CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0624 |
1.0641 |
0.0017 |
0.2% |
1.0551 |
| High |
1.0651 |
1.0662 |
0.0011 |
0.1% |
1.0639 |
| Low |
1.0609 |
1.0575 |
-0.0034 |
-0.3% |
1.0517 |
| Close |
1.0635 |
1.0655 |
0.0020 |
0.2% |
1.0570 |
| Range |
0.0042 |
0.0087 |
0.0045 |
107.1% |
0.0122 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.9% |
0.0000 |
| Volume |
25,130 |
22,123 |
-3,007 |
-12.0% |
117,742 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0892 |
1.0860 |
1.0703 |
|
| R3 |
1.0805 |
1.0773 |
1.0679 |
|
| R2 |
1.0718 |
1.0718 |
1.0671 |
|
| R1 |
1.0686 |
1.0686 |
1.0663 |
1.0702 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0639 |
| S1 |
1.0599 |
1.0599 |
1.0647 |
1.0615 |
| S2 |
1.0544 |
1.0544 |
1.0639 |
|
| S3 |
1.0457 |
1.0512 |
1.0631 |
|
| S4 |
1.0370 |
1.0425 |
1.0607 |
|
|
| 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 |
1.0662 |
1.0540 |
0.0122 |
1.1% |
0.0071 |
0.7% |
94% |
True |
False |
26,066 |
| 10 |
1.0662 |
1.0517 |
0.0145 |
1.4% |
0.0063 |
0.6% |
95% |
True |
False |
24,700 |
| 20 |
1.0787 |
1.0517 |
0.0270 |
2.5% |
0.0071 |
0.7% |
51% |
False |
False |
25,928 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0072 |
0.7% |
40% |
False |
False |
27,620 |
| 60 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0074 |
0.7% |
52% |
False |
False |
24,170 |
| 80 |
1.0861 |
1.0162 |
0.0699 |
6.6% |
0.0064 |
0.6% |
71% |
False |
False |
18,136 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0058 |
0.5% |
73% |
False |
False |
14,511 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0051 |
0.5% |
73% |
False |
False |
12,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0890 |
|
1.618 |
1.0803 |
|
1.000 |
1.0749 |
|
0.618 |
1.0716 |
|
HIGH |
1.0662 |
|
0.618 |
1.0629 |
|
0.500 |
1.0619 |
|
0.382 |
1.0608 |
|
LOW |
1.0575 |
|
0.618 |
1.0521 |
|
1.000 |
1.0488 |
|
1.618 |
1.0434 |
|
2.618 |
1.0347 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0642 |
| PP |
1.0631 |
1.0629 |
| S1 |
1.0619 |
1.0616 |
|