CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0775 |
1.0709 |
-0.0066 |
-0.6% |
1.0736 |
| High |
1.0775 |
1.0750 |
-0.0025 |
-0.2% |
1.0874 |
| Low |
1.0708 |
1.0709 |
0.0001 |
0.0% |
1.0736 |
| Close |
1.0741 |
1.0750 |
0.0009 |
0.1% |
1.0797 |
| Range |
0.0067 |
0.0041 |
-0.0026 |
-38.8% |
0.0138 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1 |
25 |
24 |
2,400.0% |
14 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0846 |
1.0773 |
|
| R3 |
1.0818 |
1.0805 |
1.0761 |
|
| R2 |
1.0777 |
1.0777 |
1.0758 |
|
| R1 |
1.0764 |
1.0764 |
1.0754 |
1.0771 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0740 |
| S1 |
1.0723 |
1.0723 |
1.0746 |
1.0730 |
| S2 |
1.0695 |
1.0695 |
1.0742 |
|
| S3 |
1.0654 |
1.0682 |
1.0739 |
|
| S4 |
1.0613 |
1.0641 |
1.0727 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1216 |
1.1145 |
1.0873 |
|
| R3 |
1.1078 |
1.1007 |
1.0835 |
|
| R2 |
1.0940 |
1.0940 |
1.0822 |
|
| R1 |
1.0869 |
1.0869 |
1.0810 |
1.0905 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0820 |
| S1 |
1.0731 |
1.0731 |
1.0784 |
1.0767 |
| S2 |
1.0664 |
1.0664 |
1.0772 |
|
| S3 |
1.0526 |
1.0593 |
1.0759 |
|
| S4 |
1.0388 |
1.0455 |
1.0721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0708 |
0.0126 |
1.2% |
0.0026 |
0.2% |
33% |
False |
False |
6 |
| 10 |
1.0874 |
1.0708 |
0.0166 |
1.5% |
0.0016 |
0.1% |
25% |
False |
False |
4 |
| 20 |
1.0874 |
1.0647 |
0.0227 |
2.1% |
0.0019 |
0.2% |
45% |
False |
False |
6 |
| 40 |
1.0874 |
1.0464 |
0.0410 |
3.8% |
0.0016 |
0.2% |
70% |
False |
False |
4 |
| 60 |
1.0874 |
1.0198 |
0.0676 |
6.3% |
0.0011 |
0.1% |
82% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0924 |
|
2.618 |
1.0857 |
|
1.618 |
1.0816 |
|
1.000 |
1.0791 |
|
0.618 |
1.0775 |
|
HIGH |
1.0750 |
|
0.618 |
1.0734 |
|
0.500 |
1.0730 |
|
0.382 |
1.0725 |
|
LOW |
1.0709 |
|
0.618 |
1.0684 |
|
1.000 |
1.0668 |
|
1.618 |
1.0643 |
|
2.618 |
1.0602 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0767 |
| PP |
1.0736 |
1.0761 |
| S1 |
1.0730 |
1.0756 |
|