CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0579 |
1.0624 |
0.0045 |
0.4% |
1.0551 |
| High |
1.0648 |
1.0651 |
0.0003 |
0.0% |
1.0639 |
| Low |
1.0570 |
1.0609 |
0.0039 |
0.4% |
1.0517 |
| Close |
1.0640 |
1.0635 |
-0.0005 |
0.0% |
1.0570 |
| Range |
0.0078 |
0.0042 |
-0.0036 |
-46.2% |
0.0122 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
28,583 |
25,130 |
-3,453 |
-12.1% |
117,742 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0738 |
1.0658 |
|
| R3 |
1.0716 |
1.0696 |
1.0647 |
|
| R2 |
1.0674 |
1.0674 |
1.0643 |
|
| R1 |
1.0654 |
1.0654 |
1.0639 |
1.0664 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0637 |
| S1 |
1.0612 |
1.0612 |
1.0631 |
1.0622 |
| S2 |
1.0590 |
1.0590 |
1.0627 |
|
| S3 |
1.0548 |
1.0570 |
1.0623 |
|
| S4 |
1.0506 |
1.0528 |
1.0612 |
|
|
| 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 |
1.0651 |
1.0540 |
0.0111 |
1.0% |
0.0066 |
0.6% |
86% |
True |
False |
26,449 |
| 10 |
1.0666 |
1.0517 |
0.0149 |
1.4% |
0.0064 |
0.6% |
79% |
False |
False |
26,513 |
| 20 |
1.0787 |
1.0517 |
0.0270 |
2.5% |
0.0069 |
0.7% |
44% |
False |
False |
26,173 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0071 |
0.7% |
34% |
False |
False |
27,835 |
| 60 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0074 |
0.7% |
51% |
False |
False |
23,806 |
| 80 |
1.0861 |
1.0162 |
0.0699 |
6.6% |
0.0064 |
0.6% |
68% |
False |
False |
17,860 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0057 |
0.5% |
71% |
False |
False |
14,290 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0051 |
0.5% |
71% |
False |
False |
11,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0830 |
|
2.618 |
1.0761 |
|
1.618 |
1.0719 |
|
1.000 |
1.0693 |
|
0.618 |
1.0677 |
|
HIGH |
1.0651 |
|
0.618 |
1.0635 |
|
0.500 |
1.0630 |
|
0.382 |
1.0625 |
|
LOW |
1.0609 |
|
0.618 |
1.0583 |
|
1.000 |
1.0567 |
|
1.618 |
1.0541 |
|
2.618 |
1.0499 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0622 |
| PP |
1.0632 |
1.0609 |
| S1 |
1.0630 |
1.0596 |
|