CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0745 |
-0.0071 |
-0.7% |
1.0803 |
| High |
1.0825 |
1.0749 |
-0.0076 |
-0.7% |
1.0836 |
| Low |
1.0726 |
1.0678 |
-0.0048 |
-0.4% |
1.0678 |
| Close |
1.0738 |
1.0720 |
-0.0018 |
-0.2% |
1.0720 |
| Range |
0.0099 |
0.0071 |
-0.0028 |
-28.3% |
0.0158 |
| ATR |
0.0050 |
0.0052 |
0.0001 |
2.9% |
0.0000 |
| Volume |
4,592 |
1,393 |
-3,199 |
-69.7% |
12,080 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0895 |
1.0759 |
|
| R3 |
1.0858 |
1.0824 |
1.0740 |
|
| R2 |
1.0787 |
1.0787 |
1.0733 |
|
| R1 |
1.0753 |
1.0753 |
1.0727 |
1.0735 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0706 |
| S1 |
1.0682 |
1.0682 |
1.0713 |
1.0664 |
| S2 |
1.0645 |
1.0645 |
1.0707 |
|
| S3 |
1.0574 |
1.0611 |
1.0700 |
|
| S4 |
1.0503 |
1.0540 |
1.0681 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1127 |
1.0807 |
|
| R3 |
1.1061 |
1.0969 |
1.0763 |
|
| R2 |
1.0903 |
1.0903 |
1.0749 |
|
| R1 |
1.0811 |
1.0811 |
1.0734 |
1.0778 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0728 |
| S1 |
1.0653 |
1.0653 |
1.0706 |
1.0620 |
| S2 |
1.0587 |
1.0587 |
1.0691 |
|
| S3 |
1.0429 |
1.0495 |
1.0677 |
|
| S4 |
1.0271 |
1.0337 |
1.0633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0836 |
1.0678 |
0.0158 |
1.5% |
0.0060 |
0.6% |
27% |
False |
True |
2,416 |
| 10 |
1.0836 |
1.0678 |
0.0158 |
1.5% |
0.0050 |
0.5% |
27% |
False |
True |
1,250 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0044 |
0.4% |
57% |
False |
False |
628 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0029 |
0.3% |
52% |
False |
False |
324 |
| 60 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0026 |
0.2% |
52% |
False |
False |
218 |
| 80 |
1.0874 |
1.0316 |
0.0558 |
5.2% |
0.0021 |
0.2% |
72% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1051 |
|
2.618 |
1.0935 |
|
1.618 |
1.0864 |
|
1.000 |
1.0820 |
|
0.618 |
1.0793 |
|
HIGH |
1.0749 |
|
0.618 |
1.0722 |
|
0.500 |
1.0714 |
|
0.382 |
1.0705 |
|
LOW |
1.0678 |
|
0.618 |
1.0634 |
|
1.000 |
1.0607 |
|
1.618 |
1.0563 |
|
2.618 |
1.0492 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0718 |
1.0752 |
| PP |
1.0716 |
1.0741 |
| S1 |
1.0714 |
1.0731 |
|