CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0781 |
-0.0001 |
0.0% |
1.0776 |
| High |
1.0818 |
1.0823 |
0.0005 |
0.0% |
1.0818 |
| Low |
1.0763 |
1.0779 |
0.0016 |
0.1% |
1.0708 |
| Close |
1.0787 |
1.0805 |
0.0018 |
0.2% |
1.0787 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-20.0% |
0.0110 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
28,154 |
31,182 |
3,028 |
10.8% |
149,947 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0914 |
1.0829 |
|
| R3 |
1.0890 |
1.0870 |
1.0817 |
|
| R2 |
1.0846 |
1.0846 |
1.0813 |
|
| R1 |
1.0826 |
1.0826 |
1.0809 |
1.0836 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0808 |
| S1 |
1.0782 |
1.0782 |
1.0801 |
1.0792 |
| S2 |
1.0758 |
1.0758 |
1.0797 |
|
| S3 |
1.0714 |
1.0738 |
1.0793 |
|
| S4 |
1.0670 |
1.0694 |
1.0781 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1054 |
1.0848 |
|
| R3 |
1.0991 |
1.0944 |
1.0817 |
|
| R2 |
1.0881 |
1.0881 |
1.0807 |
|
| R1 |
1.0834 |
1.0834 |
1.0797 |
1.0858 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0783 |
| S1 |
1.0724 |
1.0724 |
1.0777 |
1.0748 |
| S2 |
1.0661 |
1.0661 |
1.0767 |
|
| S3 |
1.0551 |
1.0614 |
1.0757 |
|
| S4 |
1.0441 |
1.0504 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0823 |
1.0708 |
0.0115 |
1.1% |
0.0059 |
0.5% |
84% |
True |
False |
29,530 |
| 10 |
1.0837 |
1.0570 |
0.0267 |
2.5% |
0.0072 |
0.7% |
88% |
False |
False |
29,748 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0067 |
0.6% |
90% |
False |
False |
28,270 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0071 |
0.7% |
84% |
False |
False |
27,462 |
| 60 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
84% |
False |
False |
27,710 |
| 80 |
1.0861 |
1.0254 |
0.0607 |
5.6% |
0.0067 |
0.6% |
91% |
False |
False |
20,906 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0060 |
0.6% |
93% |
False |
False |
16,726 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0056 |
0.5% |
93% |
False |
False |
13,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0938 |
|
1.618 |
1.0894 |
|
1.000 |
1.0867 |
|
0.618 |
1.0850 |
|
HIGH |
1.0823 |
|
0.618 |
1.0806 |
|
0.500 |
1.0801 |
|
0.382 |
1.0796 |
|
LOW |
1.0779 |
|
0.618 |
1.0752 |
|
1.000 |
1.0735 |
|
1.618 |
1.0708 |
|
2.618 |
1.0664 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0804 |
1.0799 |
| PP |
1.0802 |
1.0792 |
| S1 |
1.0801 |
1.0786 |
|