CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0736 |
-0.0005 |
0.0% |
1.0713 |
| High |
1.0764 |
1.0744 |
-0.0020 |
-0.2% |
1.0787 |
| Low |
1.0711 |
1.0534 |
-0.0177 |
-1.7% |
1.0534 |
| Close |
1.0735 |
1.0632 |
-0.0103 |
-1.0% |
1.0632 |
| Range |
0.0053 |
0.0210 |
0.0157 |
296.2% |
0.0253 |
| ATR |
0.0068 |
0.0078 |
0.0010 |
14.9% |
0.0000 |
| Volume |
23,203 |
40,609 |
17,406 |
75.0% |
120,553 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1159 |
1.0748 |
|
| R3 |
1.1057 |
1.0949 |
1.0690 |
|
| R2 |
1.0847 |
1.0847 |
1.0671 |
|
| R1 |
1.0739 |
1.0739 |
1.0651 |
1.0688 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0611 |
| S1 |
1.0529 |
1.0529 |
1.0613 |
1.0478 |
| S2 |
1.0427 |
1.0427 |
1.0594 |
|
| S3 |
1.0217 |
1.0319 |
1.0574 |
|
| S4 |
1.0007 |
1.0109 |
1.0517 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1274 |
1.0771 |
|
| R3 |
1.1157 |
1.1021 |
1.0702 |
|
| R2 |
1.0904 |
1.0904 |
1.0678 |
|
| R1 |
1.0768 |
1.0768 |
1.0655 |
1.0710 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0622 |
| S1 |
1.0515 |
1.0515 |
1.0609 |
1.0457 |
| S2 |
1.0398 |
1.0398 |
1.0586 |
|
| S3 |
1.0145 |
1.0262 |
1.0562 |
|
| S4 |
0.9892 |
1.0009 |
1.0493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0787 |
1.0534 |
0.0253 |
2.4% |
0.0092 |
0.9% |
39% |
False |
True |
24,110 |
| 10 |
1.0821 |
1.0534 |
0.0287 |
2.7% |
0.0079 |
0.7% |
34% |
False |
True |
25,504 |
| 20 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0076 |
0.7% |
30% |
False |
True |
26,654 |
| 40 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0076 |
0.7% |
30% |
False |
True |
27,431 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0067 |
0.6% |
62% |
False |
False |
18,451 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0058 |
0.5% |
70% |
False |
False |
13,841 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0053 |
0.5% |
70% |
False |
False |
11,078 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0045 |
0.4% |
70% |
False |
False |
9,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1294 |
|
1.618 |
1.1084 |
|
1.000 |
1.0954 |
|
0.618 |
1.0874 |
|
HIGH |
1.0744 |
|
0.618 |
1.0664 |
|
0.500 |
1.0639 |
|
0.382 |
1.0614 |
|
LOW |
1.0534 |
|
0.618 |
1.0404 |
|
1.000 |
1.0324 |
|
1.618 |
1.0194 |
|
2.618 |
0.9984 |
|
4.250 |
0.9642 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0661 |
| PP |
1.0637 |
1.0651 |
| S1 |
1.0634 |
1.0642 |
|