CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0986 |
1.0975 |
-0.0011 |
-0.1% |
1.0753 |
| High |
1.1002 |
1.1003 |
0.0001 |
0.0% |
1.1013 |
| Low |
1.0979 |
1.0975 |
-0.0004 |
0.0% |
1.0753 |
| Close |
1.1002 |
1.1003 |
0.0001 |
0.0% |
1.0928 |
| Range |
0.0023 |
0.0028 |
0.0005 |
21.7% |
0.0260 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
4 |
53 |
49 |
1,225.0% |
11 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1068 |
1.1018 |
|
| R3 |
1.1050 |
1.1040 |
1.1011 |
|
| R2 |
1.1022 |
1.1022 |
1.1008 |
|
| R1 |
1.1012 |
1.1012 |
1.1006 |
1.1017 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0996 |
| S1 |
1.0984 |
1.0984 |
1.1000 |
1.0989 |
| S2 |
1.0966 |
1.0966 |
1.0998 |
|
| S3 |
1.0938 |
1.0956 |
1.0995 |
|
| S4 |
1.0910 |
1.0928 |
1.0988 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1678 |
1.1563 |
1.1071 |
|
| R3 |
1.1418 |
1.1303 |
1.1000 |
|
| R2 |
1.1158 |
1.1158 |
1.0976 |
|
| R1 |
1.1043 |
1.1043 |
1.0952 |
1.1101 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0927 |
| S1 |
1.0783 |
1.0783 |
1.0904 |
1.0841 |
| S2 |
1.0638 |
1.0638 |
1.0880 |
|
| S3 |
1.0378 |
1.0523 |
1.0857 |
|
| S4 |
1.0118 |
1.0263 |
1.0785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1003 |
1.0928 |
0.0075 |
0.7% |
0.0010 |
0.1% |
100% |
True |
False |
13 |
| 10 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0023 |
0.2% |
96% |
False |
False |
7 |
| 20 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0013 |
0.1% |
96% |
False |
False |
4 |
| 40 |
1.1013 |
1.0581 |
0.0432 |
3.9% |
0.0006 |
0.1% |
98% |
False |
False |
2 |
| 60 |
1.1013 |
1.0581 |
0.0432 |
3.9% |
0.0004 |
0.0% |
98% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.1076 |
|
1.618 |
1.1048 |
|
1.000 |
1.1031 |
|
0.618 |
1.1020 |
|
HIGH |
1.1003 |
|
0.618 |
1.0992 |
|
0.500 |
1.0989 |
|
0.382 |
1.0986 |
|
LOW |
1.0975 |
|
0.618 |
1.0958 |
|
1.000 |
1.0947 |
|
1.618 |
1.0930 |
|
2.618 |
1.0902 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0998 |
| PP |
1.0994 |
1.0994 |
| S1 |
1.0989 |
1.0989 |
|