CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0967 |
0.0012 |
0.1% |
1.0924 |
| High |
1.0996 |
1.1013 |
0.0017 |
0.2% |
1.1026 |
| Low |
1.0943 |
1.0938 |
-0.0005 |
0.0% |
1.0891 |
| Close |
1.0969 |
1.0963 |
-0.0006 |
-0.1% |
1.0927 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0135 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
6,223 |
18,730 |
12,507 |
201.0% |
128,377 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1155 |
1.1004 |
|
| R3 |
1.1121 |
1.1080 |
1.0984 |
|
| R2 |
1.1046 |
1.1046 |
1.0977 |
|
| R1 |
1.1005 |
1.1005 |
1.0970 |
1.0988 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0963 |
| S1 |
1.0930 |
1.0930 |
1.0956 |
1.0913 |
| S2 |
1.0896 |
1.0896 |
1.0949 |
|
| S3 |
1.0821 |
1.0855 |
1.0942 |
|
| S4 |
1.0746 |
1.0780 |
1.0922 |
|
|
| 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 |
1.0915 |
0.0111 |
1.0% |
0.0068 |
0.6% |
43% |
False |
False |
17,229 |
| 10 |
1.1026 |
1.0799 |
0.0227 |
2.1% |
0.0066 |
0.6% |
72% |
False |
False |
22,082 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0066 |
0.6% |
82% |
False |
False |
13,317 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0049 |
0.4% |
87% |
False |
False |
6,678 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0037 |
0.3% |
87% |
False |
False |
4,454 |
| 80 |
1.1026 |
1.0510 |
0.0516 |
4.7% |
0.0033 |
0.3% |
88% |
False |
False |
3,341 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0026 |
0.2% |
91% |
False |
False |
2,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1332 |
|
2.618 |
1.1209 |
|
1.618 |
1.1134 |
|
1.000 |
1.1088 |
|
0.618 |
1.1059 |
|
HIGH |
1.1013 |
|
0.618 |
1.0984 |
|
0.500 |
1.0976 |
|
0.382 |
1.0967 |
|
LOW |
1.0938 |
|
0.618 |
1.0892 |
|
1.000 |
1.0863 |
|
1.618 |
1.0817 |
|
2.618 |
1.0742 |
|
4.250 |
1.0619 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0968 |
| PP |
1.0971 |
1.0966 |
| S1 |
1.0967 |
1.0965 |
|