CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0710 |
0.0030 |
0.3% |
1.0781 |
| High |
1.0723 |
1.0734 |
0.0011 |
0.1% |
1.0823 |
| Low |
1.0673 |
1.0673 |
0.0000 |
0.0% |
1.0658 |
| Close |
1.0717 |
1.0723 |
0.0006 |
0.1% |
1.0701 |
| Range |
0.0050 |
0.0061 |
0.0011 |
22.0% |
0.0165 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
26,690 |
28,863 |
2,173 |
8.1% |
158,333 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0869 |
1.0757 |
|
| R3 |
1.0832 |
1.0808 |
1.0740 |
|
| R2 |
1.0771 |
1.0771 |
1.0734 |
|
| R1 |
1.0747 |
1.0747 |
1.0729 |
1.0759 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0716 |
| S1 |
1.0686 |
1.0686 |
1.0717 |
1.0698 |
| S2 |
1.0649 |
1.0649 |
1.0712 |
|
| S3 |
1.0588 |
1.0625 |
1.0706 |
|
| S4 |
1.0527 |
1.0564 |
1.0689 |
|
|
| 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 |
1.0812 |
1.0658 |
0.0154 |
1.4% |
0.0068 |
0.6% |
42% |
False |
False |
30,451 |
| 10 |
1.0823 |
1.0658 |
0.0165 |
1.5% |
0.0061 |
0.6% |
39% |
False |
False |
30,095 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0069 |
0.6% |
64% |
False |
False |
29,129 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0070 |
0.6% |
60% |
False |
False |
27,993 |
| 60 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0071 |
0.7% |
60% |
False |
False |
28,640 |
| 80 |
1.0861 |
1.0287 |
0.0574 |
5.4% |
0.0071 |
0.7% |
76% |
False |
False |
23,188 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0062 |
0.6% |
82% |
False |
False |
18,553 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0057 |
0.5% |
82% |
False |
False |
15,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0894 |
|
1.618 |
1.0833 |
|
1.000 |
1.0795 |
|
0.618 |
1.0772 |
|
HIGH |
1.0734 |
|
0.618 |
1.0711 |
|
0.500 |
1.0704 |
|
0.382 |
1.0696 |
|
LOW |
1.0673 |
|
0.618 |
1.0635 |
|
1.000 |
1.0612 |
|
1.618 |
1.0574 |
|
2.618 |
1.0513 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0714 |
| PP |
1.0710 |
1.0705 |
| S1 |
1.0704 |
1.0696 |
|