CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0566 |
-0.0011 |
-0.1% |
1.0621 |
| High |
1.0595 |
1.0566 |
-0.0029 |
-0.3% |
1.0625 |
| Low |
1.0577 |
1.0560 |
-0.0017 |
-0.2% |
1.0560 |
| Close |
1.0595 |
1.0562 |
-0.0033 |
-0.3% |
1.0562 |
| Range |
0.0018 |
0.0006 |
-0.0012 |
-66.7% |
0.0065 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
343 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0577 |
1.0565 |
|
| R3 |
1.0575 |
1.0571 |
1.0564 |
|
| R2 |
1.0569 |
1.0569 |
1.0563 |
|
| R1 |
1.0565 |
1.0565 |
1.0563 |
1.0564 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0562 |
| S1 |
1.0559 |
1.0559 |
1.0561 |
1.0558 |
| S2 |
1.0557 |
1.0557 |
1.0561 |
|
| S3 |
1.0551 |
1.0553 |
1.0560 |
|
| S4 |
1.0545 |
1.0547 |
1.0559 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0735 |
1.0598 |
|
| R3 |
1.0712 |
1.0670 |
1.0580 |
|
| R2 |
1.0647 |
1.0647 |
1.0574 |
|
| R1 |
1.0605 |
1.0605 |
1.0568 |
1.0594 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0577 |
| S1 |
1.0540 |
1.0540 |
1.0556 |
1.0529 |
| S2 |
1.0517 |
1.0517 |
1.0550 |
|
| S3 |
1.0452 |
1.0475 |
1.0544 |
|
| S4 |
1.0387 |
1.0410 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0560 |
0.0065 |
0.6% |
0.0005 |
0.0% |
3% |
False |
True |
68 |
| 10 |
1.0765 |
1.0560 |
0.0205 |
1.9% |
0.0015 |
0.1% |
1% |
False |
True |
35 |
| 20 |
1.0874 |
1.0560 |
0.0314 |
3.0% |
0.0014 |
0.1% |
1% |
False |
True |
20 |
| 40 |
1.0874 |
1.0560 |
0.0314 |
3.0% |
0.0015 |
0.1% |
1% |
False |
True |
13 |
| 60 |
1.0874 |
1.0316 |
0.0558 |
5.3% |
0.0013 |
0.1% |
44% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0582 |
|
1.618 |
1.0576 |
|
1.000 |
1.0572 |
|
0.618 |
1.0570 |
|
HIGH |
1.0566 |
|
0.618 |
1.0564 |
|
0.500 |
1.0563 |
|
0.382 |
1.0562 |
|
LOW |
1.0560 |
|
0.618 |
1.0556 |
|
1.000 |
1.0554 |
|
1.618 |
1.0550 |
|
2.618 |
1.0544 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0563 |
1.0584 |
| PP |
1.0563 |
1.0576 |
| S1 |
1.0562 |
1.0569 |
|