CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0816 |
0.0002 |
0.0% |
1.0796 |
| High |
1.0822 |
1.0825 |
0.0003 |
0.0% |
1.0828 |
| Low |
1.0776 |
1.0726 |
-0.0050 |
-0.5% |
1.0736 |
| Close |
1.0815 |
1.0738 |
-0.0077 |
-0.7% |
1.0803 |
| Range |
0.0046 |
0.0099 |
0.0053 |
115.2% |
0.0092 |
| ATR |
0.0047 |
0.0050 |
0.0004 |
8.0% |
0.0000 |
| Volume |
3,636 |
4,592 |
956 |
26.3% |
423 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.0998 |
1.0792 |
|
| R3 |
1.0961 |
1.0899 |
1.0765 |
|
| R2 |
1.0862 |
1.0862 |
1.0756 |
|
| R1 |
1.0800 |
1.0800 |
1.0747 |
1.0782 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0754 |
| S1 |
1.0701 |
1.0701 |
1.0729 |
1.0683 |
| S2 |
1.0664 |
1.0664 |
1.0720 |
|
| S3 |
1.0565 |
1.0602 |
1.0711 |
|
| S4 |
1.0466 |
1.0503 |
1.0684 |
|
|
| 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 |
1.0726 |
0.0110 |
1.0% |
0.0055 |
0.5% |
11% |
False |
True |
2,149 |
| 10 |
1.0842 |
1.0691 |
0.0151 |
1.4% |
0.0058 |
0.5% |
31% |
False |
False |
1,112 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0041 |
0.4% |
64% |
False |
False |
559 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0027 |
0.3% |
57% |
False |
False |
289 |
| 60 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0026 |
0.2% |
57% |
False |
False |
195 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.5% |
0.0020 |
0.2% |
77% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1084 |
|
1.618 |
1.0985 |
|
1.000 |
1.0924 |
|
0.618 |
1.0886 |
|
HIGH |
1.0825 |
|
0.618 |
1.0787 |
|
0.500 |
1.0776 |
|
0.382 |
1.0764 |
|
LOW |
1.0726 |
|
0.618 |
1.0665 |
|
1.000 |
1.0627 |
|
1.618 |
1.0566 |
|
2.618 |
1.0467 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0776 |
1.0780 |
| PP |
1.0763 |
1.0766 |
| S1 |
1.0751 |
1.0752 |
|