CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0732 |
1.0746 |
0.0014 |
0.1% |
1.0803 |
High |
1.0750 |
1.0923 |
0.0173 |
1.6% |
1.0836 |
Low |
1.0692 |
1.0740 |
0.0048 |
0.4% |
1.0678 |
Close |
1.0740 |
1.0820 |
0.0080 |
0.7% |
1.0720 |
Range |
0.0058 |
0.0183 |
0.0125 |
215.5% |
0.0158 |
ATR |
0.0052 |
0.0061 |
0.0009 |
18.1% |
0.0000 |
Volume |
5,517 |
21,705 |
16,188 |
293.4% |
12,080 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1377 |
1.1281 |
1.0921 |
|
R3 |
1.1194 |
1.1098 |
1.0870 |
|
R2 |
1.1011 |
1.1011 |
1.0854 |
|
R1 |
1.0915 |
1.0915 |
1.0837 |
1.0963 |
PP |
1.0828 |
1.0828 |
1.0828 |
1.0852 |
S1 |
1.0732 |
1.0732 |
1.0803 |
1.0780 |
S2 |
1.0645 |
1.0645 |
1.0786 |
|
S3 |
1.0462 |
1.0549 |
1.0770 |
|
S4 |
1.0279 |
1.0366 |
1.0719 |
|
|
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 |
1.0923 |
1.0678 |
0.0245 |
2.3% |
0.0091 |
0.8% |
58% |
True |
False |
7,872 |
10 |
1.0923 |
1.0678 |
0.0245 |
2.3% |
0.0066 |
0.6% |
58% |
True |
False |
4,552 |
20 |
1.0923 |
1.0563 |
0.0360 |
3.3% |
0.0056 |
0.5% |
71% |
True |
False |
2,297 |
40 |
1.0923 |
1.0555 |
0.0368 |
3.4% |
0.0036 |
0.3% |
72% |
True |
False |
1,158 |
60 |
1.0923 |
1.0555 |
0.0368 |
3.4% |
0.0029 |
0.3% |
72% |
True |
False |
774 |
80 |
1.0923 |
1.0435 |
0.0488 |
4.5% |
0.0024 |
0.2% |
79% |
True |
False |
581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1701 |
2.618 |
1.1402 |
1.618 |
1.1219 |
1.000 |
1.1106 |
0.618 |
1.1036 |
HIGH |
1.0923 |
0.618 |
1.0853 |
0.500 |
1.0832 |
0.382 |
1.0810 |
LOW |
1.0740 |
0.618 |
1.0627 |
1.000 |
1.0557 |
1.618 |
1.0444 |
2.618 |
1.0261 |
4.250 |
0.9962 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0832 |
1.0816 |
PP |
1.0828 |
1.0812 |
S1 |
1.0824 |
1.0808 |
|