CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0794 |
1.0719 |
-0.0075 |
-0.7% |
1.0781 |
| High |
1.0805 |
1.0730 |
-0.0075 |
-0.7% |
1.0823 |
| Low |
1.0708 |
1.0658 |
-0.0050 |
-0.5% |
1.0658 |
| Close |
1.0719 |
1.0701 |
-0.0018 |
-0.2% |
1.0701 |
| Range |
0.0097 |
0.0072 |
-0.0025 |
-25.8% |
0.0165 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
36,229 |
30,583 |
-5,646 |
-15.6% |
158,333 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0879 |
1.0741 |
|
| R3 |
1.0840 |
1.0807 |
1.0721 |
|
| R2 |
1.0768 |
1.0768 |
1.0714 |
|
| R1 |
1.0735 |
1.0735 |
1.0708 |
1.0716 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0687 |
| S1 |
1.0663 |
1.0663 |
1.0694 |
1.0644 |
| S2 |
1.0624 |
1.0624 |
1.0688 |
|
| S3 |
1.0552 |
1.0591 |
1.0681 |
|
| S4 |
1.0480 |
1.0519 |
1.0661 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1127 |
1.0792 |
|
| R3 |
1.1057 |
1.0962 |
1.0746 |
|
| R2 |
1.0892 |
1.0892 |
1.0731 |
|
| R1 |
1.0797 |
1.0797 |
1.0716 |
1.0762 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0710 |
| S1 |
1.0632 |
1.0632 |
1.0686 |
1.0597 |
| S2 |
1.0562 |
1.0562 |
1.0671 |
|
| S3 |
1.0397 |
1.0467 |
1.0656 |
|
| S4 |
1.0232 |
1.0302 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0823 |
1.0658 |
0.0165 |
1.5% |
0.0066 |
0.6% |
26% |
False |
True |
31,666 |
| 10 |
1.0823 |
1.0658 |
0.0165 |
1.5% |
0.0061 |
0.6% |
26% |
False |
True |
30,828 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0069 |
0.6% |
58% |
False |
False |
28,460 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0070 |
0.7% |
53% |
False |
False |
27,739 |
| 60 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
53% |
False |
False |
28,905 |
| 80 |
1.0861 |
1.0287 |
0.0574 |
5.4% |
0.0070 |
0.7% |
72% |
False |
False |
22,495 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0062 |
0.6% |
79% |
False |
False |
17,998 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0057 |
0.5% |
79% |
False |
False |
15,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.0918 |
|
1.618 |
1.0846 |
|
1.000 |
1.0802 |
|
0.618 |
1.0774 |
|
HIGH |
1.0730 |
|
0.618 |
1.0702 |
|
0.500 |
1.0694 |
|
0.382 |
1.0686 |
|
LOW |
1.0658 |
|
0.618 |
1.0614 |
|
1.000 |
1.0586 |
|
1.618 |
1.0542 |
|
2.618 |
1.0470 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0735 |
| PP |
1.0696 |
1.0724 |
| S1 |
1.0694 |
1.0712 |
|