CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0991 |
0.0039 |
0.4% |
1.0924 |
| High |
1.1026 |
1.0991 |
-0.0035 |
-0.3% |
1.1026 |
| Low |
1.0945 |
1.0915 |
-0.0030 |
-0.3% |
1.0891 |
| Close |
1.0984 |
1.0927 |
-0.0057 |
-0.5% |
1.0927 |
| Range |
0.0081 |
0.0076 |
-0.0005 |
-6.2% |
0.0135 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
26,939 |
25,782 |
-1,157 |
-4.3% |
128,377 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1126 |
1.0969 |
|
| R3 |
1.1096 |
1.1050 |
1.0948 |
|
| R2 |
1.1020 |
1.1020 |
1.0941 |
|
| R1 |
1.0974 |
1.0974 |
1.0934 |
1.0959 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0937 |
| S1 |
1.0898 |
1.0898 |
1.0920 |
1.0883 |
| S2 |
1.0868 |
1.0868 |
1.0913 |
|
| S3 |
1.0792 |
1.0822 |
1.0906 |
|
| S4 |
1.0716 |
1.0746 |
1.0885 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1275 |
1.1001 |
|
| R3 |
1.1218 |
1.1140 |
1.0964 |
|
| R2 |
1.1083 |
1.1083 |
1.0952 |
|
| R1 |
1.1005 |
1.1005 |
1.0939 |
1.1044 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0968 |
| S1 |
1.0870 |
1.0870 |
1.0915 |
1.0909 |
| S2 |
1.0813 |
1.0813 |
1.0902 |
|
| S3 |
1.0678 |
1.0735 |
1.0890 |
|
| S4 |
1.0543 |
1.0600 |
1.0853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1026 |
1.0891 |
0.0135 |
1.2% |
0.0066 |
0.6% |
27% |
False |
False |
25,675 |
| 10 |
1.1026 |
1.0692 |
0.0334 |
3.1% |
0.0076 |
0.7% |
70% |
False |
False |
22,077 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0063 |
0.6% |
72% |
False |
False |
11,664 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0044 |
0.4% |
79% |
False |
False |
5,842 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0035 |
0.3% |
79% |
False |
False |
3,897 |
| 80 |
1.1026 |
1.0464 |
0.0562 |
5.1% |
0.0030 |
0.3% |
82% |
False |
False |
2,923 |
| 100 |
1.1026 |
1.0198 |
0.0828 |
7.6% |
0.0024 |
0.2% |
88% |
False |
False |
2,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1190 |
|
1.618 |
1.1114 |
|
1.000 |
1.1067 |
|
0.618 |
1.1038 |
|
HIGH |
1.0991 |
|
0.618 |
1.0962 |
|
0.500 |
1.0953 |
|
0.382 |
1.0944 |
|
LOW |
1.0915 |
|
0.618 |
1.0868 |
|
1.000 |
1.0839 |
|
1.618 |
1.0792 |
|
2.618 |
1.0716 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0971 |
| PP |
1.0944 |
1.0956 |
| S1 |
1.0936 |
1.0942 |
|