CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0913 |
-0.0011 |
-0.1% |
1.0700 |
| High |
1.0928 |
1.0979 |
0.0051 |
0.5% |
1.0925 |
| Low |
1.0891 |
1.0903 |
0.0012 |
0.1% |
1.0692 |
| Close |
1.0912 |
1.0964 |
0.0052 |
0.5% |
1.0911 |
| Range |
0.0037 |
0.0076 |
0.0039 |
105.4% |
0.0233 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.7% |
0.0000 |
| Volume |
23,230 |
22,197 |
-1,033 |
-4.4% |
92,400 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1146 |
1.1006 |
|
| R3 |
1.1101 |
1.1070 |
1.0985 |
|
| R2 |
1.1025 |
1.1025 |
1.0978 |
|
| R1 |
1.0994 |
1.0994 |
1.0971 |
1.1010 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0956 |
| S1 |
1.0918 |
1.0918 |
1.0957 |
1.0934 |
| S2 |
1.0873 |
1.0873 |
1.0950 |
|
| S3 |
1.0797 |
1.0842 |
1.0943 |
|
| S4 |
1.0721 |
1.0766 |
1.0922 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1459 |
1.1039 |
|
| R3 |
1.1309 |
1.1226 |
1.0975 |
|
| R2 |
1.1076 |
1.1076 |
1.0954 |
|
| R1 |
1.0993 |
1.0993 |
1.0932 |
1.1035 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0863 |
| S1 |
1.0760 |
1.0760 |
1.0890 |
1.0802 |
| S2 |
1.0610 |
1.0610 |
1.0868 |
|
| S3 |
1.0377 |
1.0527 |
1.0847 |
|
| S4 |
1.0144 |
1.0294 |
1.0783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0979 |
1.0740 |
0.0239 |
2.2% |
0.0089 |
0.8% |
94% |
True |
False |
25,230 |
| 10 |
1.0979 |
1.0678 |
0.0301 |
2.7% |
0.0076 |
0.7% |
95% |
True |
False |
14,744 |
| 20 |
1.0979 |
1.0635 |
0.0344 |
3.1% |
0.0063 |
0.6% |
96% |
True |
False |
7,518 |
| 40 |
1.0979 |
1.0555 |
0.0424 |
3.9% |
0.0042 |
0.4% |
96% |
True |
False |
3,769 |
| 60 |
1.0979 |
1.0555 |
0.0424 |
3.9% |
0.0032 |
0.3% |
96% |
True |
False |
2,515 |
| 80 |
1.0979 |
1.0463 |
0.0516 |
4.7% |
0.0028 |
0.3% |
97% |
True |
False |
1,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1178 |
|
1.618 |
1.1102 |
|
1.000 |
1.1055 |
|
0.618 |
1.1026 |
|
HIGH |
1.0979 |
|
0.618 |
1.0950 |
|
0.500 |
1.0941 |
|
0.382 |
1.0932 |
|
LOW |
1.0903 |
|
0.618 |
1.0856 |
|
1.000 |
1.0827 |
|
1.618 |
1.0780 |
|
2.618 |
1.0704 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0944 |
| PP |
1.0949 |
1.0924 |
| S1 |
1.0941 |
1.0905 |
|