CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0680 |
-0.0039 |
-0.4% |
1.0781 |
| High |
1.0730 |
1.0723 |
-0.0007 |
-0.1% |
1.0823 |
| Low |
1.0658 |
1.0673 |
0.0015 |
0.1% |
1.0658 |
| Close |
1.0701 |
1.0717 |
0.0016 |
0.1% |
1.0701 |
| Range |
0.0072 |
0.0050 |
-0.0022 |
-30.6% |
0.0165 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
30,583 |
26,690 |
-3,893 |
-12.7% |
158,333 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0836 |
1.0745 |
|
| R3 |
1.0804 |
1.0786 |
1.0731 |
|
| R2 |
1.0754 |
1.0754 |
1.0726 |
|
| R1 |
1.0736 |
1.0736 |
1.0722 |
1.0745 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0709 |
| S1 |
1.0686 |
1.0686 |
1.0712 |
1.0695 |
| S2 |
1.0654 |
1.0654 |
1.0708 |
|
| S3 |
1.0604 |
1.0636 |
1.0703 |
|
| S4 |
1.0554 |
1.0586 |
1.0690 |
|
|
| 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 |
1.0819 |
1.0658 |
0.0161 |
1.5% |
0.0067 |
0.6% |
37% |
False |
False |
30,768 |
| 10 |
1.0823 |
1.0658 |
0.0165 |
1.5% |
0.0063 |
0.6% |
36% |
False |
False |
30,149 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0067 |
0.6% |
63% |
False |
False |
28,453 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0070 |
0.6% |
58% |
False |
False |
27,823 |
| 60 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0071 |
0.7% |
58% |
False |
False |
28,680 |
| 80 |
1.0861 |
1.0287 |
0.0574 |
5.4% |
0.0070 |
0.7% |
75% |
False |
False |
22,829 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0062 |
0.6% |
81% |
False |
False |
18,265 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0057 |
0.5% |
81% |
False |
False |
15,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0854 |
|
1.618 |
1.0804 |
|
1.000 |
1.0773 |
|
0.618 |
1.0754 |
|
HIGH |
1.0723 |
|
0.618 |
1.0704 |
|
0.500 |
1.0698 |
|
0.382 |
1.0692 |
|
LOW |
1.0673 |
|
0.618 |
1.0642 |
|
1.000 |
1.0623 |
|
1.618 |
1.0592 |
|
2.618 |
1.0542 |
|
4.250 |
1.0461 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0732 |
| PP |
1.0704 |
1.0727 |
| S1 |
1.0698 |
1.0722 |
|