CME Swiss Franc Future June 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 |
1.0983 |
1.0969 |
-0.0014 |
-0.1% |
1.0931 |
High |
1.0983 |
1.0969 |
-0.0014 |
-0.1% |
1.1003 |
Low |
1.0948 |
1.0969 |
0.0021 |
0.2% |
1.0931 |
Close |
1.0948 |
1.0969 |
0.0021 |
0.2% |
1.0948 |
Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0072 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
4 |
6 |
2 |
50.0% |
69 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0969 |
1.0969 |
1.0969 |
|
R3 |
1.0969 |
1.0969 |
1.0969 |
|
R2 |
1.0969 |
1.0969 |
1.0969 |
|
R1 |
1.0969 |
1.0969 |
1.0969 |
1.0969 |
PP |
1.0969 |
1.0969 |
1.0969 |
1.0969 |
S1 |
1.0969 |
1.0969 |
1.0969 |
1.0969 |
S2 |
1.0969 |
1.0969 |
1.0969 |
|
S3 |
1.0969 |
1.0969 |
1.0969 |
|
S4 |
1.0969 |
1.0969 |
1.0969 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1177 |
1.1134 |
1.0988 |
|
R3 |
1.1105 |
1.1062 |
1.0968 |
|
R2 |
1.1033 |
1.1033 |
1.0961 |
|
R1 |
1.0990 |
1.0990 |
1.0955 |
1.1012 |
PP |
1.0961 |
1.0961 |
1.0961 |
1.0971 |
S1 |
1.0918 |
1.0918 |
1.0941 |
1.0940 |
S2 |
1.0889 |
1.0889 |
1.0935 |
|
S3 |
1.0817 |
1.0846 |
1.0928 |
|
S4 |
1.0745 |
1.0774 |
1.0908 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1003 |
1.0948 |
0.0055 |
0.5% |
0.0017 |
0.2% |
38% |
False |
False |
14 |
10 |
1.1013 |
1.0761 |
0.0252 |
2.3% |
0.0026 |
0.2% |
83% |
False |
False |
8 |
20 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0013 |
0.1% |
84% |
False |
False |
4 |
40 |
1.1013 |
1.0581 |
0.0432 |
3.9% |
0.0007 |
0.1% |
90% |
False |
False |
2 |
60 |
1.1013 |
1.0581 |
0.0432 |
3.9% |
0.0005 |
0.0% |
90% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0969 |
2.618 |
1.0969 |
1.618 |
1.0969 |
1.000 |
1.0969 |
0.618 |
1.0969 |
HIGH |
1.0969 |
0.618 |
1.0969 |
0.500 |
1.0969 |
0.382 |
1.0969 |
LOW |
1.0969 |
0.618 |
1.0969 |
1.000 |
1.0969 |
1.618 |
1.0969 |
2.618 |
1.0969 |
4.250 |
1.0969 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0969 |
1.0976 |
PP |
1.0969 |
1.0973 |
S1 |
1.0969 |
1.0971 |
|