CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0713 |
1.0689 |
-0.0024 |
-0.2% |
1.0782 |
| High |
1.0713 |
1.0761 |
0.0048 |
0.4% |
1.0821 |
| Low |
1.0668 |
1.0675 |
0.0007 |
0.1% |
1.0660 |
| Close |
1.0686 |
1.0735 |
0.0049 |
0.5% |
1.0700 |
| Range |
0.0045 |
0.0086 |
0.0041 |
91.1% |
0.0161 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
1.8% |
0.0000 |
| Volume |
14,418 |
16,795 |
2,377 |
16.5% |
134,491 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0944 |
1.0782 |
|
| R3 |
1.0896 |
1.0858 |
1.0759 |
|
| R2 |
1.0810 |
1.0810 |
1.0751 |
|
| R1 |
1.0772 |
1.0772 |
1.0743 |
1.0791 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0733 |
| S1 |
1.0686 |
1.0686 |
1.0727 |
1.0705 |
| S2 |
1.0638 |
1.0638 |
1.0719 |
|
| S3 |
1.0552 |
1.0600 |
1.0711 |
|
| S4 |
1.0466 |
1.0514 |
1.0688 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1116 |
1.0789 |
|
| R3 |
1.1049 |
1.0955 |
1.0744 |
|
| R2 |
1.0888 |
1.0888 |
1.0730 |
|
| R1 |
1.0794 |
1.0794 |
1.0715 |
1.0761 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0710 |
| S1 |
1.0633 |
1.0633 |
1.0685 |
1.0600 |
| S2 |
1.0566 |
1.0566 |
1.0670 |
|
| S3 |
1.0405 |
1.0472 |
1.0656 |
|
| S4 |
1.0244 |
1.0311 |
1.0611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0771 |
1.0660 |
0.0111 |
1.0% |
0.0064 |
0.6% |
68% |
False |
False |
22,498 |
| 10 |
1.0861 |
1.0660 |
0.0201 |
1.9% |
0.0063 |
0.6% |
37% |
False |
False |
25,166 |
| 20 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0070 |
0.7% |
49% |
False |
False |
26,638 |
| 40 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0076 |
0.7% |
71% |
False |
False |
25,391 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0062 |
0.6% |
79% |
False |
False |
16,962 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0055 |
0.5% |
84% |
False |
False |
12,725 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0050 |
0.5% |
84% |
False |
False |
10,185 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0042 |
0.4% |
84% |
False |
False |
8,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0986 |
|
1.618 |
1.0900 |
|
1.000 |
1.0847 |
|
0.618 |
1.0814 |
|
HIGH |
1.0761 |
|
0.618 |
1.0728 |
|
0.500 |
1.0718 |
|
0.382 |
1.0708 |
|
LOW |
1.0675 |
|
0.618 |
1.0622 |
|
1.000 |
1.0589 |
|
1.618 |
1.0536 |
|
2.618 |
1.0450 |
|
4.250 |
1.0310 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0727 |
| PP |
1.0724 |
1.0719 |
| S1 |
1.0718 |
1.0711 |
|