CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0606 |
1.0611 |
0.0005 |
0.0% |
1.0713 |
| High |
1.0621 |
1.0666 |
0.0045 |
0.4% |
1.0787 |
| Low |
1.0580 |
1.0563 |
-0.0017 |
-0.2% |
1.0534 |
| Close |
1.0608 |
1.0590 |
-0.0018 |
-0.2% |
1.0632 |
| Range |
0.0041 |
0.0103 |
0.0062 |
151.2% |
0.0253 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.8% |
0.0000 |
| Volume |
29,508 |
40,253 |
10,745 |
36.4% |
120,553 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0856 |
1.0647 |
|
| R3 |
1.0812 |
1.0753 |
1.0618 |
|
| R2 |
1.0709 |
1.0709 |
1.0609 |
|
| R1 |
1.0650 |
1.0650 |
1.0599 |
1.0628 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0596 |
| S1 |
1.0547 |
1.0547 |
1.0581 |
1.0525 |
| S2 |
1.0503 |
1.0503 |
1.0571 |
|
| S3 |
1.0400 |
1.0444 |
1.0562 |
|
| S4 |
1.0297 |
1.0341 |
1.0533 |
|
|
| 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 |
1.0764 |
1.0534 |
0.0230 |
2.2% |
0.0092 |
0.9% |
24% |
False |
False |
32,112 |
| 10 |
1.0787 |
1.0534 |
0.0253 |
2.4% |
0.0079 |
0.7% |
22% |
False |
False |
27,156 |
| 20 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0073 |
0.7% |
17% |
False |
False |
27,082 |
| 40 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0076 |
0.7% |
17% |
False |
False |
28,873 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0070 |
0.7% |
55% |
False |
False |
20,064 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0060 |
0.6% |
65% |
False |
False |
15,050 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0054 |
0.5% |
65% |
False |
False |
12,045 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0046 |
0.4% |
65% |
False |
False |
10,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1104 |
|
2.618 |
1.0936 |
|
1.618 |
1.0833 |
|
1.000 |
1.0769 |
|
0.618 |
1.0730 |
|
HIGH |
1.0666 |
|
0.618 |
1.0627 |
|
0.500 |
1.0615 |
|
0.382 |
1.0602 |
|
LOW |
1.0563 |
|
0.618 |
1.0499 |
|
1.000 |
1.0460 |
|
1.618 |
1.0396 |
|
2.618 |
1.0293 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0615 |
| PP |
1.0606 |
1.0606 |
| S1 |
1.0598 |
1.0598 |
|