CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0845 |
0.0120 |
1.1% |
1.0766 |
| High |
1.0813 |
1.0861 |
0.0048 |
0.4% |
1.0774 |
| Low |
1.0718 |
1.0801 |
0.0083 |
0.8% |
1.0614 |
| Close |
1.0801 |
1.0857 |
0.0056 |
0.5% |
1.0729 |
| Range |
0.0095 |
0.0060 |
-0.0035 |
-36.8% |
0.0160 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
30,610 |
33,367 |
2,757 |
9.0% |
139,387 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0998 |
1.0890 |
|
| R3 |
1.0960 |
1.0938 |
1.0874 |
|
| R2 |
1.0900 |
1.0900 |
1.0868 |
|
| R1 |
1.0878 |
1.0878 |
1.0863 |
1.0889 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0845 |
| S1 |
1.0818 |
1.0818 |
1.0852 |
1.0829 |
| S2 |
1.0780 |
1.0780 |
1.0846 |
|
| S3 |
1.0720 |
1.0758 |
1.0841 |
|
| S4 |
1.0660 |
1.0698 |
1.0824 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1117 |
1.0817 |
|
| R3 |
1.1026 |
1.0957 |
1.0773 |
|
| R2 |
1.0866 |
1.0866 |
1.0758 |
|
| R1 |
1.0797 |
1.0797 |
1.0744 |
1.0752 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0683 |
| S1 |
1.0637 |
1.0637 |
1.0714 |
1.0592 |
| S2 |
1.0546 |
1.0546 |
1.0700 |
|
| S3 |
1.0386 |
1.0477 |
1.0685 |
|
| S4 |
1.0226 |
1.0317 |
1.0641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0628 |
0.0233 |
2.1% |
0.0074 |
0.7% |
98% |
True |
False |
27,451 |
| 10 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0078 |
0.7% |
98% |
True |
False |
28,493 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.3% |
0.0077 |
0.7% |
98% |
True |
False |
30,320 |
| 40 |
1.0861 |
1.0396 |
0.0465 |
4.3% |
0.0074 |
0.7% |
99% |
True |
False |
19,983 |
| 60 |
1.0861 |
1.0131 |
0.0730 |
6.7% |
0.0060 |
0.6% |
99% |
True |
False |
13,326 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.1% |
0.0052 |
0.5% |
99% |
True |
False |
10,002 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.1% |
0.0045 |
0.4% |
99% |
True |
False |
8,002 |
| 120 |
1.1061 |
1.0085 |
0.0976 |
9.0% |
0.0037 |
0.3% |
79% |
False |
False |
6,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1116 |
|
2.618 |
1.1018 |
|
1.618 |
1.0958 |
|
1.000 |
1.0921 |
|
0.618 |
1.0898 |
|
HIGH |
1.0861 |
|
0.618 |
1.0838 |
|
0.500 |
1.0831 |
|
0.382 |
1.0824 |
|
LOW |
1.0801 |
|
0.618 |
1.0764 |
|
1.000 |
1.0741 |
|
1.618 |
1.0704 |
|
2.618 |
1.0644 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0828 |
| PP |
1.0840 |
1.0800 |
| S1 |
1.0831 |
1.0771 |
|