CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.1016 |
0.0025 |
0.2% |
1.0931 |
| High |
1.0991 |
1.1016 |
0.0025 |
0.2% |
1.1003 |
| Low |
1.0991 |
1.0984 |
-0.0007 |
-0.1% |
1.0931 |
| Close |
1.0991 |
1.0984 |
-0.0007 |
-0.1% |
1.0948 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0072 |
| ATR |
0.0038 |
0.0037 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
69 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1069 |
1.1002 |
|
| R3 |
1.1059 |
1.1037 |
1.0993 |
|
| R2 |
1.1027 |
1.1027 |
1.0990 |
|
| R1 |
1.1005 |
1.1005 |
1.0987 |
1.1000 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.0992 |
| S1 |
1.0973 |
1.0973 |
1.0981 |
1.0968 |
| S2 |
1.0963 |
1.0963 |
1.0978 |
|
| S3 |
1.0931 |
1.0941 |
1.0975 |
|
| S4 |
1.0899 |
1.0909 |
1.0966 |
|
|
| 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 |
1.1016 |
1.0948 |
0.0068 |
0.6% |
0.0019 |
0.2% |
53% |
True |
False |
15 |
| 10 |
1.1016 |
1.0861 |
0.0155 |
1.4% |
0.0012 |
0.1% |
79% |
True |
False |
9 |
| 20 |
1.1016 |
1.0741 |
0.0275 |
2.5% |
0.0015 |
0.1% |
88% |
True |
False |
5 |
| 40 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0008 |
0.1% |
93% |
True |
False |
3 |
| 60 |
1.1016 |
1.0581 |
0.0435 |
4.0% |
0.0005 |
0.0% |
93% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1100 |
|
1.618 |
1.1068 |
|
1.000 |
1.1048 |
|
0.618 |
1.1036 |
|
HIGH |
1.1016 |
|
0.618 |
1.1004 |
|
0.500 |
1.1000 |
|
0.382 |
1.0996 |
|
LOW |
1.0984 |
|
0.618 |
1.0964 |
|
1.000 |
1.0952 |
|
1.618 |
1.0932 |
|
2.618 |
1.0900 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.0993 |
| PP |
1.0995 |
1.0990 |
| S1 |
1.0989 |
1.0987 |
|