CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0616 |
1.0579 |
-0.0037 |
-0.3% |
1.0551 |
| High |
1.0618 |
1.0648 |
0.0030 |
0.3% |
1.0639 |
| Low |
1.0540 |
1.0570 |
0.0030 |
0.3% |
1.0517 |
| Close |
1.0570 |
1.0640 |
0.0070 |
0.7% |
1.0570 |
| Range |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0122 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
30,941 |
28,583 |
-2,358 |
-7.6% |
117,742 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0825 |
1.0683 |
|
| R3 |
1.0775 |
1.0747 |
1.0661 |
|
| R2 |
1.0697 |
1.0697 |
1.0654 |
|
| R1 |
1.0669 |
1.0669 |
1.0647 |
1.0683 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0627 |
| S1 |
1.0591 |
1.0591 |
1.0633 |
1.0605 |
| S2 |
1.0541 |
1.0541 |
1.0626 |
|
| S3 |
1.0463 |
1.0513 |
1.0619 |
|
| S4 |
1.0385 |
1.0435 |
1.0597 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0878 |
1.0637 |
|
| R3 |
1.0819 |
1.0756 |
1.0604 |
|
| R2 |
1.0697 |
1.0697 |
1.0592 |
|
| R1 |
1.0634 |
1.0634 |
1.0581 |
1.0666 |
| PP |
1.0575 |
1.0575 |
1.0575 |
1.0591 |
| S1 |
1.0512 |
1.0512 |
1.0559 |
1.0544 |
| S2 |
1.0453 |
1.0453 |
1.0548 |
|
| S3 |
1.0331 |
1.0390 |
1.0536 |
|
| S4 |
1.0209 |
1.0268 |
1.0503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0648 |
1.0517 |
0.0131 |
1.2% |
0.0068 |
0.6% |
94% |
True |
False |
26,196 |
| 10 |
1.0666 |
1.0517 |
0.0149 |
1.4% |
0.0064 |
0.6% |
83% |
False |
False |
26,950 |
| 20 |
1.0807 |
1.0517 |
0.0290 |
2.7% |
0.0072 |
0.7% |
42% |
False |
False |
26,436 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0072 |
0.7% |
36% |
False |
False |
27,944 |
| 60 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0074 |
0.7% |
52% |
False |
False |
23,390 |
| 80 |
1.0861 |
1.0162 |
0.0699 |
6.6% |
0.0063 |
0.6% |
68% |
False |
False |
17,546 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0058 |
0.5% |
72% |
False |
False |
14,040 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0050 |
0.5% |
72% |
False |
False |
11,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0852 |
|
1.618 |
1.0774 |
|
1.000 |
1.0726 |
|
0.618 |
1.0696 |
|
HIGH |
1.0648 |
|
0.618 |
1.0618 |
|
0.500 |
1.0609 |
|
0.382 |
1.0600 |
|
LOW |
1.0570 |
|
0.618 |
1.0522 |
|
1.000 |
1.0492 |
|
1.618 |
1.0444 |
|
2.618 |
1.0366 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0625 |
| PP |
1.0619 |
1.0609 |
| S1 |
1.0609 |
1.0594 |
|