CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0708 |
1.0728 |
0.0020 |
0.2% |
1.0766 |
| High |
1.0756 |
1.0743 |
-0.0013 |
-0.1% |
1.0774 |
| Low |
1.0698 |
1.0681 |
-0.0017 |
-0.2% |
1.0614 |
| Close |
1.0729 |
1.0718 |
-0.0011 |
-0.1% |
1.0729 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.9% |
0.0160 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
23,298 |
22,092 |
-1,206 |
-5.2% |
139,387 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0871 |
1.0752 |
|
| R3 |
1.0838 |
1.0809 |
1.0735 |
|
| R2 |
1.0776 |
1.0776 |
1.0729 |
|
| R1 |
1.0747 |
1.0747 |
1.0724 |
1.0731 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0706 |
| S1 |
1.0685 |
1.0685 |
1.0712 |
1.0669 |
| S2 |
1.0652 |
1.0652 |
1.0707 |
|
| S3 |
1.0590 |
1.0623 |
1.0701 |
|
| S4 |
1.0528 |
1.0561 |
1.0684 |
|
|
| 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 |
1.0756 |
1.0614 |
0.0142 |
1.3% |
0.0077 |
0.7% |
73% |
False |
False |
27,421 |
| 10 |
1.0793 |
1.0614 |
0.0179 |
1.7% |
0.0074 |
0.7% |
58% |
False |
False |
27,969 |
| 20 |
1.0831 |
1.0609 |
0.0222 |
2.1% |
0.0075 |
0.7% |
49% |
False |
False |
29,935 |
| 40 |
1.0838 |
1.0287 |
0.0551 |
5.1% |
0.0072 |
0.7% |
78% |
False |
False |
18,384 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0057 |
0.5% |
84% |
False |
False |
12,260 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0051 |
0.5% |
84% |
False |
False |
9,202 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0043 |
0.4% |
84% |
False |
False |
7,362 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0036 |
0.3% |
64% |
False |
False |
6,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0905 |
|
1.618 |
1.0843 |
|
1.000 |
1.0805 |
|
0.618 |
1.0781 |
|
HIGH |
1.0743 |
|
0.618 |
1.0719 |
|
0.500 |
1.0712 |
|
0.382 |
1.0705 |
|
LOW |
1.0681 |
|
0.618 |
1.0643 |
|
1.000 |
1.0619 |
|
1.618 |
1.0581 |
|
2.618 |
1.0519 |
|
4.250 |
1.0418 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0716 |
1.0709 |
| PP |
1.0714 |
1.0701 |
| S1 |
1.0712 |
1.0692 |
|