CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0713 |
0.0012 |
0.1% |
1.0782 |
| High |
1.0721 |
1.0713 |
-0.0008 |
-0.1% |
1.0821 |
| Low |
1.0660 |
1.0668 |
0.0008 |
0.1% |
1.0660 |
| Close |
1.0700 |
1.0686 |
-0.0014 |
-0.1% |
1.0700 |
| Range |
0.0061 |
0.0045 |
-0.0016 |
-26.2% |
0.0161 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
29,413 |
14,418 |
-14,995 |
-51.0% |
134,491 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0800 |
1.0711 |
|
| R3 |
1.0779 |
1.0755 |
1.0698 |
|
| R2 |
1.0734 |
1.0734 |
1.0694 |
|
| R1 |
1.0710 |
1.0710 |
1.0690 |
1.0700 |
| PP |
1.0689 |
1.0689 |
1.0689 |
1.0684 |
| S1 |
1.0665 |
1.0665 |
1.0682 |
1.0655 |
| S2 |
1.0644 |
1.0644 |
1.0678 |
|
| S3 |
1.0599 |
1.0620 |
1.0674 |
|
| S4 |
1.0554 |
1.0575 |
1.0661 |
|
|
| 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 |
1.0807 |
1.0660 |
0.0147 |
1.4% |
0.0066 |
0.6% |
18% |
False |
False |
25,220 |
| 10 |
1.0861 |
1.0660 |
0.0201 |
1.9% |
0.0064 |
0.6% |
13% |
False |
False |
26,548 |
| 20 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0069 |
0.6% |
29% |
False |
False |
27,258 |
| 40 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0075 |
0.7% |
59% |
False |
False |
24,990 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0061 |
0.6% |
71% |
False |
False |
16,683 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0054 |
0.5% |
77% |
False |
False |
12,515 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0049 |
0.5% |
77% |
False |
False |
10,017 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0041 |
0.4% |
77% |
False |
False |
8,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0831 |
|
1.618 |
1.0786 |
|
1.000 |
1.0758 |
|
0.618 |
1.0741 |
|
HIGH |
1.0713 |
|
0.618 |
1.0696 |
|
0.500 |
1.0691 |
|
0.382 |
1.0685 |
|
LOW |
1.0668 |
|
0.618 |
1.0640 |
|
1.000 |
1.0623 |
|
1.618 |
1.0595 |
|
2.618 |
1.0550 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0716 |
| PP |
1.0689 |
1.0706 |
| S1 |
1.0688 |
1.0696 |
|