CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0850 |
0.0005 |
0.0% |
1.0766 |
| High |
1.0861 |
1.0860 |
-0.0001 |
0.0% |
1.0774 |
| Low |
1.0801 |
1.0812 |
0.0011 |
0.1% |
1.0614 |
| Close |
1.0857 |
1.0817 |
-0.0040 |
-0.4% |
1.0729 |
| Range |
0.0060 |
0.0048 |
-0.0012 |
-20.0% |
0.0160 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
33,367 |
28,027 |
-5,340 |
-16.0% |
139,387 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0943 |
1.0843 |
|
| R3 |
1.0926 |
1.0895 |
1.0830 |
|
| R2 |
1.0878 |
1.0878 |
1.0826 |
|
| R1 |
1.0847 |
1.0847 |
1.0821 |
1.0839 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0825 |
| S1 |
1.0799 |
1.0799 |
1.0813 |
1.0791 |
| S2 |
1.0782 |
1.0782 |
1.0808 |
|
| S3 |
1.0734 |
1.0751 |
1.0804 |
|
| S4 |
1.0686 |
1.0703 |
1.0791 |
|
|
| 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 |
1.0861 |
1.0681 |
0.0180 |
1.7% |
0.0065 |
0.6% |
76% |
False |
False |
27,478 |
| 10 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0072 |
0.7% |
82% |
False |
False |
28,252 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.3% |
0.0074 |
0.7% |
83% |
False |
False |
30,251 |
| 40 |
1.0861 |
1.0402 |
0.0459 |
4.2% |
0.0074 |
0.7% |
90% |
False |
False |
20,683 |
| 60 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0060 |
0.6% |
94% |
False |
False |
13,793 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0053 |
0.5% |
94% |
False |
False |
10,352 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0045 |
0.4% |
94% |
False |
False |
8,282 |
| 120 |
1.1050 |
1.0085 |
0.0965 |
8.9% |
0.0038 |
0.3% |
76% |
False |
False |
6,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0986 |
|
1.618 |
1.0938 |
|
1.000 |
1.0908 |
|
0.618 |
1.0890 |
|
HIGH |
1.0860 |
|
0.618 |
1.0842 |
|
0.500 |
1.0836 |
|
0.382 |
1.0830 |
|
LOW |
1.0812 |
|
0.618 |
1.0782 |
|
1.000 |
1.0764 |
|
1.618 |
1.0734 |
|
2.618 |
1.0686 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0836 |
1.0808 |
| PP |
1.0830 |
1.0799 |
| S1 |
1.0823 |
1.0790 |
|