CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0791 |
1.0826 |
0.0035 |
0.3% |
1.0680 |
| High |
1.0839 |
1.0907 |
0.0068 |
0.6% |
1.1026 |
| Low |
1.0782 |
1.0814 |
0.0032 |
0.3% |
1.0673 |
| Close |
1.0826 |
1.0895 |
0.0069 |
0.6% |
1.0895 |
| Range |
0.0057 |
0.0093 |
0.0036 |
63.2% |
0.0353 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.9% |
0.0000 |
| Volume |
35,082 |
9,125 |
-25,957 |
-74.0% |
144,843 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1116 |
1.0946 |
|
| R3 |
1.1058 |
1.1023 |
1.0921 |
|
| R2 |
1.0965 |
1.0965 |
1.0912 |
|
| R1 |
1.0930 |
1.0930 |
1.0904 |
1.0948 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0881 |
| S1 |
1.0837 |
1.0837 |
1.0886 |
1.0855 |
| S2 |
1.0779 |
1.0779 |
1.0878 |
|
| S3 |
1.0686 |
1.0744 |
1.0869 |
|
| S4 |
1.0593 |
1.0651 |
1.0844 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1924 |
1.1762 |
1.1089 |
|
| R3 |
1.1571 |
1.1409 |
1.0992 |
|
| R2 |
1.1218 |
1.1218 |
1.0960 |
|
| R1 |
1.1056 |
1.1056 |
1.0927 |
1.1137 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0905 |
| S1 |
1.0703 |
1.0703 |
1.0863 |
1.0784 |
| S2 |
1.0512 |
1.0512 |
1.0830 |
|
| S3 |
1.0159 |
1.0350 |
1.0798 |
|
| S4 |
0.9806 |
0.9997 |
1.0701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1026 |
1.0673 |
0.0353 |
3.2% |
0.0113 |
1.0% |
63% |
False |
False |
28,968 |
| 10 |
1.1026 |
1.0658 |
0.0368 |
3.4% |
0.0089 |
0.8% |
64% |
False |
False |
30,317 |
| 20 |
1.1026 |
1.0540 |
0.0486 |
4.5% |
0.0082 |
0.8% |
73% |
False |
False |
30,021 |
| 40 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0076 |
0.7% |
74% |
False |
False |
27,925 |
| 60 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0075 |
0.7% |
74% |
False |
False |
28,700 |
| 80 |
1.1026 |
1.0402 |
0.0624 |
5.7% |
0.0075 |
0.7% |
79% |
False |
False |
24,304 |
| 100 |
1.1026 |
1.0162 |
0.0864 |
7.9% |
0.0066 |
0.6% |
85% |
False |
False |
19,446 |
| 120 |
1.1026 |
1.0085 |
0.0941 |
8.6% |
0.0060 |
0.6% |
86% |
False |
False |
16,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1150 |
|
1.618 |
1.1057 |
|
1.000 |
1.1000 |
|
0.618 |
1.0964 |
|
HIGH |
1.0907 |
|
0.618 |
1.0871 |
|
0.500 |
1.0861 |
|
0.382 |
1.0850 |
|
LOW |
1.0814 |
|
0.618 |
1.0757 |
|
1.000 |
1.0721 |
|
1.618 |
1.0664 |
|
2.618 |
1.0571 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0888 |
| PP |
1.0872 |
1.0881 |
| S1 |
1.0861 |
1.0875 |
|