CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0794 |
1.0794 |
0.0000 |
0.0% |
1.0776 |
| High |
1.0812 |
1.0805 |
-0.0007 |
-0.1% |
1.0818 |
| Low |
1.0754 |
1.0708 |
-0.0046 |
-0.4% |
1.0708 |
| Close |
1.0797 |
1.0719 |
-0.0078 |
-0.7% |
1.0787 |
| Range |
0.0058 |
0.0097 |
0.0039 |
67.2% |
0.0110 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
29,890 |
36,229 |
6,339 |
21.2% |
149,947 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0974 |
1.0772 |
|
| R3 |
1.0938 |
1.0877 |
1.0746 |
|
| R2 |
1.0841 |
1.0841 |
1.0737 |
|
| R1 |
1.0780 |
1.0780 |
1.0728 |
1.0762 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0735 |
| S1 |
1.0683 |
1.0683 |
1.0710 |
1.0665 |
| S2 |
1.0647 |
1.0647 |
1.0701 |
|
| S3 |
1.0550 |
1.0586 |
1.0692 |
|
| S4 |
1.0453 |
1.0489 |
1.0666 |
|
|
| 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% |
0.0062 |
0.6% |
10% |
False |
True |
31,180 |
| 10 |
1.0837 |
1.0655 |
0.0182 |
1.7% |
0.0072 |
0.7% |
35% |
False |
False |
31,821 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0067 |
0.6% |
63% |
False |
False |
28,260 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0070 |
0.7% |
59% |
False |
False |
27,671 |
| 60 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
59% |
False |
False |
28,669 |
| 80 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0069 |
0.6% |
77% |
False |
False |
22,113 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0061 |
0.6% |
82% |
False |
False |
17,692 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0056 |
0.5% |
82% |
False |
False |
14,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1059 |
|
1.618 |
1.0962 |
|
1.000 |
1.0902 |
|
0.618 |
1.0865 |
|
HIGH |
1.0805 |
|
0.618 |
1.0768 |
|
0.500 |
1.0757 |
|
0.382 |
1.0745 |
|
LOW |
1.0708 |
|
0.618 |
1.0648 |
|
1.000 |
1.0611 |
|
1.618 |
1.0551 |
|
2.618 |
1.0454 |
|
4.250 |
1.0296 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0764 |
| PP |
1.0744 |
1.0749 |
| S1 |
1.0732 |
1.0734 |
|