CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0791 |
0.0061 |
0.6% |
1.0781 |
| High |
1.1026 |
1.0839 |
-0.0187 |
-1.7% |
1.0823 |
| Low |
1.0723 |
1.0782 |
0.0059 |
0.6% |
1.0658 |
| Close |
1.0808 |
1.0826 |
0.0018 |
0.2% |
1.0701 |
| Range |
0.0303 |
0.0057 |
-0.0246 |
-81.2% |
0.0165 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
45,083 |
35,082 |
-10,001 |
-22.2% |
158,333 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0963 |
1.0857 |
|
| R3 |
1.0930 |
1.0906 |
1.0842 |
|
| R2 |
1.0873 |
1.0873 |
1.0836 |
|
| R1 |
1.0849 |
1.0849 |
1.0831 |
1.0861 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0822 |
| S1 |
1.0792 |
1.0792 |
1.0821 |
1.0804 |
| S2 |
1.0759 |
1.0759 |
1.0816 |
|
| S3 |
1.0702 |
1.0735 |
1.0810 |
|
| S4 |
1.0645 |
1.0678 |
1.0795 |
|
|
| 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% |
0.0109 |
1.0% |
46% |
False |
False |
33,260 |
| 10 |
1.1026 |
1.0658 |
0.0368 |
3.4% |
0.0085 |
0.8% |
46% |
False |
False |
32,220 |
| 20 |
1.1026 |
1.0540 |
0.0486 |
4.5% |
0.0081 |
0.7% |
59% |
False |
False |
30,742 |
| 40 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0075 |
0.7% |
61% |
False |
False |
28,397 |
| 60 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0075 |
0.7% |
61% |
False |
False |
29,038 |
| 80 |
1.1026 |
1.0396 |
0.0630 |
5.8% |
0.0075 |
0.7% |
68% |
False |
False |
24,190 |
| 100 |
1.1026 |
1.0131 |
0.0895 |
8.3% |
0.0066 |
0.6% |
78% |
False |
False |
19,355 |
| 120 |
1.1026 |
1.0085 |
0.0941 |
8.7% |
0.0060 |
0.6% |
79% |
False |
False |
16,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1081 |
|
2.618 |
1.0988 |
|
1.618 |
1.0931 |
|
1.000 |
1.0896 |
|
0.618 |
1.0874 |
|
HIGH |
1.0839 |
|
0.618 |
1.0817 |
|
0.500 |
1.0811 |
|
0.382 |
1.0804 |
|
LOW |
1.0782 |
|
0.618 |
1.0747 |
|
1.000 |
1.0725 |
|
1.618 |
1.0690 |
|
2.618 |
1.0633 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0850 |
| PP |
1.0816 |
1.0842 |
| S1 |
1.0811 |
1.0834 |
|