CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0924 |
0.0085 |
0.8% |
1.0700 |
| High |
1.0925 |
1.0928 |
0.0003 |
0.0% |
1.0925 |
| Low |
1.0830 |
1.0891 |
0.0061 |
0.6% |
1.0692 |
| Close |
1.0911 |
1.0912 |
0.0001 |
0.0% |
1.0911 |
| Range |
0.0095 |
0.0037 |
-0.0058 |
-61.1% |
0.0233 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
37,879 |
23,230 |
-14,649 |
-38.7% |
92,400 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.1004 |
1.0932 |
|
| R3 |
1.0984 |
1.0967 |
1.0922 |
|
| R2 |
1.0947 |
1.0947 |
1.0919 |
|
| R1 |
1.0930 |
1.0930 |
1.0915 |
1.0920 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0906 |
| S1 |
1.0893 |
1.0893 |
1.0909 |
1.0883 |
| S2 |
1.0873 |
1.0873 |
1.0905 |
|
| S3 |
1.0836 |
1.0856 |
1.0902 |
|
| S4 |
1.0799 |
1.0819 |
1.0892 |
|
|
| 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 |
1.0928 |
1.0692 |
0.0236 |
2.2% |
0.0086 |
0.8% |
93% |
True |
False |
21,894 |
| 10 |
1.0928 |
1.0678 |
0.0250 |
2.3% |
0.0074 |
0.7% |
94% |
True |
False |
12,687 |
| 20 |
1.0928 |
1.0608 |
0.0320 |
2.9% |
0.0061 |
0.6% |
95% |
True |
False |
6,408 |
| 40 |
1.0928 |
1.0555 |
0.0373 |
3.4% |
0.0040 |
0.4% |
96% |
True |
False |
3,215 |
| 60 |
1.0928 |
1.0555 |
0.0373 |
3.4% |
0.0032 |
0.3% |
96% |
True |
False |
2,145 |
| 80 |
1.0928 |
1.0463 |
0.0465 |
4.3% |
0.0027 |
0.2% |
97% |
True |
False |
1,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1085 |
|
2.618 |
1.1025 |
|
1.618 |
1.0988 |
|
1.000 |
1.0965 |
|
0.618 |
1.0951 |
|
HIGH |
1.0928 |
|
0.618 |
1.0914 |
|
0.500 |
1.0910 |
|
0.382 |
1.0905 |
|
LOW |
1.0891 |
|
0.618 |
1.0868 |
|
1.000 |
1.0854 |
|
1.618 |
1.0831 |
|
2.618 |
1.0794 |
|
4.250 |
1.0734 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0896 |
| PP |
1.0910 |
1.0880 |
| S1 |
1.0910 |
1.0864 |
|