CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0936 |
-0.0055 |
-0.5% |
1.0924 |
| High |
1.0991 |
1.0979 |
-0.0012 |
-0.1% |
1.1026 |
| Low |
1.0915 |
1.0923 |
0.0008 |
0.1% |
1.0891 |
| Close |
1.0927 |
1.0947 |
0.0020 |
0.2% |
1.0927 |
| Range |
0.0076 |
0.0056 |
-0.0020 |
-26.3% |
0.0135 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
25,782 |
8,474 |
-17,308 |
-67.1% |
128,377 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1088 |
1.0978 |
|
| R3 |
1.1062 |
1.1032 |
1.0962 |
|
| R2 |
1.1006 |
1.1006 |
1.0957 |
|
| R1 |
1.0976 |
1.0976 |
1.0952 |
1.0991 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0957 |
| S1 |
1.0920 |
1.0920 |
1.0942 |
1.0935 |
| S2 |
1.0894 |
1.0894 |
1.0937 |
|
| S3 |
1.0838 |
1.0864 |
1.0932 |
|
| S4 |
1.0782 |
1.0808 |
1.0916 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1275 |
1.1001 |
|
| R3 |
1.1218 |
1.1140 |
1.0964 |
|
| R2 |
1.1083 |
1.1083 |
1.0952 |
|
| R1 |
1.1005 |
1.1005 |
1.0939 |
1.1044 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0968 |
| S1 |
1.0870 |
1.0870 |
1.0915 |
1.0909 |
| S2 |
1.0813 |
1.0813 |
1.0902 |
|
| S3 |
1.0678 |
1.0735 |
1.0890 |
|
| S4 |
1.0543 |
1.0600 |
1.0853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1026 |
1.0903 |
0.0123 |
1.1% |
0.0070 |
0.6% |
36% |
False |
False |
22,724 |
| 10 |
1.1026 |
1.0692 |
0.0334 |
3.1% |
0.0078 |
0.7% |
76% |
False |
False |
22,309 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0065 |
0.6% |
77% |
False |
False |
12,081 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0046 |
0.4% |
83% |
False |
False |
6,054 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0036 |
0.3% |
83% |
False |
False |
4,038 |
| 80 |
1.1026 |
1.0510 |
0.0516 |
4.7% |
0.0031 |
0.3% |
85% |
False |
False |
3,029 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0025 |
0.2% |
89% |
False |
False |
2,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1126 |
|
1.618 |
1.1070 |
|
1.000 |
1.1035 |
|
0.618 |
1.1014 |
|
HIGH |
1.0979 |
|
0.618 |
1.0958 |
|
0.500 |
1.0951 |
|
0.382 |
1.0944 |
|
LOW |
1.0923 |
|
0.618 |
1.0888 |
|
1.000 |
1.0867 |
|
1.618 |
1.0832 |
|
2.618 |
1.0776 |
|
4.250 |
1.0685 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0971 |
| PP |
1.0950 |
1.0963 |
| S1 |
1.0948 |
1.0955 |
|