CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0955 |
0.0019 |
0.2% |
1.0924 |
| High |
1.0979 |
1.0996 |
0.0017 |
0.2% |
1.1026 |
| Low |
1.0923 |
1.0943 |
0.0020 |
0.2% |
1.0891 |
| Close |
1.0947 |
1.0969 |
0.0022 |
0.2% |
1.0927 |
| Range |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0135 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
8,474 |
6,223 |
-2,251 |
-26.6% |
128,377 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1102 |
1.0998 |
|
| R3 |
1.1075 |
1.1049 |
1.0984 |
|
| R2 |
1.1022 |
1.1022 |
1.0979 |
|
| R1 |
1.0996 |
1.0996 |
1.0974 |
1.1009 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0976 |
| S1 |
1.0943 |
1.0943 |
1.0964 |
1.0956 |
| S2 |
1.0916 |
1.0916 |
1.0959 |
|
| S3 |
1.0863 |
1.0890 |
1.0954 |
|
| S4 |
1.0810 |
1.0837 |
1.0940 |
|
|
| 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 |
1.0915 |
0.0111 |
1.0% |
0.0065 |
0.6% |
49% |
False |
False |
19,529 |
| 10 |
1.1026 |
1.0740 |
0.0286 |
2.6% |
0.0077 |
0.7% |
80% |
False |
False |
22,380 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0064 |
0.6% |
84% |
False |
False |
12,383 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0047 |
0.4% |
88% |
False |
False |
6,210 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0036 |
0.3% |
88% |
False |
False |
4,142 |
| 80 |
1.1026 |
1.0510 |
0.0516 |
4.7% |
0.0032 |
0.3% |
89% |
False |
False |
3,107 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0025 |
0.2% |
92% |
False |
False |
2,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1221 |
|
2.618 |
1.1135 |
|
1.618 |
1.1082 |
|
1.000 |
1.1049 |
|
0.618 |
1.1029 |
|
HIGH |
1.0996 |
|
0.618 |
1.0976 |
|
0.500 |
1.0970 |
|
0.382 |
1.0963 |
|
LOW |
1.0943 |
|
0.618 |
1.0910 |
|
1.000 |
1.0890 |
|
1.618 |
1.0857 |
|
2.618 |
1.0804 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0965 |
| PP |
1.0969 |
1.0960 |
| S1 |
1.0969 |
1.0956 |
|