CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0745 |
1.0700 |
-0.0045 |
-0.4% |
1.0803 |
| High |
1.0749 |
1.0739 |
-0.0010 |
-0.1% |
1.0836 |
| Low |
1.0678 |
1.0696 |
0.0018 |
0.2% |
1.0678 |
| Close |
1.0720 |
1.0734 |
0.0014 |
0.1% |
1.0720 |
| Range |
0.0071 |
0.0043 |
-0.0028 |
-39.4% |
0.0158 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,393 |
6,156 |
4,763 |
341.9% |
12,080 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0836 |
1.0758 |
|
| R3 |
1.0809 |
1.0793 |
1.0746 |
|
| R2 |
1.0766 |
1.0766 |
1.0742 |
|
| R1 |
1.0750 |
1.0750 |
1.0738 |
1.0758 |
| PP |
1.0723 |
1.0723 |
1.0723 |
1.0727 |
| S1 |
1.0707 |
1.0707 |
1.0730 |
1.0715 |
| S2 |
1.0680 |
1.0680 |
1.0726 |
|
| S3 |
1.0637 |
1.0664 |
1.0722 |
|
| S4 |
1.0594 |
1.0621 |
1.0710 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1127 |
1.0807 |
|
| R3 |
1.1061 |
1.0969 |
1.0763 |
|
| R2 |
1.0903 |
1.0903 |
1.0749 |
|
| R1 |
1.0811 |
1.0811 |
1.0734 |
1.0778 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0728 |
| S1 |
1.0653 |
1.0653 |
1.0706 |
1.0620 |
| S2 |
1.0587 |
1.0587 |
1.0691 |
|
| S3 |
1.0429 |
1.0495 |
1.0677 |
|
| S4 |
1.0271 |
1.0337 |
1.0633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0833 |
1.0678 |
0.0155 |
1.4% |
0.0061 |
0.6% |
36% |
False |
False |
3,479 |
| 10 |
1.0836 |
1.0678 |
0.0158 |
1.5% |
0.0052 |
0.5% |
35% |
False |
False |
1,853 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0045 |
0.4% |
62% |
False |
False |
936 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0030 |
0.3% |
56% |
False |
False |
478 |
| 60 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0025 |
0.2% |
56% |
False |
False |
321 |
| 80 |
1.0874 |
1.0316 |
0.0558 |
5.2% |
0.0021 |
0.2% |
75% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0922 |
|
2.618 |
1.0852 |
|
1.618 |
1.0809 |
|
1.000 |
1.0782 |
|
0.618 |
1.0766 |
|
HIGH |
1.0739 |
|
0.618 |
1.0723 |
|
0.500 |
1.0718 |
|
0.382 |
1.0712 |
|
LOW |
1.0696 |
|
0.618 |
1.0669 |
|
1.000 |
1.0653 |
|
1.618 |
1.0626 |
|
2.618 |
1.0583 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0752 |
| PP |
1.0723 |
1.0746 |
| S1 |
1.0718 |
1.0740 |
|