CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0952 |
-0.0015 |
-0.1% |
1.0700 |
| High |
1.1021 |
1.1026 |
0.0005 |
0.0% |
1.0925 |
| Low |
1.0962 |
1.0945 |
-0.0017 |
-0.2% |
1.0692 |
| Close |
1.0983 |
1.0984 |
0.0001 |
0.0% |
1.0911 |
| Range |
0.0059 |
0.0081 |
0.0022 |
37.3% |
0.0233 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
2.2% |
0.0000 |
| Volume |
30,229 |
26,939 |
-3,290 |
-10.9% |
92,400 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1187 |
1.1029 |
|
| R3 |
1.1147 |
1.1106 |
1.1006 |
|
| R2 |
1.1066 |
1.1066 |
1.0999 |
|
| R1 |
1.1025 |
1.1025 |
1.0991 |
1.1046 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0995 |
| S1 |
1.0944 |
1.0944 |
1.0977 |
1.0965 |
| S2 |
1.0904 |
1.0904 |
1.0969 |
|
| S3 |
1.0823 |
1.0863 |
1.0962 |
|
| S4 |
1.0742 |
1.0782 |
1.0939 |
|
|
| 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 |
1.1026 |
1.0830 |
0.0196 |
1.8% |
0.0070 |
0.6% |
79% |
True |
False |
28,094 |
| 10 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0076 |
0.7% |
88% |
True |
False |
19,638 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0067 |
0.6% |
88% |
True |
False |
10,375 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0042 |
0.4% |
91% |
True |
False |
5,198 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0035 |
0.3% |
91% |
True |
False |
3,467 |
| 80 |
1.1026 |
1.0464 |
0.0562 |
5.1% |
0.0029 |
0.3% |
93% |
True |
False |
2,601 |
| 100 |
1.1026 |
1.0198 |
0.0828 |
7.5% |
0.0024 |
0.2% |
95% |
True |
False |
2,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.1238 |
|
1.618 |
1.1157 |
|
1.000 |
1.1107 |
|
0.618 |
1.1076 |
|
HIGH |
1.1026 |
|
0.618 |
1.0995 |
|
0.500 |
1.0986 |
|
0.382 |
1.0976 |
|
LOW |
1.0945 |
|
0.618 |
1.0895 |
|
1.000 |
1.0864 |
|
1.618 |
1.0814 |
|
2.618 |
1.0733 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.0978 |
| PP |
1.0985 |
1.0971 |
| S1 |
1.0985 |
1.0965 |
|