CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0725 |
-0.0003 |
0.0% |
1.0766 |
| High |
1.0743 |
1.0813 |
0.0070 |
0.7% |
1.0774 |
| Low |
1.0681 |
1.0718 |
0.0037 |
0.3% |
1.0614 |
| Close |
1.0718 |
1.0801 |
0.0083 |
0.8% |
1.0729 |
| Range |
0.0062 |
0.0095 |
0.0033 |
53.2% |
0.0160 |
| ATR |
0.0074 |
0.0076 |
0.0001 |
2.0% |
0.0000 |
| Volume |
22,092 |
30,610 |
8,518 |
38.6% |
139,387 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1027 |
1.0853 |
|
| R3 |
1.0967 |
1.0932 |
1.0827 |
|
| R2 |
1.0872 |
1.0872 |
1.0818 |
|
| R1 |
1.0837 |
1.0837 |
1.0810 |
1.0855 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0786 |
| S1 |
1.0742 |
1.0742 |
1.0792 |
1.0760 |
| S2 |
1.0682 |
1.0682 |
1.0784 |
|
| S3 |
1.0587 |
1.0647 |
1.0775 |
|
| S4 |
1.0492 |
1.0552 |
1.0749 |
|
|
| 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 |
1.0813 |
1.0614 |
0.0199 |
1.8% |
0.0075 |
0.7% |
94% |
True |
False |
25,951 |
| 10 |
1.0813 |
1.0614 |
0.0199 |
1.8% |
0.0077 |
0.7% |
94% |
True |
False |
28,110 |
| 20 |
1.0816 |
1.0609 |
0.0207 |
1.9% |
0.0076 |
0.7% |
93% |
False |
False |
30,093 |
| 40 |
1.0838 |
1.0385 |
0.0453 |
4.2% |
0.0074 |
0.7% |
92% |
False |
False |
19,149 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0059 |
0.5% |
95% |
False |
False |
12,770 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0052 |
0.5% |
95% |
False |
False |
9,585 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0044 |
0.4% |
95% |
False |
False |
7,668 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.2% |
0.0037 |
0.3% |
72% |
False |
False |
6,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1062 |
|
1.618 |
1.0967 |
|
1.000 |
1.0908 |
|
0.618 |
1.0872 |
|
HIGH |
1.0813 |
|
0.618 |
1.0777 |
|
0.500 |
1.0766 |
|
0.382 |
1.0754 |
|
LOW |
1.0718 |
|
0.618 |
1.0659 |
|
1.000 |
1.0623 |
|
1.618 |
1.0564 |
|
2.618 |
1.0469 |
|
4.250 |
1.0314 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0783 |
| PP |
1.0777 |
1.0765 |
| S1 |
1.0766 |
1.0747 |
|