CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0630 |
-0.0106 |
-1.0% |
1.0713 |
| High |
1.0744 |
1.0644 |
-0.0100 |
-0.9% |
1.0787 |
| Low |
1.0534 |
1.0590 |
0.0056 |
0.5% |
1.0534 |
| Close |
1.0632 |
1.0604 |
-0.0028 |
-0.3% |
1.0632 |
| Range |
0.0210 |
0.0054 |
-0.0156 |
-74.3% |
0.0253 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
40,609 |
26,990 |
-13,619 |
-33.5% |
120,553 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0743 |
1.0634 |
|
| R3 |
1.0721 |
1.0689 |
1.0619 |
|
| R2 |
1.0667 |
1.0667 |
1.0614 |
|
| R1 |
1.0635 |
1.0635 |
1.0609 |
1.0624 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0607 |
| S1 |
1.0581 |
1.0581 |
1.0599 |
1.0570 |
| S2 |
1.0559 |
1.0559 |
1.0594 |
|
| S3 |
1.0505 |
1.0527 |
1.0589 |
|
| S4 |
1.0451 |
1.0473 |
1.0574 |
|
|
| 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% |
0.0094 |
0.9% |
28% |
False |
False |
26,625 |
| 10 |
1.0807 |
1.0534 |
0.0273 |
2.6% |
0.0080 |
0.8% |
26% |
False |
False |
25,922 |
| 20 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0075 |
0.7% |
21% |
False |
False |
26,785 |
| 40 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0076 |
0.7% |
21% |
False |
False |
27,784 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0068 |
0.6% |
58% |
False |
False |
18,901 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0059 |
0.6% |
67% |
False |
False |
14,178 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0054 |
0.5% |
67% |
False |
False |
11,348 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0045 |
0.4% |
67% |
False |
False |
9,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0785 |
|
1.618 |
1.0731 |
|
1.000 |
1.0698 |
|
0.618 |
1.0677 |
|
HIGH |
1.0644 |
|
0.618 |
1.0623 |
|
0.500 |
1.0617 |
|
0.382 |
1.0611 |
|
LOW |
1.0590 |
|
0.618 |
1.0557 |
|
1.000 |
1.0536 |
|
1.618 |
1.0503 |
|
2.618 |
1.0449 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0649 |
| PP |
1.0613 |
1.0634 |
| S1 |
1.0608 |
1.0619 |
|