CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0557 |
1.0585 |
0.0028 |
0.3% |
1.0630 |
| High |
1.0618 |
1.0639 |
0.0021 |
0.2% |
1.0666 |
| Low |
1.0555 |
1.0571 |
0.0016 |
0.2% |
1.0530 |
| Close |
1.0595 |
1.0617 |
0.0022 |
0.2% |
1.0546 |
| Range |
0.0063 |
0.0068 |
0.0005 |
7.9% |
0.0136 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
24,038 |
23,557 |
-481 |
-2.0% |
150,173 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0783 |
1.0654 |
|
| R3 |
1.0745 |
1.0715 |
1.0636 |
|
| R2 |
1.0677 |
1.0677 |
1.0629 |
|
| R1 |
1.0647 |
1.0647 |
1.0623 |
1.0662 |
| PP |
1.0609 |
1.0609 |
1.0609 |
1.0617 |
| S1 |
1.0579 |
1.0579 |
1.0611 |
1.0594 |
| S2 |
1.0541 |
1.0541 |
1.0605 |
|
| S3 |
1.0473 |
1.0511 |
1.0598 |
|
| S4 |
1.0405 |
1.0443 |
1.0580 |
|
|
| 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 |
1.0639 |
1.0517 |
0.0122 |
1.1% |
0.0059 |
0.6% |
82% |
True |
False |
22,726 |
| 10 |
1.0744 |
1.0517 |
0.0227 |
2.1% |
0.0075 |
0.7% |
44% |
False |
False |
27,758 |
| 20 |
1.0832 |
1.0517 |
0.0315 |
3.0% |
0.0070 |
0.7% |
32% |
False |
False |
25,829 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0072 |
0.7% |
29% |
False |
False |
28,040 |
| 60 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0073 |
0.7% |
47% |
False |
False |
22,399 |
| 80 |
1.0861 |
1.0162 |
0.0699 |
6.6% |
0.0062 |
0.6% |
65% |
False |
False |
16,802 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0056 |
0.5% |
69% |
False |
False |
13,447 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0049 |
0.5% |
69% |
False |
False |
11,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0928 |
|
2.618 |
1.0817 |
|
1.618 |
1.0749 |
|
1.000 |
1.0707 |
|
0.618 |
1.0681 |
|
HIGH |
1.0639 |
|
0.618 |
1.0613 |
|
0.500 |
1.0605 |
|
0.382 |
1.0597 |
|
LOW |
1.0571 |
|
0.618 |
1.0529 |
|
1.000 |
1.0503 |
|
1.618 |
1.0461 |
|
2.618 |
1.0393 |
|
4.250 |
1.0282 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0613 |
1.0604 |
| PP |
1.0609 |
1.0591 |
| S1 |
1.0605 |
1.0578 |
|