CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0961 |
-0.0006 |
-0.1% |
1.0936 |
| High |
1.1013 |
1.0983 |
-0.0030 |
-0.3% |
1.1013 |
| Low |
1.0938 |
1.0905 |
-0.0033 |
-0.3% |
1.0905 |
| Close |
1.0963 |
1.0965 |
0.0002 |
0.0% |
1.0965 |
| Range |
0.0075 |
0.0078 |
0.0003 |
4.0% |
0.0108 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
18,730 |
14,924 |
-3,806 |
-20.3% |
48,351 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1153 |
1.1008 |
|
| R3 |
1.1107 |
1.1075 |
1.0986 |
|
| R2 |
1.1029 |
1.1029 |
1.0979 |
|
| R1 |
1.0997 |
1.0997 |
1.0972 |
1.1013 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0959 |
| S1 |
1.0919 |
1.0919 |
1.0958 |
1.0935 |
| S2 |
1.0873 |
1.0873 |
1.0951 |
|
| S3 |
1.0795 |
1.0841 |
1.0944 |
|
| S4 |
1.0717 |
1.0763 |
1.0922 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1233 |
1.1024 |
|
| R3 |
1.1177 |
1.1125 |
1.0995 |
|
| R2 |
1.1069 |
1.1069 |
1.0985 |
|
| R1 |
1.1017 |
1.1017 |
1.0975 |
1.1043 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0974 |
| S1 |
1.0909 |
1.0909 |
1.0955 |
1.0935 |
| S2 |
1.0853 |
1.0853 |
1.0945 |
|
| S3 |
1.0745 |
1.0801 |
1.0935 |
|
| S4 |
1.0637 |
1.0693 |
1.0906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1013 |
1.0905 |
0.0108 |
1.0% |
0.0068 |
0.6% |
56% |
False |
True |
14,826 |
| 10 |
1.1026 |
1.0830 |
0.0196 |
1.8% |
0.0069 |
0.6% |
69% |
False |
False |
21,460 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0069 |
0.6% |
82% |
False |
False |
14,063 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0050 |
0.5% |
87% |
False |
False |
7,051 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0038 |
0.3% |
87% |
False |
False |
4,702 |
| 80 |
1.1026 |
1.0534 |
0.0492 |
4.5% |
0.0034 |
0.3% |
88% |
False |
False |
3,528 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0027 |
0.2% |
92% |
False |
False |
2,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1187 |
|
1.618 |
1.1109 |
|
1.000 |
1.1061 |
|
0.618 |
1.1031 |
|
HIGH |
1.0983 |
|
0.618 |
1.0953 |
|
0.500 |
1.0944 |
|
0.382 |
1.0935 |
|
LOW |
1.0905 |
|
0.618 |
1.0857 |
|
1.000 |
1.0827 |
|
1.618 |
1.0779 |
|
2.618 |
1.0701 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0963 |
| PP |
1.0951 |
1.0961 |
| S1 |
1.0944 |
1.0959 |
|