CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0967 |
0.0054 |
0.5% |
1.0700 |
| High |
1.0979 |
1.1021 |
0.0042 |
0.4% |
1.0925 |
| Low |
1.0903 |
1.0962 |
0.0059 |
0.5% |
1.0692 |
| Close |
1.0964 |
1.0983 |
0.0019 |
0.2% |
1.0911 |
| Range |
0.0076 |
0.0059 |
-0.0017 |
-22.4% |
0.0233 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
22,197 |
30,229 |
8,032 |
36.2% |
92,400 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1133 |
1.1015 |
|
| R3 |
1.1107 |
1.1074 |
1.0999 |
|
| R2 |
1.1048 |
1.1048 |
1.0994 |
|
| R1 |
1.1015 |
1.1015 |
1.0988 |
1.1032 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0997 |
| S1 |
1.0956 |
1.0956 |
1.0978 |
1.0973 |
| S2 |
1.0930 |
1.0930 |
1.0972 |
|
| S3 |
1.0871 |
1.0897 |
1.0967 |
|
| S4 |
1.0812 |
1.0838 |
1.0951 |
|
|
| 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 |
1.1021 |
1.0799 |
0.0222 |
2.0% |
0.0065 |
0.6% |
83% |
True |
False |
26,935 |
| 10 |
1.1021 |
1.0678 |
0.0343 |
3.1% |
0.0078 |
0.7% |
89% |
True |
False |
17,404 |
| 20 |
1.1021 |
1.0635 |
0.0386 |
3.5% |
0.0065 |
0.6% |
90% |
True |
False |
9,029 |
| 40 |
1.1021 |
1.0555 |
0.0466 |
4.2% |
0.0041 |
0.4% |
92% |
True |
False |
4,525 |
| 60 |
1.1021 |
1.0555 |
0.0466 |
4.2% |
0.0033 |
0.3% |
92% |
True |
False |
3,018 |
| 80 |
1.1021 |
1.0464 |
0.0557 |
5.1% |
0.0028 |
0.3% |
93% |
True |
False |
2,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1175 |
|
1.618 |
1.1116 |
|
1.000 |
1.1080 |
|
0.618 |
1.1057 |
|
HIGH |
1.1021 |
|
0.618 |
1.0998 |
|
0.500 |
1.0992 |
|
0.382 |
1.0985 |
|
LOW |
1.0962 |
|
0.618 |
1.0926 |
|
1.000 |
1.0903 |
|
1.618 |
1.0867 |
|
2.618 |
1.0808 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0974 |
| PP |
1.0989 |
1.0965 |
| S1 |
1.0986 |
1.0956 |
|