CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0730 |
0.0002 |
0.0% |
1.0728 |
| High |
1.0744 |
1.0771 |
0.0027 |
0.3% |
1.0861 |
| Low |
1.0689 |
1.0696 |
0.0007 |
0.1% |
1.0681 |
| Close |
1.0732 |
1.0710 |
-0.0022 |
-0.2% |
1.0780 |
| Range |
0.0055 |
0.0075 |
0.0020 |
36.4% |
0.0180 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
27,024 |
24,844 |
-2,180 |
-8.1% |
138,666 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0905 |
1.0751 |
|
| R3 |
1.0876 |
1.0830 |
1.0731 |
|
| R2 |
1.0801 |
1.0801 |
1.0724 |
|
| R1 |
1.0755 |
1.0755 |
1.0717 |
1.0741 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0718 |
| S1 |
1.0680 |
1.0680 |
1.0703 |
1.0666 |
| S2 |
1.0651 |
1.0651 |
1.0696 |
|
| S3 |
1.0576 |
1.0605 |
1.0689 |
|
| S4 |
1.0501 |
1.0530 |
1.0669 |
|
|
| 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 |
1.0832 |
1.0689 |
0.0143 |
1.3% |
0.0066 |
0.6% |
15% |
False |
False |
25,929 |
| 10 |
1.0861 |
1.0681 |
0.0180 |
1.7% |
0.0066 |
0.6% |
16% |
False |
False |
26,704 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.4% |
0.0073 |
0.7% |
40% |
False |
False |
28,890 |
| 40 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0076 |
0.7% |
65% |
False |
False |
23,910 |
| 60 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0062 |
0.6% |
78% |
False |
False |
15,953 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0056 |
0.5% |
81% |
False |
False |
11,967 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0048 |
0.5% |
81% |
False |
False |
9,578 |
| 120 |
1.0886 |
1.0085 |
0.0801 |
7.5% |
0.0040 |
0.4% |
78% |
False |
False |
7,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0967 |
|
1.618 |
1.0892 |
|
1.000 |
1.0846 |
|
0.618 |
1.0817 |
|
HIGH |
1.0771 |
|
0.618 |
1.0742 |
|
0.500 |
1.0734 |
|
0.382 |
1.0725 |
|
LOW |
1.0696 |
|
0.618 |
1.0650 |
|
1.000 |
1.0621 |
|
1.618 |
1.0575 |
|
2.618 |
1.0500 |
|
4.250 |
1.0377 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0748 |
| PP |
1.0726 |
1.0735 |
| S1 |
1.0718 |
1.0723 |
|