CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0776 |
0.0109 |
1.0% |
1.0579 |
| High |
1.0837 |
1.0786 |
-0.0051 |
-0.5% |
1.0837 |
| Low |
1.0655 |
1.0756 |
0.0101 |
0.9% |
1.0570 |
| Close |
1.0786 |
1.0771 |
-0.0015 |
-0.1% |
1.0786 |
| Range |
0.0182 |
0.0030 |
-0.0152 |
-83.5% |
0.0267 |
| ATR |
0.0078 |
0.0074 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
40,521 |
33,476 |
-7,045 |
-17.4% |
116,357 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0846 |
1.0788 |
|
| R3 |
1.0831 |
1.0816 |
1.0779 |
|
| R2 |
1.0801 |
1.0801 |
1.0777 |
|
| R1 |
1.0786 |
1.0786 |
1.0774 |
1.0779 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0767 |
| S1 |
1.0756 |
1.0756 |
1.0768 |
1.0749 |
| S2 |
1.0741 |
1.0741 |
1.0766 |
|
| S3 |
1.0711 |
1.0726 |
1.0763 |
|
| S4 |
1.0681 |
1.0696 |
1.0755 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1532 |
1.1426 |
1.0933 |
|
| R3 |
1.1265 |
1.1159 |
1.0859 |
|
| R2 |
1.0998 |
1.0998 |
1.0835 |
|
| R1 |
1.0892 |
1.0892 |
1.0810 |
1.0945 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0758 |
| S1 |
1.0625 |
1.0625 |
1.0762 |
1.0678 |
| S2 |
1.0464 |
1.0464 |
1.0737 |
|
| S3 |
1.0197 |
1.0358 |
1.0713 |
|
| S4 |
0.9930 |
1.0091 |
1.0639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0837 |
1.0570 |
0.0267 |
2.5% |
0.0084 |
0.8% |
75% |
False |
False |
29,966 |
| 10 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0071 |
0.7% |
79% |
False |
False |
26,757 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0075 |
0.7% |
79% |
False |
False |
26,915 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
74% |
False |
False |
27,630 |
| 60 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0076 |
0.7% |
79% |
False |
False |
25,401 |
| 80 |
1.0861 |
1.0187 |
0.0674 |
6.3% |
0.0066 |
0.6% |
87% |
False |
False |
19,061 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0059 |
0.5% |
88% |
False |
False |
15,251 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0053 |
0.5% |
88% |
False |
False |
12,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0865 |
|
1.618 |
1.0835 |
|
1.000 |
1.0816 |
|
0.618 |
1.0805 |
|
HIGH |
1.0786 |
|
0.618 |
1.0775 |
|
0.500 |
1.0771 |
|
0.382 |
1.0767 |
|
LOW |
1.0756 |
|
0.618 |
1.0737 |
|
1.000 |
1.0726 |
|
1.618 |
1.0707 |
|
2.618 |
1.0677 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0749 |
| PP |
1.0771 |
1.0728 |
| S1 |
1.0771 |
1.0706 |
|