CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0728 |
-0.0071 |
-0.7% |
1.0728 |
| High |
1.0807 |
1.0744 |
-0.0063 |
-0.6% |
1.0861 |
| Low |
1.0711 |
1.0689 |
-0.0022 |
-0.2% |
1.0681 |
| Close |
1.0723 |
1.0732 |
0.0009 |
0.1% |
1.0780 |
| Range |
0.0096 |
0.0055 |
-0.0041 |
-42.7% |
0.0180 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
30,405 |
27,024 |
-3,381 |
-11.1% |
138,666 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0864 |
1.0762 |
|
| R3 |
1.0832 |
1.0809 |
1.0747 |
|
| R2 |
1.0777 |
1.0777 |
1.0742 |
|
| R1 |
1.0754 |
1.0754 |
1.0737 |
1.0766 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0727 |
| S1 |
1.0699 |
1.0699 |
1.0727 |
1.0711 |
| S2 |
1.0667 |
1.0667 |
1.0722 |
|
| S3 |
1.0612 |
1.0644 |
1.0717 |
|
| S4 |
1.0557 |
1.0589 |
1.0702 |
|
|
| 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 |
1.0860 |
1.0689 |
0.0171 |
1.6% |
0.0061 |
0.6% |
25% |
False |
True |
26,566 |
| 10 |
1.0861 |
1.0628 |
0.0233 |
2.2% |
0.0068 |
0.6% |
45% |
False |
False |
27,008 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.3% |
0.0073 |
0.7% |
49% |
False |
False |
29,313 |
| 40 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0075 |
0.7% |
70% |
False |
False |
23,291 |
| 60 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0062 |
0.6% |
82% |
False |
False |
15,539 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0055 |
0.5% |
83% |
False |
False |
11,657 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0047 |
0.4% |
83% |
False |
False |
9,330 |
| 120 |
1.0903 |
1.0085 |
0.0818 |
7.6% |
0.0040 |
0.4% |
79% |
False |
False |
7,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0888 |
|
1.618 |
1.0833 |
|
1.000 |
1.0799 |
|
0.618 |
1.0778 |
|
HIGH |
1.0744 |
|
0.618 |
1.0723 |
|
0.500 |
1.0717 |
|
0.382 |
1.0710 |
|
LOW |
1.0689 |
|
0.618 |
1.0655 |
|
1.000 |
1.0634 |
|
1.618 |
1.0600 |
|
2.618 |
1.0545 |
|
4.250 |
1.0455 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0755 |
| PP |
1.0722 |
1.0747 |
| S1 |
1.0717 |
1.0740 |
|