CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0808 |
1.0839 |
0.0031 |
0.3% |
1.0700 |
| High |
1.0855 |
1.0925 |
0.0070 |
0.6% |
1.0925 |
| Low |
1.0799 |
1.0830 |
0.0031 |
0.3% |
1.0692 |
| Close |
1.0843 |
1.0911 |
0.0068 |
0.6% |
1.0911 |
| Range |
0.0056 |
0.0095 |
0.0039 |
69.6% |
0.0233 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.0% |
0.0000 |
| Volume |
21,143 |
37,879 |
16,736 |
79.2% |
92,400 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1137 |
1.0963 |
|
| R3 |
1.1079 |
1.1042 |
1.0937 |
|
| R2 |
1.0984 |
1.0984 |
1.0928 |
|
| R1 |
1.0947 |
1.0947 |
1.0920 |
1.0966 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0898 |
| S1 |
1.0852 |
1.0852 |
1.0902 |
1.0871 |
| S2 |
1.0794 |
1.0794 |
1.0894 |
|
| S3 |
1.0699 |
1.0757 |
1.0885 |
|
| S4 |
1.0604 |
1.0662 |
1.0859 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1459 |
1.1039 |
|
| R3 |
1.1309 |
1.1226 |
1.0975 |
|
| R2 |
1.1076 |
1.1076 |
1.0954 |
|
| R1 |
1.0993 |
1.0993 |
1.0932 |
1.1035 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0863 |
| S1 |
1.0760 |
1.0760 |
1.0890 |
1.0802 |
| S2 |
1.0610 |
1.0610 |
1.0868 |
|
| S3 |
1.0377 |
1.0527 |
1.0847 |
|
| S4 |
1.0144 |
1.0294 |
1.0783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0925 |
1.0692 |
0.0233 |
2.1% |
0.0087 |
0.8% |
94% |
True |
False |
18,480 |
| 10 |
1.0925 |
1.0678 |
0.0247 |
2.3% |
0.0074 |
0.7% |
94% |
True |
False |
10,448 |
| 20 |
1.0925 |
1.0563 |
0.0362 |
3.3% |
0.0061 |
0.6% |
96% |
True |
False |
5,247 |
| 40 |
1.0925 |
1.0555 |
0.0370 |
3.4% |
0.0039 |
0.4% |
96% |
True |
False |
2,634 |
| 60 |
1.0925 |
1.0555 |
0.0370 |
3.4% |
0.0031 |
0.3% |
96% |
True |
False |
1,758 |
| 80 |
1.0925 |
1.0463 |
0.0462 |
4.2% |
0.0026 |
0.2% |
97% |
True |
False |
1,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1174 |
|
1.618 |
1.1079 |
|
1.000 |
1.1020 |
|
0.618 |
1.0984 |
|
HIGH |
1.0925 |
|
0.618 |
1.0889 |
|
0.500 |
1.0878 |
|
0.382 |
1.0866 |
|
LOW |
1.0830 |
|
0.618 |
1.0771 |
|
1.000 |
1.0735 |
|
1.618 |
1.0676 |
|
2.618 |
1.0581 |
|
4.250 |
1.0426 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0885 |
| PP |
1.0889 |
1.0859 |
| S1 |
1.0878 |
1.0833 |
|