CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0732 |
0.0032 |
0.3% |
1.0803 |
| High |
1.0739 |
1.0750 |
0.0011 |
0.1% |
1.0836 |
| Low |
1.0696 |
1.0692 |
-0.0004 |
0.0% |
1.0678 |
| Close |
1.0734 |
1.0740 |
0.0006 |
0.1% |
1.0720 |
| Range |
0.0043 |
0.0058 |
0.0015 |
34.9% |
0.0158 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.9% |
0.0000 |
| Volume |
6,156 |
5,517 |
-639 |
-10.4% |
12,080 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0879 |
1.0772 |
|
| R3 |
1.0843 |
1.0821 |
1.0756 |
|
| R2 |
1.0785 |
1.0785 |
1.0751 |
|
| R1 |
1.0763 |
1.0763 |
1.0745 |
1.0774 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0733 |
| S1 |
1.0705 |
1.0705 |
1.0735 |
1.0716 |
| S2 |
1.0669 |
1.0669 |
1.0729 |
|
| S3 |
1.0611 |
1.0647 |
1.0724 |
|
| S4 |
1.0553 |
1.0589 |
1.0708 |
|
|
| 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 |
1.0825 |
1.0678 |
0.0147 |
1.4% |
0.0063 |
0.6% |
42% |
False |
False |
4,258 |
| 10 |
1.0836 |
1.0678 |
0.0158 |
1.5% |
0.0052 |
0.5% |
39% |
False |
False |
2,386 |
| 20 |
1.0842 |
1.0563 |
0.0279 |
2.6% |
0.0048 |
0.4% |
63% |
False |
False |
1,212 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0031 |
0.3% |
58% |
False |
False |
616 |
| 60 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0026 |
0.2% |
58% |
False |
False |
412 |
| 80 |
1.0874 |
1.0334 |
0.0540 |
5.0% |
0.0022 |
0.2% |
75% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0902 |
|
1.618 |
1.0844 |
|
1.000 |
1.0808 |
|
0.618 |
1.0786 |
|
HIGH |
1.0750 |
|
0.618 |
1.0728 |
|
0.500 |
1.0721 |
|
0.382 |
1.0714 |
|
LOW |
1.0692 |
|
0.618 |
1.0656 |
|
1.000 |
1.0634 |
|
1.618 |
1.0598 |
|
2.618 |
1.0540 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0731 |
| PP |
1.0727 |
1.0723 |
| S1 |
1.0721 |
1.0714 |
|