CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0808 |
0.0062 |
0.6% |
1.0803 |
| High |
1.0923 |
1.0855 |
-0.0068 |
-0.6% |
1.0836 |
| Low |
1.0740 |
1.0799 |
0.0059 |
0.5% |
1.0678 |
| Close |
1.0820 |
1.0843 |
0.0023 |
0.2% |
1.0720 |
| Range |
0.0183 |
0.0056 |
-0.0127 |
-69.4% |
0.0158 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
21,705 |
21,143 |
-562 |
-2.6% |
12,080 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0978 |
1.0874 |
|
| R3 |
1.0944 |
1.0922 |
1.0858 |
|
| R2 |
1.0888 |
1.0888 |
1.0853 |
|
| R1 |
1.0866 |
1.0866 |
1.0848 |
1.0877 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0838 |
| S1 |
1.0810 |
1.0810 |
1.0838 |
1.0821 |
| S2 |
1.0776 |
1.0776 |
1.0833 |
|
| S3 |
1.0720 |
1.0754 |
1.0828 |
|
| S4 |
1.0664 |
1.0698 |
1.0812 |
|
|
| 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 |
1.0923 |
1.0678 |
0.0245 |
2.3% |
0.0082 |
0.8% |
67% |
False |
False |
11,182 |
| 10 |
1.0923 |
1.0678 |
0.0245 |
2.3% |
0.0069 |
0.6% |
67% |
False |
False |
6,666 |
| 20 |
1.0923 |
1.0563 |
0.0360 |
3.3% |
0.0057 |
0.5% |
78% |
False |
False |
3,354 |
| 40 |
1.0923 |
1.0555 |
0.0368 |
3.4% |
0.0037 |
0.3% |
78% |
False |
False |
1,687 |
| 60 |
1.0923 |
1.0555 |
0.0368 |
3.4% |
0.0030 |
0.3% |
78% |
False |
False |
1,126 |
| 80 |
1.0923 |
1.0463 |
0.0460 |
4.2% |
0.0025 |
0.2% |
83% |
False |
False |
845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1093 |
|
2.618 |
1.1002 |
|
1.618 |
1.0946 |
|
1.000 |
1.0911 |
|
0.618 |
1.0890 |
|
HIGH |
1.0855 |
|
0.618 |
1.0834 |
|
0.500 |
1.0827 |
|
0.382 |
1.0820 |
|
LOW |
1.0799 |
|
0.618 |
1.0764 |
|
1.000 |
1.0743 |
|
1.618 |
1.0708 |
|
2.618 |
1.0652 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0831 |
| PP |
1.0832 |
1.0819 |
| S1 |
1.0827 |
1.0808 |
|