CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0768 |
0.0019 |
0.2% |
1.0579 |
| High |
1.0766 |
1.0810 |
0.0044 |
0.4% |
1.0837 |
| Low |
1.0708 |
1.0748 |
0.0040 |
0.4% |
1.0570 |
| Close |
1.0748 |
1.0779 |
0.0031 |
0.3% |
1.0786 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.9% |
0.0267 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
31,114 |
27,799 |
-3,315 |
-10.7% |
116,357 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0934 |
1.0813 |
|
| R3 |
1.0903 |
1.0872 |
1.0796 |
|
| R2 |
1.0841 |
1.0841 |
1.0790 |
|
| R1 |
1.0810 |
1.0810 |
1.0785 |
1.0826 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0787 |
| S1 |
1.0748 |
1.0748 |
1.0773 |
1.0764 |
| S2 |
1.0717 |
1.0717 |
1.0768 |
|
| S3 |
1.0655 |
1.0686 |
1.0762 |
|
| S4 |
1.0593 |
1.0624 |
1.0745 |
|
|
| 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 |
1.0655 |
0.0182 |
1.7% |
0.0082 |
0.8% |
68% |
False |
False |
32,462 |
| 10 |
1.0837 |
1.0540 |
0.0297 |
2.8% |
0.0076 |
0.7% |
80% |
False |
False |
29,264 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0075 |
0.7% |
82% |
False |
False |
28,493 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
76% |
False |
False |
27,466 |
| 60 |
1.0861 |
1.0450 |
0.0411 |
3.8% |
0.0075 |
0.7% |
80% |
False |
False |
26,827 |
| 80 |
1.0861 |
1.0254 |
0.0607 |
5.6% |
0.0066 |
0.6% |
86% |
False |
False |
20,164 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0059 |
0.6% |
89% |
False |
False |
16,133 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0055 |
0.5% |
89% |
False |
False |
13,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0972 |
|
1.618 |
1.0910 |
|
1.000 |
1.0872 |
|
0.618 |
1.0848 |
|
HIGH |
1.0810 |
|
0.618 |
1.0786 |
|
0.500 |
1.0779 |
|
0.382 |
1.0772 |
|
LOW |
1.0748 |
|
0.618 |
1.0710 |
|
1.000 |
1.0686 |
|
1.618 |
1.0648 |
|
2.618 |
1.0586 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0772 |
| PP |
1.0779 |
1.0766 |
| S1 |
1.0779 |
1.0759 |
|