CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0701 |
-0.0029 |
-0.3% |
1.0782 |
| High |
1.0771 |
1.0721 |
-0.0050 |
-0.5% |
1.0821 |
| Low |
1.0696 |
1.0660 |
-0.0036 |
-0.3% |
1.0660 |
| Close |
1.0710 |
1.0700 |
-0.0010 |
-0.1% |
1.0700 |
| Range |
0.0075 |
0.0061 |
-0.0014 |
-18.7% |
0.0161 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
24,844 |
29,413 |
4,569 |
18.4% |
134,491 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0849 |
1.0734 |
|
| R3 |
1.0816 |
1.0788 |
1.0717 |
|
| R2 |
1.0755 |
1.0755 |
1.0711 |
|
| R1 |
1.0727 |
1.0727 |
1.0706 |
1.0711 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0685 |
| S1 |
1.0666 |
1.0666 |
1.0694 |
1.0650 |
| S2 |
1.0633 |
1.0633 |
1.0689 |
|
| S3 |
1.0572 |
1.0605 |
1.0683 |
|
| S4 |
1.0511 |
1.0544 |
1.0666 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1116 |
1.0789 |
|
| R3 |
1.1049 |
1.0955 |
1.0744 |
|
| R2 |
1.0888 |
1.0888 |
1.0730 |
|
| R1 |
1.0794 |
1.0794 |
1.0715 |
1.0761 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0710 |
| S1 |
1.0633 |
1.0633 |
1.0685 |
1.0600 |
| S2 |
1.0566 |
1.0566 |
1.0670 |
|
| S3 |
1.0405 |
1.0472 |
1.0656 |
|
| S4 |
1.0244 |
1.0311 |
1.0611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0821 |
1.0660 |
0.0161 |
1.5% |
0.0067 |
0.6% |
25% |
False |
True |
26,898 |
| 10 |
1.0861 |
1.0660 |
0.0201 |
1.9% |
0.0066 |
0.6% |
20% |
False |
True |
27,315 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.4% |
0.0072 |
0.7% |
36% |
False |
False |
28,345 |
| 40 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0077 |
0.7% |
63% |
False |
False |
24,645 |
| 60 |
1.0861 |
1.0187 |
0.0674 |
6.3% |
0.0063 |
0.6% |
76% |
False |
False |
16,443 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0055 |
0.5% |
79% |
False |
False |
12,335 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0049 |
0.5% |
79% |
False |
False |
9,872 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0041 |
0.4% |
79% |
False |
False |
8,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0881 |
|
1.618 |
1.0820 |
|
1.000 |
1.0782 |
|
0.618 |
1.0759 |
|
HIGH |
1.0721 |
|
0.618 |
1.0698 |
|
0.500 |
1.0691 |
|
0.382 |
1.0683 |
|
LOW |
1.0660 |
|
0.618 |
1.0622 |
|
1.000 |
1.0599 |
|
1.618 |
1.0561 |
|
2.618 |
1.0500 |
|
4.250 |
1.0401 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0697 |
1.0716 |
| PP |
1.0694 |
1.0710 |
| S1 |
1.0691 |
1.0705 |
|