CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0751 |
1.0765 |
0.0014 |
0.1% |
1.0825 |
| High |
1.0752 |
1.0765 |
0.0013 |
0.1% |
1.0825 |
| Low |
1.0751 |
1.0762 |
0.0011 |
0.1% |
1.0708 |
| Close |
1.0752 |
1.0762 |
0.0010 |
0.1% |
1.0717 |
| Range |
0.0001 |
0.0003 |
0.0002 |
200.0% |
0.0117 |
| ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
46 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0770 |
1.0764 |
|
| R3 |
1.0769 |
1.0767 |
1.0763 |
|
| R2 |
1.0766 |
1.0766 |
1.0763 |
|
| R1 |
1.0764 |
1.0764 |
1.0762 |
1.0764 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0763 |
| S1 |
1.0761 |
1.0761 |
1.0762 |
1.0761 |
| S2 |
1.0760 |
1.0760 |
1.0761 |
|
| S3 |
1.0757 |
1.0758 |
1.0761 |
|
| S4 |
1.0754 |
1.0755 |
1.0760 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1026 |
1.0781 |
|
| R3 |
1.0984 |
1.0909 |
1.0749 |
|
| R2 |
1.0867 |
1.0867 |
1.0738 |
|
| R1 |
1.0792 |
1.0792 |
1.0728 |
1.0771 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0740 |
| S1 |
1.0675 |
1.0675 |
1.0706 |
1.0654 |
| S2 |
1.0633 |
1.0633 |
1.0696 |
|
| S3 |
1.0516 |
1.0558 |
1.0685 |
|
| S4 |
1.0399 |
1.0441 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0765 |
1.0689 |
0.0076 |
0.7% |
0.0004 |
0.0% |
96% |
True |
False |
5 |
| 10 |
1.0834 |
1.0689 |
0.0145 |
1.3% |
0.0015 |
0.1% |
50% |
False |
False |
5 |
| 20 |
1.0874 |
1.0647 |
0.0227 |
2.1% |
0.0014 |
0.1% |
51% |
False |
False |
5 |
| 40 |
1.0874 |
1.0534 |
0.0340 |
3.2% |
0.0017 |
0.2% |
67% |
False |
False |
5 |
| 60 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0011 |
0.1% |
81% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0778 |
|
2.618 |
1.0773 |
|
1.618 |
1.0770 |
|
1.000 |
1.0768 |
|
0.618 |
1.0767 |
|
HIGH |
1.0765 |
|
0.618 |
1.0764 |
|
0.500 |
1.0764 |
|
0.382 |
1.0763 |
|
LOW |
1.0762 |
|
0.618 |
1.0760 |
|
1.000 |
1.0759 |
|
1.618 |
1.0757 |
|
2.618 |
1.0754 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0750 |
| PP |
1.0763 |
1.0739 |
| S1 |
1.0763 |
1.0727 |
|