CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0794 |
-0.0016 |
-0.1% |
1.0776 |
| High |
1.0819 |
1.0812 |
-0.0007 |
-0.1% |
1.0818 |
| Low |
1.0762 |
1.0754 |
-0.0008 |
-0.1% |
1.0708 |
| Close |
1.0801 |
1.0797 |
-0.0004 |
0.0% |
1.0787 |
| Range |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0110 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
30,449 |
29,890 |
-559 |
-1.8% |
149,947 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0937 |
1.0829 |
|
| R3 |
1.0904 |
1.0879 |
1.0813 |
|
| R2 |
1.0846 |
1.0846 |
1.0808 |
|
| R1 |
1.0821 |
1.0821 |
1.0802 |
1.0834 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0794 |
| S1 |
1.0763 |
1.0763 |
1.0792 |
1.0776 |
| S2 |
1.0730 |
1.0730 |
1.0786 |
|
| S3 |
1.0672 |
1.0705 |
1.0781 |
|
| S4 |
1.0614 |
1.0647 |
1.0765 |
|
|
| 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 |
1.0748 |
0.0075 |
0.7% |
0.0055 |
0.5% |
65% |
False |
False |
29,494 |
| 10 |
1.0837 |
1.0575 |
0.0262 |
2.4% |
0.0071 |
0.7% |
85% |
False |
False |
30,411 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0068 |
0.6% |
88% |
False |
False |
28,462 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0070 |
0.6% |
81% |
False |
False |
27,412 |
| 60 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0072 |
0.7% |
81% |
False |
False |
28,382 |
| 80 |
1.0861 |
1.0254 |
0.0607 |
5.6% |
0.0069 |
0.6% |
89% |
False |
False |
21,660 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0060 |
0.6% |
92% |
False |
False |
17,330 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0055 |
0.5% |
92% |
False |
False |
14,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0964 |
|
1.618 |
1.0906 |
|
1.000 |
1.0870 |
|
0.618 |
1.0848 |
|
HIGH |
1.0812 |
|
0.618 |
1.0790 |
|
0.500 |
1.0783 |
|
0.382 |
1.0776 |
|
LOW |
1.0754 |
|
0.618 |
1.0718 |
|
1.000 |
1.0696 |
|
1.618 |
1.0660 |
|
2.618 |
1.0602 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0794 |
| PP |
1.0788 |
1.0791 |
| S1 |
1.0783 |
1.0789 |
|