CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0659 |
1.0708 |
0.0049 |
0.5% |
1.0766 |
| High |
1.0723 |
1.0756 |
0.0033 |
0.3% |
1.0774 |
| Low |
1.0628 |
1.0698 |
0.0070 |
0.7% |
1.0614 |
| Close |
1.0711 |
1.0729 |
0.0018 |
0.2% |
1.0729 |
| Range |
0.0095 |
0.0058 |
-0.0037 |
-38.9% |
0.0160 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
27,890 |
23,298 |
-4,592 |
-16.5% |
139,387 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0873 |
1.0761 |
|
| R3 |
1.0844 |
1.0815 |
1.0745 |
|
| R2 |
1.0786 |
1.0786 |
1.0740 |
|
| R1 |
1.0757 |
1.0757 |
1.0734 |
1.0772 |
| PP |
1.0728 |
1.0728 |
1.0728 |
1.0735 |
| S1 |
1.0699 |
1.0699 |
1.0724 |
1.0714 |
| S2 |
1.0670 |
1.0670 |
1.0718 |
|
| S3 |
1.0612 |
1.0641 |
1.0713 |
|
| S4 |
1.0554 |
1.0583 |
1.0697 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1117 |
1.0817 |
|
| R3 |
1.1026 |
1.0957 |
1.0773 |
|
| R2 |
1.0866 |
1.0866 |
1.0758 |
|
| R1 |
1.0797 |
1.0797 |
1.0744 |
1.0752 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0683 |
| S1 |
1.0637 |
1.0637 |
1.0714 |
1.0592 |
| S2 |
1.0546 |
1.0546 |
1.0700 |
|
| S3 |
1.0386 |
1.0477 |
1.0685 |
|
| S4 |
1.0226 |
1.0317 |
1.0641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0774 |
1.0614 |
0.0160 |
1.5% |
0.0080 |
0.7% |
72% |
False |
False |
27,877 |
| 10 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0078 |
0.7% |
65% |
False |
False |
29,375 |
| 20 |
1.0831 |
1.0609 |
0.0222 |
2.1% |
0.0075 |
0.7% |
54% |
False |
False |
30,392 |
| 40 |
1.0838 |
1.0287 |
0.0551 |
5.1% |
0.0071 |
0.7% |
80% |
False |
False |
17,834 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0057 |
0.5% |
86% |
False |
False |
11,892 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0050 |
0.5% |
86% |
False |
False |
8,926 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0042 |
0.4% |
86% |
False |
False |
7,141 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0036 |
0.3% |
65% |
False |
False |
5,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0908 |
|
1.618 |
1.0850 |
|
1.000 |
1.0814 |
|
0.618 |
1.0792 |
|
HIGH |
1.0756 |
|
0.618 |
1.0734 |
|
0.500 |
1.0727 |
|
0.382 |
1.0720 |
|
LOW |
1.0698 |
|
0.618 |
1.0662 |
|
1.000 |
1.0640 |
|
1.618 |
1.0604 |
|
2.618 |
1.0546 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0714 |
| PP |
1.0728 |
1.0700 |
| S1 |
1.0727 |
1.0685 |
|