CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0592 |
1.0576 |
-0.0016 |
-0.2% |
1.0630 |
| High |
1.0597 |
1.0610 |
0.0013 |
0.1% |
1.0666 |
| Low |
1.0551 |
1.0530 |
-0.0021 |
-0.2% |
1.0530 |
| Close |
1.0578 |
1.0546 |
-0.0032 |
-0.3% |
1.0546 |
| Range |
0.0046 |
0.0080 |
0.0034 |
73.9% |
0.0136 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.6% |
0.0000 |
| Volume |
26,592 |
26,830 |
238 |
0.9% |
150,173 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0754 |
1.0590 |
|
| R3 |
1.0722 |
1.0674 |
1.0568 |
|
| R2 |
1.0642 |
1.0642 |
1.0561 |
|
| R1 |
1.0594 |
1.0594 |
1.0553 |
1.0578 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0554 |
| S1 |
1.0514 |
1.0514 |
1.0539 |
1.0498 |
| S2 |
1.0482 |
1.0482 |
1.0531 |
|
| S3 |
1.0402 |
1.0434 |
1.0524 |
|
| S4 |
1.0322 |
1.0354 |
1.0502 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0903 |
1.0621 |
|
| R3 |
1.0853 |
1.0767 |
1.0583 |
|
| R2 |
1.0717 |
1.0717 |
1.0571 |
|
| R1 |
1.0631 |
1.0631 |
1.0558 |
1.0606 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0568 |
| S1 |
1.0495 |
1.0495 |
1.0534 |
1.0470 |
| S2 |
1.0445 |
1.0445 |
1.0521 |
|
| S3 |
1.0309 |
1.0359 |
1.0509 |
|
| S4 |
1.0173 |
1.0223 |
1.0471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0666 |
1.0530 |
0.0136 |
1.3% |
0.0065 |
0.6% |
12% |
False |
True |
30,034 |
| 10 |
1.0787 |
1.0530 |
0.0257 |
2.4% |
0.0078 |
0.7% |
6% |
False |
True |
27,072 |
| 20 |
1.0861 |
1.0530 |
0.0331 |
3.1% |
0.0072 |
0.7% |
5% |
False |
True |
27,194 |
| 40 |
1.0861 |
1.0530 |
0.0331 |
3.1% |
0.0073 |
0.7% |
5% |
False |
True |
28,793 |
| 60 |
1.0861 |
1.0287 |
0.0574 |
5.4% |
0.0071 |
0.7% |
45% |
False |
False |
20,954 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.4% |
0.0060 |
0.6% |
59% |
False |
False |
15,717 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.4% |
0.0055 |
0.5% |
59% |
False |
False |
12,580 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.4% |
0.0047 |
0.4% |
59% |
False |
False |
10,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0819 |
|
1.618 |
1.0739 |
|
1.000 |
1.0690 |
|
0.618 |
1.0659 |
|
HIGH |
1.0610 |
|
0.618 |
1.0579 |
|
0.500 |
1.0570 |
|
0.382 |
1.0561 |
|
LOW |
1.0530 |
|
0.618 |
1.0481 |
|
1.000 |
1.0450 |
|
1.618 |
1.0401 |
|
2.618 |
1.0321 |
|
4.250 |
1.0190 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0570 |
1.0598 |
| PP |
1.0562 |
1.0581 |
| S1 |
1.0554 |
1.0563 |
|