CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0709 |
1.0728 |
0.0019 |
0.2% |
1.0736 |
| High |
1.0750 |
1.0728 |
-0.0022 |
-0.2% |
1.0874 |
| Low |
1.0709 |
1.0728 |
0.0019 |
0.2% |
1.0736 |
| Close |
1.0750 |
1.0728 |
-0.0022 |
-0.2% |
1.0797 |
| Range |
0.0041 |
0.0000 |
-0.0041 |
-100.0% |
0.0138 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
25 |
16 |
-9 |
-36.0% |
14 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0728 |
1.0728 |
|
| R3 |
1.0728 |
1.0728 |
1.0728 |
|
| R2 |
1.0728 |
1.0728 |
1.0728 |
|
| R1 |
1.0728 |
1.0728 |
1.0728 |
1.0728 |
| PP |
1.0728 |
1.0728 |
1.0728 |
1.0728 |
| S1 |
1.0728 |
1.0728 |
1.0728 |
1.0728 |
| S2 |
1.0728 |
1.0728 |
1.0728 |
|
| S3 |
1.0728 |
1.0728 |
1.0728 |
|
| S4 |
1.0728 |
1.0728 |
1.0728 |
|
|
| 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 |
1.0825 |
1.0708 |
0.0117 |
1.1% |
0.0026 |
0.2% |
17% |
False |
False |
9 |
| 10 |
1.0874 |
1.0708 |
0.0166 |
1.5% |
0.0016 |
0.1% |
12% |
False |
False |
5 |
| 20 |
1.0874 |
1.0647 |
0.0227 |
2.1% |
0.0017 |
0.2% |
36% |
False |
False |
7 |
| 40 |
1.0874 |
1.0464 |
0.0410 |
3.8% |
0.0016 |
0.2% |
64% |
False |
False |
4 |
| 60 |
1.0874 |
1.0198 |
0.0676 |
6.3% |
0.0011 |
0.1% |
78% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0728 |
|
1.618 |
1.0728 |
|
1.000 |
1.0728 |
|
0.618 |
1.0728 |
|
HIGH |
1.0728 |
|
0.618 |
1.0728 |
|
0.500 |
1.0728 |
|
0.382 |
1.0728 |
|
LOW |
1.0728 |
|
0.618 |
1.0728 |
|
1.000 |
1.0728 |
|
1.618 |
1.0728 |
|
2.618 |
1.0728 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0742 |
| PP |
1.0728 |
1.0737 |
| S1 |
1.0728 |
1.0733 |
|