CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.0861 |
-0.0152 |
-1.4% |
1.0841 |
| High |
1.1013 |
1.0861 |
-0.0152 |
-1.4% |
1.0844 |
| Low |
1.0839 |
1.0861 |
0.0022 |
0.2% |
1.0741 |
| Close |
1.0839 |
1.0861 |
0.0022 |
0.2% |
1.0741 |
| Range |
0.0174 |
0.0000 |
-0.0174 |
-100.0% |
0.0103 |
| ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
5 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0861 |
1.0861 |
|
| R3 |
1.0861 |
1.0861 |
1.0861 |
|
| R2 |
1.0861 |
1.0861 |
1.0861 |
|
| R1 |
1.0861 |
1.0861 |
1.0861 |
1.0861 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0861 |
| S1 |
1.0861 |
1.0861 |
1.0861 |
1.0861 |
| S2 |
1.0861 |
1.0861 |
1.0861 |
|
| S3 |
1.0861 |
1.0861 |
1.0861 |
|
| S4 |
1.0861 |
1.0861 |
1.0861 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1016 |
1.0798 |
|
| R3 |
1.0981 |
1.0913 |
1.0769 |
|
| R2 |
1.0878 |
1.0878 |
1.0760 |
|
| R1 |
1.0810 |
1.0810 |
1.0750 |
1.0793 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0767 |
| S1 |
1.0707 |
1.0707 |
1.0732 |
1.0690 |
| S2 |
1.0672 |
1.0672 |
1.0722 |
|
| S3 |
1.0569 |
1.0604 |
1.0713 |
|
| S4 |
1.0466 |
1.0501 |
1.0684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0035 |
0.3% |
44% |
False |
False |
1 |
| 10 |
1.1013 |
1.0741 |
0.0272 |
2.5% |
0.0018 |
0.2% |
44% |
False |
False |
1 |
| 20 |
1.1013 |
1.0608 |
0.0405 |
3.7% |
0.0010 |
0.1% |
62% |
False |
False |
1 |
| 40 |
1.1013 |
1.0581 |
0.0432 |
4.0% |
0.0005 |
0.0% |
65% |
False |
False |
1 |
| 60 |
1.1013 |
1.0581 |
0.0432 |
4.0% |
0.0003 |
0.0% |
65% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0861 |
|
1.618 |
1.0861 |
|
1.000 |
1.0861 |
|
0.618 |
1.0861 |
|
HIGH |
1.0861 |
|
0.618 |
1.0861 |
|
0.500 |
1.0861 |
|
0.382 |
1.0861 |
|
LOW |
1.0861 |
|
0.618 |
1.0861 |
|
1.000 |
1.0861 |
|
1.618 |
1.0861 |
|
2.618 |
1.0861 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0887 |
| PP |
1.0861 |
1.0878 |
| S1 |
1.0861 |
1.0870 |
|