CME Swiss Franc Future June 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 |
1.0975 |
1.0983 |
0.0008 |
0.1% |
1.0931 |
| High |
1.1003 |
1.0983 |
-0.0020 |
-0.2% |
1.1003 |
| Low |
1.0975 |
1.0948 |
-0.0027 |
-0.2% |
1.0931 |
| Close |
1.1003 |
1.0948 |
-0.0055 |
-0.5% |
1.0948 |
| Range |
0.0028 |
0.0035 |
0.0007 |
25.0% |
0.0072 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.9% |
0.0000 |
| Volume |
53 |
4 |
-49 |
-92.5% |
69 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1041 |
1.0967 |
|
| R3 |
1.1030 |
1.1006 |
1.0958 |
|
| R2 |
1.0995 |
1.0995 |
1.0954 |
|
| R1 |
1.0971 |
1.0971 |
1.0951 |
1.0966 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0957 |
| S1 |
1.0936 |
1.0936 |
1.0945 |
1.0931 |
| S2 |
1.0925 |
1.0925 |
1.0942 |
|
| S3 |
1.0890 |
1.0901 |
1.0938 |
|
| S4 |
1.0855 |
1.0866 |
1.0929 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1134 |
1.0988 |
|
| R3 |
1.1105 |
1.1062 |
1.0968 |
|
| R2 |
1.1033 |
1.1033 |
1.0961 |
|
| R1 |
1.0990 |
1.0990 |
1.0955 |
1.1012 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0971 |
| S1 |
1.0918 |
1.0918 |
1.0941 |
1.0940 |
| S2 |
1.0889 |
1.0889 |
1.0935 |
|
| S3 |
1.0817 |
1.0846 |
1.0928 |
|
| S4 |
1.0745 |
1.0774 |
1.0908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1003 |
1.0931 |
0.0072 |
0.7% |
0.0017 |
0.2% |
24% |
False |
False |
13 |
| 10 |
1.1013 |
1.0753 |
0.0260 |
2.4% |
0.0026 |
0.2% |
75% |
False |
False |
8 |
| 20 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0013 |
0.1% |
76% |
False |
False |
4 |
| 40 |
1.1013 |
1.0581 |
0.0432 |
3.9% |
0.0007 |
0.1% |
85% |
False |
False |
2 |
| 60 |
1.1013 |
1.0581 |
0.0432 |
3.9% |
0.0005 |
0.0% |
85% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.1075 |
|
1.618 |
1.1040 |
|
1.000 |
1.1018 |
|
0.618 |
1.1005 |
|
HIGH |
1.0983 |
|
0.618 |
1.0970 |
|
0.500 |
1.0966 |
|
0.382 |
1.0961 |
|
LOW |
1.0948 |
|
0.618 |
1.0926 |
|
1.000 |
1.0913 |
|
1.618 |
1.0891 |
|
2.618 |
1.0856 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0976 |
| PP |
1.0960 |
1.0966 |
| S1 |
1.0954 |
1.0957 |
|