CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0576 |
1.0551 |
-0.0025 |
-0.2% |
1.0630 |
| High |
1.0610 |
1.0567 |
-0.0043 |
-0.4% |
1.0666 |
| Low |
1.0530 |
1.0536 |
0.0006 |
0.1% |
1.0530 |
| Close |
1.0546 |
1.0554 |
0.0008 |
0.1% |
1.0546 |
| Range |
0.0080 |
0.0031 |
-0.0049 |
-61.3% |
0.0136 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
26,830 |
15,342 |
-11,488 |
-42.8% |
150,173 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0631 |
1.0571 |
|
| R3 |
1.0614 |
1.0600 |
1.0563 |
|
| R2 |
1.0583 |
1.0583 |
1.0560 |
|
| R1 |
1.0569 |
1.0569 |
1.0557 |
1.0576 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0556 |
| S1 |
1.0538 |
1.0538 |
1.0551 |
1.0545 |
| S2 |
1.0521 |
1.0521 |
1.0548 |
|
| S3 |
1.0490 |
1.0507 |
1.0545 |
|
| S4 |
1.0459 |
1.0476 |
1.0537 |
|
|
| 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% |
0.0060 |
0.6% |
18% |
False |
False |
27,705 |
| 10 |
1.0787 |
1.0530 |
0.0257 |
2.4% |
0.0077 |
0.7% |
9% |
False |
False |
27,165 |
| 20 |
1.0861 |
1.0530 |
0.0331 |
3.1% |
0.0071 |
0.7% |
7% |
False |
False |
26,856 |
| 40 |
1.0861 |
1.0530 |
0.0331 |
3.1% |
0.0073 |
0.7% |
7% |
False |
False |
28,395 |
| 60 |
1.0861 |
1.0287 |
0.0574 |
5.4% |
0.0071 |
0.7% |
47% |
False |
False |
21,208 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.4% |
0.0061 |
0.6% |
60% |
False |
False |
15,909 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.4% |
0.0055 |
0.5% |
60% |
False |
False |
12,733 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.4% |
0.0048 |
0.5% |
60% |
False |
False |
10,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0699 |
|
2.618 |
1.0648 |
|
1.618 |
1.0617 |
|
1.000 |
1.0598 |
|
0.618 |
1.0586 |
|
HIGH |
1.0567 |
|
0.618 |
1.0555 |
|
0.500 |
1.0552 |
|
0.382 |
1.0548 |
|
LOW |
1.0536 |
|
0.618 |
1.0517 |
|
1.000 |
1.0505 |
|
1.618 |
1.0486 |
|
2.618 |
1.0455 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0570 |
| PP |
1.0552 |
1.0565 |
| S1 |
1.0552 |
1.0559 |
|