793 |
| Low |
1.0614 |
1.0628 |
0.0014 |
0.1% |
1.0609 |
| Close |
1.0666 |
1.0711 |
0.0045 |
0.4% |
1.0771 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0184 |
| ATR |
0.0075 |
0.0077 |
0.0001 |
1.9% |
0.0000 |
| Volume |
25,867 |
27,890 |
2,023 |
7.8% |
154,367 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0937 |
1.0763 |
|
| R3 |
1.0877 |
1.0842 |
1.0737 |
|
| R2 |
1.0782 |
1.0782 |
1.0728 |
|
| R1 |
1.0747 |
1.0747 |
1.0720 |
1.0765 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0696 |
| S1 |
1.0652 |
1.0652 |
1.0702 |
1.0670 |
| S2 |
1.0592 |
1.0592 |
1.0694 |
|
| S3 |
1.0497 |
1.0557 |
1.0685 |
|
| S4 |
1.0402 |
1.0462 |
1.0659 |
|
|
| 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% |
0.0080 |
0.7% |
54% |
False |
False |
29,027 |
| 10 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0081 |
0.8% |
55% |
False |
False |
31,075 |
| 20 |
1.0838 |
1.0609 |
0.0229 |
2.1% |
0.0078 |
0.7% |
45% |
False |
False |
31,239 |
| 40 |
1.0838 |
1.0287 |
0.0551 |
5.1% |
0.0070 |
0.7% |
77% |
False |
False |
17,252 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0056 |
0.5% |
83% |
False |
False |
11,504 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0050 |
0.5% |
83% |
False |
False |
8,635 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0042 |
0.4% |
83% |
False |
False |
6,908 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0035 |
0.3% |
63% |
False |
False |
5,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0972 |
|
1.618 |
1.0877 |
|
1.000 |
1.0818 |
|
0.618 |
1.0782 |
|
HIGH |
1.0723 |
|
0.618 |
1.0687 |
|
0.500 |
1.0676 |
|
0.382 |
1.0664 |
|
LOW |
1.0628 |
|
0.618 |
1.0569 |
|
1.000 |
1.0533 |
|
1.618 |
1.0474 |
|
2.618 |
1.0379 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0699 |
| PP |
1.0687 |
1.0688 |
| S1 |
1.0676 |
1.0676 |
|