CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0550 |
-0.0001 |
0.0% |
1.0630 |
| High |
1.0567 |
1.0570 |
0.0003 |
0.0% |
1.0666 |
| Low |
1.0536 |
1.0517 |
-0.0019 |
-0.2% |
1.0530 |
| Close |
1.0554 |
1.0561 |
0.0007 |
0.1% |
1.0546 |
| Range |
0.0031 |
0.0053 |
0.0022 |
71.0% |
0.0136 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
15,342 |
23,864 |
8,522 |
55.5% |
150,173 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0688 |
1.0590 |
|
| R3 |
1.0655 |
1.0635 |
1.0576 |
|
| R2 |
1.0602 |
1.0602 |
1.0571 |
|
| R1 |
1.0582 |
1.0582 |
1.0566 |
1.0592 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0555 |
| S1 |
1.0529 |
1.0529 |
1.0556 |
1.0539 |
| S2 |
1.0496 |
1.0496 |
1.0551 |
|
| S3 |
1.0443 |
1.0476 |
1.0546 |
|
| S4 |
1.0390 |
1.0423 |
1.0532 |
|
|
| 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 |
1.0517 |
0.0149 |
1.4% |
0.0063 |
0.6% |
30% |
False |
True |
26,576 |
| 10 |
1.0787 |
1.0517 |
0.0270 |
2.6% |
0.0074 |
0.7% |
16% |
False |
True |
27,871 |
| 20 |
1.0861 |
1.0517 |
0.0344 |
3.3% |
0.0068 |
0.6% |
13% |
False |
True |
26,519 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.3% |
0.0072 |
0.7% |
13% |
False |
True |
28,306 |
| 60 |
1.0861 |
1.0385 |
0.0476 |
4.5% |
0.0072 |
0.7% |
37% |
False |
False |
21,606 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0061 |
0.6% |
61% |
False |
False |
16,207 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0055 |
0.5% |
61% |
False |
False |
12,972 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0048 |
0.5% |
61% |
False |
False |
10,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0709 |
|
1.618 |
1.0656 |
|
1.000 |
1.0623 |
|
0.618 |
1.0603 |
|
HIGH |
1.0570 |
|
0.618 |
1.0550 |
|
0.500 |
1.0544 |
|
0.382 |
1.0537 |
|
LOW |
1.0517 |
|
0.618 |
1.0484 |
|
1.000 |
1.0464 |
|
1.618 |
1.0431 |
|
2.618 |
1.0378 |
|
4.250 |
1.0292 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0555 |
1.0564 |
| PP |
1.0549 |
1.0563 |
| S1 |
1.0544 |
1.0562 |
|