CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0826 |
1.0902 |
0.0076 |
0.7% |
1.0680 |
| High |
1.0907 |
1.0908 |
0.0001 |
0.0% |
1.1026 |
| Low |
1.0814 |
1.0876 |
0.0062 |
0.6% |
1.0673 |
| Close |
1.0895 |
1.0900 |
0.0005 |
0.0% |
1.0895 |
| Range |
0.0093 |
0.0032 |
-0.0061 |
-65.6% |
0.0353 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
9,125 |
2,183 |
-6,942 |
-76.1% |
144,843 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0977 |
1.0918 |
|
| R3 |
1.0959 |
1.0945 |
1.0909 |
|
| R2 |
1.0927 |
1.0927 |
1.0906 |
|
| R1 |
1.0913 |
1.0913 |
1.0903 |
1.0904 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0890 |
| S1 |
1.0881 |
1.0881 |
1.0897 |
1.0872 |
| S2 |
1.0863 |
1.0863 |
1.0894 |
|
| S3 |
1.0831 |
1.0849 |
1.0891 |
|
| S4 |
1.0799 |
1.0817 |
1.0882 |
|
|
| 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% |
0.0109 |
1.0% |
64% |
False |
False |
24,067 |
| 10 |
1.1026 |
1.0658 |
0.0368 |
3.4% |
0.0088 |
0.8% |
66% |
False |
False |
27,417 |
| 20 |
1.1026 |
1.0570 |
0.0456 |
4.2% |
0.0080 |
0.7% |
72% |
False |
False |
28,583 |
| 40 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0075 |
0.7% |
75% |
False |
False |
27,365 |
| 60 |
1.1026 |
1.0517 |
0.0509 |
4.7% |
0.0074 |
0.7% |
75% |
False |
False |
28,158 |
| 80 |
1.1026 |
1.0402 |
0.0624 |
5.7% |
0.0075 |
0.7% |
80% |
False |
False |
24,331 |
| 100 |
1.1026 |
1.0162 |
0.0864 |
7.9% |
0.0067 |
0.6% |
85% |
False |
False |
19,468 |
| 120 |
1.1026 |
1.0085 |
0.0941 |
8.6% |
0.0061 |
0.6% |
87% |
False |
False |
16,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.0992 |
|
1.618 |
1.0960 |
|
1.000 |
1.0940 |
|
0.618 |
1.0928 |
|
HIGH |
1.0908 |
|
0.618 |
1.0896 |
|
0.500 |
1.0892 |
|
0.382 |
1.0888 |
|
LOW |
1.0876 |
|
0.618 |
1.0856 |
|
1.000 |
1.0844 |
|
1.618 |
1.0824 |
|
2.618 |
1.0792 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0882 |
| PP |
1.0895 |
1.0863 |
| S1 |
1.0892 |
1.0845 |
|