CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0782 |
-0.0042 |
-0.4% |
1.0728 |
| High |
1.0832 |
1.0821 |
-0.0011 |
-0.1% |
1.0861 |
| Low |
1.0773 |
1.0774 |
0.0001 |
0.0% |
1.0681 |
| Close |
1.0780 |
1.0788 |
0.0008 |
0.1% |
1.0780 |
| Range |
0.0059 |
0.0047 |
-0.0012 |
-20.3% |
0.0180 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
24,570 |
22,805 |
-1,765 |
-7.2% |
138,666 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0909 |
1.0814 |
|
| R3 |
1.0888 |
1.0862 |
1.0801 |
|
| R2 |
1.0841 |
1.0841 |
1.0797 |
|
| R1 |
1.0815 |
1.0815 |
1.0792 |
1.0828 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0801 |
| S1 |
1.0768 |
1.0768 |
1.0784 |
1.0781 |
| S2 |
1.0747 |
1.0747 |
1.0779 |
|
| S3 |
1.0700 |
1.0721 |
1.0775 |
|
| S4 |
1.0653 |
1.0674 |
1.0762 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1227 |
1.0879 |
|
| R3 |
1.1134 |
1.1047 |
1.0830 |
|
| R2 |
1.0954 |
1.0954 |
1.0813 |
|
| R1 |
1.0867 |
1.0867 |
1.0797 |
1.0911 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0796 |
| S1 |
1.0687 |
1.0687 |
1.0764 |
1.0731 |
| S2 |
1.0594 |
1.0594 |
1.0747 |
|
| S3 |
1.0414 |
1.0507 |
1.0731 |
|
| S4 |
1.0234 |
1.0327 |
1.0681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0718 |
0.0143 |
1.3% |
0.0062 |
0.6% |
49% |
False |
False |
27,875 |
| 10 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0070 |
0.6% |
70% |
False |
False |
27,648 |
| 20 |
1.0861 |
1.0609 |
0.0252 |
2.3% |
0.0071 |
0.7% |
71% |
False |
False |
29,452 |
| 40 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0074 |
0.7% |
84% |
False |
False |
21,867 |
| 60 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0060 |
0.6% |
90% |
False |
False |
14,582 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0054 |
0.5% |
91% |
False |
False |
10,940 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0046 |
0.4% |
91% |
False |
False |
8,756 |
| 120 |
1.0984 |
1.0085 |
0.0899 |
8.3% |
0.0039 |
0.4% |
78% |
False |
False |
7,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0944 |
|
1.618 |
1.0897 |
|
1.000 |
1.0868 |
|
0.618 |
1.0850 |
|
HIGH |
1.0821 |
|
0.618 |
1.0803 |
|
0.500 |
1.0798 |
|
0.382 |
1.0792 |
|
LOW |
1.0774 |
|
0.618 |
1.0745 |
|
1.000 |
1.0727 |
|
1.618 |
1.0698 |
|
2.618 |
1.0651 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0817 |
| PP |
1.0794 |
1.0807 |
| S1 |
1.0791 |
1.0798 |
|