CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0824 |
-0.0026 |
-0.2% |
1.0728 |
| High |
1.0860 |
1.0832 |
-0.0028 |
-0.3% |
1.0861 |
| Low |
1.0812 |
1.0773 |
-0.0039 |
-0.4% |
1.0681 |
| Close |
1.0817 |
1.0780 |
-0.0037 |
-0.3% |
1.0780 |
| Range |
0.0048 |
0.0059 |
0.0011 |
22.9% |
0.0180 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
28,027 |
24,570 |
-3,457 |
-12.3% |
138,666 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0935 |
1.0812 |
|
| R3 |
1.0913 |
1.0876 |
1.0796 |
|
| R2 |
1.0854 |
1.0854 |
1.0791 |
|
| R1 |
1.0817 |
1.0817 |
1.0785 |
1.0806 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0790 |
| S1 |
1.0758 |
1.0758 |
1.0775 |
1.0747 |
| S2 |
1.0736 |
1.0736 |
1.0769 |
|
| S3 |
1.0677 |
1.0699 |
1.0764 |
|
| S4 |
1.0618 |
1.0640 |
1.0748 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1227 |
1.0879 |
|
| R3 |
1.1134 |
1.1047 |
1.0830 |
|
| R2 |
1.0954 |
1.0954 |
1.0813 |
|
| R1 |
1.0867 |
1.0867 |
1.0797 |
1.0911 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0796 |
| S1 |
1.0687 |
1.0687 |
1.0764 |
1.0731 |
| S2 |
1.0594 |
1.0594 |
1.0747 |
|
| S3 |
1.0414 |
1.0507 |
1.0731 |
|
| S4 |
1.0234 |
1.0327 |
1.0681 |
|
|
| 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% |
55% |
False |
False |
27,733 |
| 10 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0073 |
0.7% |
67% |
False |
False |
27,805 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.3% |
0.0073 |
0.7% |
68% |
False |
False |
29,743 |
| 40 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0075 |
0.7% |
82% |
False |
False |
21,297 |
| 60 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0061 |
0.6% |
88% |
False |
False |
14,203 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0053 |
0.5% |
90% |
False |
False |
10,657 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0046 |
0.4% |
90% |
False |
False |
8,528 |
| 120 |
1.0989 |
1.0085 |
0.0904 |
8.4% |
0.0038 |
0.4% |
77% |
False |
False |
7,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.0986 |
|
1.618 |
1.0927 |
|
1.000 |
1.0891 |
|
0.618 |
1.0868 |
|
HIGH |
1.0832 |
|
0.618 |
1.0809 |
|
0.500 |
1.0803 |
|
0.382 |
1.0796 |
|
LOW |
1.0773 |
|
0.618 |
1.0737 |
|
1.000 |
1.0714 |
|
1.618 |
1.0678 |
|
2.618 |
1.0619 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0817 |
| PP |
1.0795 |
1.0805 |
| S1 |
1.0788 |
1.0792 |
|