CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0611 |
1.0592 |
-0.0019 |
-0.2% |
1.0713 |
| High |
1.0666 |
1.0597 |
-0.0069 |
-0.6% |
1.0787 |
| Low |
1.0563 |
1.0551 |
-0.0012 |
-0.1% |
1.0534 |
| Close |
1.0590 |
1.0578 |
-0.0012 |
-0.1% |
1.0632 |
| Range |
0.0103 |
0.0046 |
-0.0057 |
-55.3% |
0.0253 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
40,253 |
26,592 |
-13,661 |
-33.9% |
120,553 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0692 |
1.0603 |
|
| R3 |
1.0667 |
1.0646 |
1.0591 |
|
| R2 |
1.0621 |
1.0621 |
1.0586 |
|
| R1 |
1.0600 |
1.0600 |
1.0582 |
1.0588 |
| PP |
1.0575 |
1.0575 |
1.0575 |
1.0569 |
| S1 |
1.0554 |
1.0554 |
1.0574 |
1.0542 |
| S2 |
1.0529 |
1.0529 |
1.0570 |
|
| S3 |
1.0483 |
1.0508 |
1.0565 |
|
| S4 |
1.0437 |
1.0462 |
1.0553 |
|
|
| 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 |
1.0744 |
1.0534 |
0.0210 |
2.0% |
0.0091 |
0.9% |
21% |
False |
False |
32,790 |
| 10 |
1.0787 |
1.0534 |
0.0253 |
2.4% |
0.0076 |
0.7% |
17% |
False |
False |
27,330 |
| 20 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0071 |
0.7% |
13% |
False |
False |
27,017 |
| 40 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0075 |
0.7% |
13% |
False |
False |
29,128 |
| 60 |
1.0861 |
1.0287 |
0.0574 |
5.4% |
0.0070 |
0.7% |
51% |
False |
False |
20,507 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0060 |
0.6% |
64% |
False |
False |
15,382 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0054 |
0.5% |
64% |
False |
False |
12,311 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0047 |
0.4% |
64% |
False |
False |
10,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0717 |
|
1.618 |
1.0671 |
|
1.000 |
1.0643 |
|
0.618 |
1.0625 |
|
HIGH |
1.0597 |
|
0.618 |
1.0579 |
|
0.500 |
1.0574 |
|
0.382 |
1.0569 |
|
LOW |
1.0551 |
|
0.618 |
1.0523 |
|
1.000 |
1.0505 |
|
1.618 |
1.0477 |
|
2.618 |
1.0431 |
|
4.250 |
1.0356 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0609 |
| PP |
1.0575 |
1.0598 |
| S1 |
1.0574 |
1.0588 |
|