CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0730 |
0.0020 |
0.2% |
1.0781 |
| High |
1.0734 |
1.1026 |
0.0292 |
2.7% |
1.0823 |
| Low |
1.0673 |
1.0723 |
0.0050 |
0.5% |
1.0658 |
| Close |
1.0723 |
1.0808 |
0.0085 |
0.8% |
1.0701 |
| Range |
0.0061 |
0.0303 |
0.0242 |
396.7% |
0.0165 |
| ATR |
0.0068 |
0.0085 |
0.0017 |
24.7% |
0.0000 |
| Volume |
28,863 |
45,083 |
16,220 |
56.2% |
158,333 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1588 |
1.0975 |
|
| R3 |
1.1458 |
1.1285 |
1.0891 |
|
| R2 |
1.1155 |
1.1155 |
1.0864 |
|
| R1 |
1.0982 |
1.0982 |
1.0836 |
1.1069 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0896 |
| S1 |
1.0679 |
1.0679 |
1.0780 |
1.0766 |
| S2 |
1.0549 |
1.0549 |
1.0752 |
|
| S3 |
1.0246 |
1.0376 |
1.0725 |
|
| S4 |
0.9943 |
1.0073 |
1.0641 |
|
|
| 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 |
1.1026 |
1.0658 |
0.0368 |
3.4% |
0.0117 |
1.1% |
41% |
True |
False |
33,489 |
| 10 |
1.1026 |
1.0658 |
0.0368 |
3.4% |
0.0086 |
0.8% |
41% |
True |
False |
31,492 |
| 20 |
1.1026 |
1.0540 |
0.0486 |
4.5% |
0.0081 |
0.8% |
55% |
True |
False |
30,190 |
| 40 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0075 |
0.7% |
57% |
True |
False |
28,354 |
| 60 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0075 |
0.7% |
57% |
True |
False |
28,934 |
| 80 |
1.1026 |
1.0385 |
0.0641 |
5.9% |
0.0074 |
0.7% |
66% |
True |
False |
23,752 |
| 100 |
1.1026 |
1.0085 |
0.0941 |
8.7% |
0.0065 |
0.6% |
77% |
True |
False |
19,004 |
| 120 |
1.1026 |
1.0085 |
0.0941 |
8.7% |
0.0060 |
0.6% |
77% |
True |
False |
15,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2314 |
|
2.618 |
1.1819 |
|
1.618 |
1.1516 |
|
1.000 |
1.1329 |
|
0.618 |
1.1213 |
|
HIGH |
1.1026 |
|
0.618 |
1.0910 |
|
0.500 |
1.0875 |
|
0.382 |
1.0839 |
|
LOW |
1.0723 |
|
0.618 |
1.0536 |
|
1.000 |
1.0420 |
|
1.618 |
1.0233 |
|
2.618 |
0.9930 |
|
4.250 |
0.9435 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0850 |
| PP |
1.0852 |
1.0836 |
| S1 |
1.0830 |
1.0822 |
|