CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0961 |
0.0000 |
0.0% |
1.0936 |
| High |
1.0983 |
1.0979 |
-0.0004 |
0.0% |
1.1013 |
| Low |
1.0905 |
1.0925 |
0.0020 |
0.2% |
1.0905 |
| Close |
1.0965 |
1.0948 |
-0.0017 |
-0.2% |
1.0965 |
| Range |
0.0078 |
0.0054 |
-0.0024 |
-30.8% |
0.0108 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
14,924 |
15,164 |
240 |
1.6% |
48,351 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1113 |
1.1084 |
1.0978 |
|
| R3 |
1.1059 |
1.1030 |
1.0963 |
|
| R2 |
1.1005 |
1.1005 |
1.0958 |
|
| R1 |
1.0976 |
1.0976 |
1.0953 |
1.0964 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0944 |
| S1 |
1.0922 |
1.0922 |
1.0943 |
1.0910 |
| S2 |
1.0897 |
1.0897 |
1.0938 |
|
| S3 |
1.0843 |
1.0868 |
1.0933 |
|
| S4 |
1.0789 |
1.0814 |
1.0918 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1233 |
1.1024 |
|
| R3 |
1.1177 |
1.1125 |
1.0995 |
|
| R2 |
1.1069 |
1.1069 |
1.0985 |
|
| R1 |
1.1017 |
1.1017 |
1.0975 |
1.1043 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0974 |
| S1 |
1.0909 |
1.0909 |
1.0955 |
1.0935 |
| S2 |
1.0853 |
1.0853 |
1.0945 |
|
| S3 |
1.0745 |
1.0801 |
1.0935 |
|
| S4 |
1.0637 |
1.0693 |
1.0906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1013 |
1.0905 |
0.0108 |
1.0% |
0.0063 |
0.6% |
40% |
False |
False |
12,703 |
| 10 |
1.1026 |
1.0891 |
0.0135 |
1.2% |
0.0065 |
0.6% |
42% |
False |
False |
19,189 |
| 20 |
1.1026 |
1.0678 |
0.0348 |
3.2% |
0.0069 |
0.6% |
78% |
False |
False |
14,818 |
| 40 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0052 |
0.5% |
83% |
False |
False |
7,430 |
| 60 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0039 |
0.4% |
83% |
False |
False |
4,955 |
| 80 |
1.1026 |
1.0555 |
0.0471 |
4.3% |
0.0034 |
0.3% |
83% |
False |
False |
3,717 |
| 100 |
1.1026 |
1.0288 |
0.0738 |
6.7% |
0.0027 |
0.3% |
89% |
False |
False |
2,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1209 |
|
2.618 |
1.1120 |
|
1.618 |
1.1066 |
|
1.000 |
1.1033 |
|
0.618 |
1.1012 |
|
HIGH |
1.0979 |
|
0.618 |
1.0958 |
|
0.500 |
1.0952 |
|
0.382 |
1.0946 |
|
LOW |
1.0925 |
|
0.618 |
1.0892 |
|
1.000 |
1.0871 |
|
1.618 |
1.0838 |
|
2.618 |
1.0784 |
|
4.250 |
1.0696 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0959 |
| PP |
1.0951 |
1.0955 |
| S1 |
1.0949 |
1.0952 |
|