CME Swiss Franc Future June 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 |
1.0928 |
1.0931 |
0.0003 |
0.0% |
1.0753 |
High |
1.0928 |
1.0931 |
0.0003 |
0.0% |
1.1013 |
Low |
1.0928 |
1.0931 |
0.0003 |
0.0% |
1.0753 |
Close |
1.0928 |
1.0931 |
0.0003 |
0.0% |
1.0928 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0040 |
-0.0003 |
-6.6% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0931 |
1.0931 |
1.0931 |
|
R3 |
1.0931 |
1.0931 |
1.0931 |
|
R2 |
1.0931 |
1.0931 |
1.0931 |
|
R1 |
1.0931 |
1.0931 |
1.0931 |
1.0931 |
PP |
1.0931 |
1.0931 |
1.0931 |
1.0931 |
S1 |
1.0931 |
1.0931 |
1.0931 |
1.0931 |
S2 |
1.0931 |
1.0931 |
1.0931 |
|
S3 |
1.0931 |
1.0931 |
1.0931 |
|
S4 |
1.0931 |
1.0931 |
1.0931 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1678 |
1.1563 |
1.1071 |
|
R3 |
1.1418 |
1.1303 |
1.1000 |
|
R2 |
1.1158 |
1.1158 |
1.0976 |
|
R1 |
1.1043 |
1.1043 |
1.0952 |
1.1101 |
PP |
1.0898 |
1.0898 |
1.0898 |
1.0927 |
S1 |
1.0783 |
1.0783 |
1.0904 |
1.0841 |
S2 |
1.0638 |
1.0638 |
1.0880 |
|
S3 |
1.0378 |
1.0523 |
1.0857 |
|
S4 |
1.0118 |
1.0263 |
1.0785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1013 |
1.0761 |
0.0252 |
2.3% |
0.0035 |
0.3% |
67% |
False |
False |
2 |
10 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0018 |
0.2% |
70% |
False |
False |
1 |
20 |
1.1013 |
1.0671 |
0.0342 |
3.1% |
0.0010 |
0.1% |
76% |
False |
False |
1 |
40 |
1.1013 |
1.0581 |
0.0432 |
4.0% |
0.0005 |
0.0% |
81% |
False |
False |
1 |
60 |
1.1013 |
1.0581 |
0.0432 |
4.0% |
0.0003 |
0.0% |
81% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0931 |
2.618 |
1.0931 |
1.618 |
1.0931 |
1.000 |
1.0931 |
0.618 |
1.0931 |
HIGH |
1.0931 |
0.618 |
1.0931 |
0.500 |
1.0931 |
0.382 |
1.0931 |
LOW |
1.0931 |
0.618 |
1.0931 |
1.000 |
1.0931 |
1.618 |
1.0931 |
2.618 |
1.0931 |
4.250 |
1.0931 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0931 |
1.0919 |
PP |
1.0931 |
1.0908 |
S1 |
1.0931 |
1.0896 |
|