CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0799 |
0.0017 |
0.2% |
1.0728 |
| High |
1.0821 |
1.0807 |
-0.0014 |
-0.1% |
1.0861 |
| Low |
1.0774 |
1.0711 |
-0.0063 |
-0.6% |
1.0681 |
| Close |
1.0788 |
1.0723 |
-0.0065 |
-0.6% |
1.0780 |
| Range |
0.0047 |
0.0096 |
0.0049 |
104.3% |
0.0180 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
| Volume |
22,805 |
30,405 |
7,600 |
33.3% |
138,666 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0975 |
1.0776 |
|
| R3 |
1.0939 |
1.0879 |
1.0749 |
|
| R2 |
1.0843 |
1.0843 |
1.0741 |
|
| R1 |
1.0783 |
1.0783 |
1.0732 |
1.0765 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0738 |
| S1 |
1.0687 |
1.0687 |
1.0714 |
1.0669 |
| S2 |
1.0651 |
1.0651 |
1.0705 |
|
| S3 |
1.0555 |
1.0591 |
1.0697 |
|
| S4 |
1.0459 |
1.0495 |
1.0670 |
|
|
| 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 |
1.0711 |
0.0150 |
1.4% |
0.0062 |
0.6% |
8% |
False |
True |
27,834 |
| 10 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0068 |
0.6% |
44% |
False |
False |
26,893 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.4% |
0.0073 |
0.7% |
45% |
False |
False |
29,498 |
| 40 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0076 |
0.7% |
70% |
False |
False |
22,623 |
| 60 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0062 |
0.6% |
80% |
False |
False |
15,089 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0054 |
0.5% |
82% |
False |
False |
11,319 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0047 |
0.4% |
82% |
False |
False |
9,060 |
| 120 |
1.0935 |
1.0085 |
0.0850 |
7.9% |
0.0039 |
0.4% |
75% |
False |
False |
7,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1058 |
|
1.618 |
1.0962 |
|
1.000 |
1.0903 |
|
0.618 |
1.0866 |
|
HIGH |
1.0807 |
|
0.618 |
1.0770 |
|
0.500 |
1.0759 |
|
0.382 |
1.0748 |
|
LOW |
1.0711 |
|
0.618 |
1.0652 |
|
1.000 |
1.0615 |
|
1.618 |
1.0556 |
|
2.618 |
1.0460 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0759 |
1.0772 |
| PP |
1.0747 |
1.0755 |
| S1 |
1.0735 |
1.0739 |
|