CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0803 |
1.0823 |
0.0020 |
0.2% |
1.0796 |
| High |
1.0836 |
1.0833 |
-0.0003 |
0.0% |
1.0828 |
| Low |
1.0799 |
1.0786 |
-0.0013 |
-0.1% |
1.0736 |
| Close |
1.0822 |
1.0821 |
-0.0001 |
0.0% |
1.0803 |
| Range |
0.0037 |
0.0047 |
0.0010 |
27.0% |
0.0092 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0000 |
| Volume |
839 |
1,620 |
781 |
93.1% |
423 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0935 |
1.0847 |
|
| R3 |
1.0907 |
1.0888 |
1.0834 |
|
| R2 |
1.0860 |
1.0860 |
1.0830 |
|
| R1 |
1.0841 |
1.0841 |
1.0825 |
1.0827 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0807 |
| S1 |
1.0794 |
1.0794 |
1.0817 |
1.0780 |
| S2 |
1.0766 |
1.0766 |
1.0812 |
|
| S3 |
1.0719 |
1.0747 |
1.0808 |
|
| S4 |
1.0672 |
1.0700 |
1.0795 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1026 |
1.0854 |
|
| R3 |
1.0973 |
1.0934 |
1.0828 |
|
| R2 |
1.0881 |
1.0881 |
1.0820 |
|
| R1 |
1.0842 |
1.0842 |
1.0811 |
1.0862 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0799 |
| S1 |
1.0750 |
1.0750 |
1.0795 |
1.0770 |
| S2 |
1.0697 |
1.0697 |
1.0786 |
|
| S3 |
1.0605 |
1.0658 |
1.0778 |
|
| S4 |
1.0513 |
1.0566 |
1.0752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0836 |
1.0736 |
0.0100 |
0.9% |
0.0040 |
0.4% |
85% |
False |
False |
513 |
| 10 |
1.0842 |
1.0635 |
0.0207 |
1.9% |
0.0049 |
0.5% |
90% |
False |
False |
291 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0034 |
0.3% |
93% |
False |
False |
159 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
2.9% |
0.0025 |
0.2% |
83% |
False |
False |
84 |
| 60 |
1.0874 |
1.0555 |
0.0319 |
2.9% |
0.0024 |
0.2% |
83% |
False |
False |
58 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0018 |
0.2% |
91% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0956 |
|
1.618 |
1.0909 |
|
1.000 |
1.0880 |
|
0.618 |
1.0862 |
|
HIGH |
1.0833 |
|
0.618 |
1.0815 |
|
0.500 |
1.0810 |
|
0.382 |
1.0804 |
|
LOW |
1.0786 |
|
0.618 |
1.0757 |
|
1.000 |
1.0739 |
|
1.618 |
1.0710 |
|
2.618 |
1.0663 |
|
4.250 |
1.0586 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0817 |
1.0817 |
| PP |
1.0813 |
1.0813 |
| S1 |
1.0810 |
1.0809 |
|