CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 02-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0651 |
1.0672 |
0.0021 |
0.2% |
1.0731 |
High |
1.0707 |
1.0728 |
0.0021 |
0.2% |
1.0740 |
Low |
1.0609 |
1.0665 |
0.0056 |
0.5% |
1.0632 |
Close |
1.0671 |
1.0692 |
0.0021 |
0.2% |
1.0649 |
Range |
0.0098 |
0.0063 |
-0.0035 |
-35.7% |
0.0108 |
ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
36,151 |
29,199 |
-6,952 |
-19.2% |
162,458 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0884 |
1.0851 |
1.0727 |
|
R3 |
1.0821 |
1.0788 |
1.0709 |
|
R2 |
1.0758 |
1.0758 |
1.0704 |
|
R1 |
1.0725 |
1.0725 |
1.0698 |
1.0742 |
PP |
1.0695 |
1.0695 |
1.0695 |
1.0703 |
S1 |
1.0662 |
1.0662 |
1.0686 |
1.0679 |
S2 |
1.0632 |
1.0632 |
1.0680 |
|
S3 |
1.0569 |
1.0599 |
1.0675 |
|
S4 |
1.0506 |
1.0536 |
1.0657 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0998 |
1.0931 |
1.0708 |
|
R3 |
1.0890 |
1.0823 |
1.0679 |
|
R2 |
1.0782 |
1.0782 |
1.0669 |
|
R1 |
1.0715 |
1.0715 |
1.0659 |
1.0695 |
PP |
1.0674 |
1.0674 |
1.0674 |
1.0663 |
S1 |
1.0607 |
1.0607 |
1.0639 |
1.0587 |
S2 |
1.0566 |
1.0566 |
1.0629 |
|
S3 |
1.0458 |
1.0499 |
1.0619 |
|
S4 |
1.0350 |
1.0391 |
1.0590 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0728 |
1.0609 |
0.0119 |
1.1% |
0.0076 |
0.7% |
70% |
True |
False |
33,936 |
10 |
1.0816 |
1.0609 |
0.0207 |
1.9% |
0.0076 |
0.7% |
40% |
False |
False |
32,077 |
20 |
1.0838 |
1.0430 |
0.0408 |
3.8% |
0.0081 |
0.8% |
64% |
False |
False |
24,144 |
40 |
1.0838 |
1.0254 |
0.0584 |
5.5% |
0.0058 |
0.5% |
75% |
False |
False |
12,125 |
60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0050 |
0.5% |
81% |
False |
False |
8,087 |
80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0045 |
0.4% |
81% |
False |
False |
6,071 |
100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0036 |
0.3% |
81% |
False |
False |
4,857 |
120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0031 |
0.3% |
61% |
False |
False |
4,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0996 |
2.618 |
1.0893 |
1.618 |
1.0830 |
1.000 |
1.0791 |
0.618 |
1.0767 |
HIGH |
1.0728 |
0.618 |
1.0704 |
0.500 |
1.0697 |
0.382 |
1.0689 |
LOW |
1.0665 |
0.618 |
1.0626 |
1.000 |
1.0602 |
1.618 |
1.0563 |
2.618 |
1.0500 |
4.250 |
1.0397 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0697 |
1.0684 |
PP |
1.0695 |
1.0676 |
S1 |
1.0694 |
1.0669 |
|