CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0621 |
1.0625 |
0.0004 |
0.0% |
1.0689 |
| High |
1.0621 |
1.0625 |
0.0004 |
0.0% |
1.0765 |
| Low |
1.0621 |
1.0625 |
0.0004 |
0.0% |
1.0573 |
| Close |
1.0621 |
1.0625 |
0.0004 |
0.0% |
1.0649 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0044 |
-0.0003 |
-6.5% |
0.0000 |
| Volume |
113 |
113 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0625 |
1.0625 |
|
| R3 |
1.0625 |
1.0625 |
1.0625 |
|
| R2 |
1.0625 |
1.0625 |
1.0625 |
|
| R1 |
1.0625 |
1.0625 |
1.0625 |
1.0625 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0625 |
| S1 |
1.0625 |
1.0625 |
1.0625 |
1.0625 |
| S2 |
1.0625 |
1.0625 |
1.0625 |
|
| S3 |
1.0625 |
1.0625 |
1.0625 |
|
| S4 |
1.0625 |
1.0625 |
1.0625 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1136 |
1.0755 |
|
| R3 |
1.1046 |
1.0944 |
1.0702 |
|
| R2 |
1.0854 |
1.0854 |
1.0684 |
|
| R1 |
1.0752 |
1.0752 |
1.0667 |
1.0707 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0640 |
| S1 |
1.0560 |
1.0560 |
1.0631 |
1.0515 |
| S2 |
1.0470 |
1.0470 |
1.0614 |
|
| S3 |
1.0278 |
1.0368 |
1.0596 |
|
| S4 |
1.0086 |
1.0176 |
1.0543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0765 |
1.0573 |
0.0192 |
1.8% |
0.0021 |
0.2% |
27% |
False |
False |
45 |
| 10 |
1.0765 |
1.0573 |
0.0192 |
1.8% |
0.0016 |
0.2% |
27% |
False |
False |
27 |
| 20 |
1.0874 |
1.0573 |
0.0301 |
2.8% |
0.0016 |
0.1% |
17% |
False |
False |
15 |
| 40 |
1.0874 |
1.0573 |
0.0301 |
2.8% |
0.0019 |
0.2% |
17% |
False |
False |
10 |
| 60 |
1.0874 |
1.0288 |
0.0586 |
5.5% |
0.0013 |
0.1% |
58% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0625 |
|
1.618 |
1.0625 |
|
1.000 |
1.0625 |
|
0.618 |
1.0625 |
|
HIGH |
1.0625 |
|
0.618 |
1.0625 |
|
0.500 |
1.0625 |
|
0.382 |
1.0625 |
|
LOW |
1.0625 |
|
0.618 |
1.0625 |
|
1.000 |
1.0625 |
|
1.618 |
1.0625 |
|
2.618 |
1.0625 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0625 |
1.0625 |
| PP |
1.0625 |
1.0625 |
| S1 |
1.0625 |
1.0625 |
|