CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0733 |
0.0044 |
0.4% |
1.0782 |
| High |
1.0761 |
1.0787 |
0.0026 |
0.2% |
1.0821 |
| Low |
1.0675 |
1.0722 |
0.0047 |
0.4% |
1.0660 |
| Close |
1.0735 |
1.0745 |
0.0010 |
0.1% |
1.0700 |
| Range |
0.0086 |
0.0065 |
-0.0021 |
-24.4% |
0.0161 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
16,795 |
25,528 |
8,733 |
52.0% |
134,491 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0911 |
1.0781 |
|
| R3 |
1.0881 |
1.0846 |
1.0763 |
|
| R2 |
1.0816 |
1.0816 |
1.0757 |
|
| R1 |
1.0781 |
1.0781 |
1.0751 |
1.0799 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0760 |
| S1 |
1.0716 |
1.0716 |
1.0739 |
1.0734 |
| S2 |
1.0686 |
1.0686 |
1.0733 |
|
| S3 |
1.0621 |
1.0651 |
1.0727 |
|
| S4 |
1.0556 |
1.0586 |
1.0709 |
|
|
| 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 |
1.0787 |
1.0660 |
0.0127 |
1.2% |
0.0066 |
0.6% |
67% |
True |
False |
22,199 |
| 10 |
1.0860 |
1.0660 |
0.0200 |
1.9% |
0.0064 |
0.6% |
43% |
False |
False |
24,382 |
| 20 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0071 |
0.7% |
53% |
False |
False |
26,438 |
| 40 |
1.0861 |
1.0450 |
0.0411 |
3.8% |
0.0075 |
0.7% |
72% |
False |
False |
25,993 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.6% |
0.0063 |
0.6% |
81% |
False |
False |
17,388 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0056 |
0.5% |
85% |
False |
False |
13,043 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0051 |
0.5% |
85% |
False |
False |
10,440 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0042 |
0.4% |
85% |
False |
False |
8,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0957 |
|
1.618 |
1.0892 |
|
1.000 |
1.0852 |
|
0.618 |
1.0827 |
|
HIGH |
1.0787 |
|
0.618 |
1.0762 |
|
0.500 |
1.0755 |
|
0.382 |
1.0747 |
|
LOW |
1.0722 |
|
0.618 |
1.0682 |
|
1.000 |
1.0657 |
|
1.618 |
1.0617 |
|
2.618 |
1.0552 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0755 |
1.0739 |
| PP |
1.0751 |
1.0733 |
| S1 |
1.0748 |
1.0728 |
|