CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0557 |
0.0007 |
0.1% |
1.0630 |
| High |
1.0570 |
1.0618 |
0.0048 |
0.5% |
1.0666 |
| Low |
1.0517 |
1.0555 |
0.0038 |
0.4% |
1.0530 |
| Close |
1.0561 |
1.0595 |
0.0034 |
0.3% |
1.0546 |
| Range |
0.0053 |
0.0063 |
0.0010 |
18.9% |
0.0136 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
23,864 |
24,038 |
174 |
0.7% |
150,173 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0750 |
1.0630 |
|
| R3 |
1.0715 |
1.0687 |
1.0612 |
|
| R2 |
1.0652 |
1.0652 |
1.0607 |
|
| R1 |
1.0624 |
1.0624 |
1.0601 |
1.0638 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0597 |
| S1 |
1.0561 |
1.0561 |
1.0589 |
1.0575 |
| S2 |
1.0526 |
1.0526 |
1.0583 |
|
| S3 |
1.0463 |
1.0498 |
1.0578 |
|
| S4 |
1.0400 |
1.0435 |
1.0560 |
|
|
| 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 |
1.0618 |
1.0517 |
0.0101 |
1.0% |
0.0055 |
0.5% |
77% |
True |
False |
23,333 |
| 10 |
1.0764 |
1.0517 |
0.0247 |
2.3% |
0.0073 |
0.7% |
32% |
False |
False |
27,722 |
| 20 |
1.0860 |
1.0517 |
0.0343 |
3.2% |
0.0069 |
0.6% |
23% |
False |
False |
26,052 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
23% |
False |
False |
28,186 |
| 60 |
1.0861 |
1.0396 |
0.0465 |
4.4% |
0.0072 |
0.7% |
43% |
False |
False |
22,006 |
| 80 |
1.0861 |
1.0131 |
0.0730 |
6.9% |
0.0062 |
0.6% |
64% |
False |
False |
16,508 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0056 |
0.5% |
66% |
False |
False |
13,212 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0049 |
0.5% |
66% |
False |
False |
11,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0783 |
|
1.618 |
1.0720 |
|
1.000 |
1.0681 |
|
0.618 |
1.0657 |
|
HIGH |
1.0618 |
|
0.618 |
1.0594 |
|
0.500 |
1.0587 |
|
0.382 |
1.0579 |
|
LOW |
1.0555 |
|
0.618 |
1.0516 |
|
1.000 |
1.0492 |
|
1.618 |
1.0453 |
|
2.618 |
1.0390 |
|
4.250 |
1.0287 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0586 |
| PP |
1.0589 |
1.0577 |
| S1 |
1.0587 |
1.0568 |
|