CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0823 |
1.0814 |
-0.0009 |
-0.1% |
1.0796 |
| High |
1.0833 |
1.0822 |
-0.0011 |
-0.1% |
1.0828 |
| Low |
1.0786 |
1.0776 |
-0.0010 |
-0.1% |
1.0736 |
| Close |
1.0821 |
1.0815 |
-0.0006 |
-0.1% |
1.0803 |
| Range |
0.0047 |
0.0046 |
-0.0001 |
-2.1% |
0.0092 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,620 |
3,636 |
2,016 |
124.4% |
423 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0925 |
1.0840 |
|
| R3 |
1.0896 |
1.0879 |
1.0828 |
|
| R2 |
1.0850 |
1.0850 |
1.0823 |
|
| R1 |
1.0833 |
1.0833 |
1.0819 |
1.0842 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0809 |
| S1 |
1.0787 |
1.0787 |
1.0811 |
1.0796 |
| S2 |
1.0758 |
1.0758 |
1.0807 |
|
| S3 |
1.0712 |
1.0741 |
1.0802 |
|
| S4 |
1.0666 |
1.0695 |
1.0790 |
|
|
| 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 |
1.0775 |
0.0061 |
0.6% |
0.0042 |
0.4% |
66% |
False |
False |
1,233 |
| 10 |
1.0842 |
1.0635 |
0.0207 |
1.9% |
0.0052 |
0.5% |
87% |
False |
False |
653 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0036 |
0.3% |
91% |
False |
False |
335 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
2.9% |
0.0026 |
0.2% |
82% |
False |
False |
175 |
| 60 |
1.0874 |
1.0555 |
0.0319 |
2.9% |
0.0025 |
0.2% |
82% |
False |
False |
118 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0019 |
0.2% |
90% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0942 |
|
1.618 |
1.0896 |
|
1.000 |
1.0868 |
|
0.618 |
1.0850 |
|
HIGH |
1.0822 |
|
0.618 |
1.0804 |
|
0.500 |
1.0799 |
|
0.382 |
1.0794 |
|
LOW |
1.0776 |
|
0.618 |
1.0748 |
|
1.000 |
1.0730 |
|
1.618 |
1.0702 |
|
2.618 |
1.0656 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0812 |
| PP |
1.0804 |
1.0809 |
| S1 |
1.0799 |
1.0806 |
|