CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0586 |
0.0031 |
0.3% |
1.0621 |
| High |
1.0571 |
1.0586 |
0.0015 |
0.1% |
1.0625 |
| Low |
1.0555 |
1.0563 |
0.0008 |
0.1% |
1.0560 |
| Close |
1.0571 |
1.0578 |
0.0007 |
0.1% |
1.0562 |
| Range |
0.0016 |
0.0023 |
0.0007 |
43.8% |
0.0065 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
343 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0634 |
1.0591 |
|
| R3 |
1.0622 |
1.0611 |
1.0584 |
|
| R2 |
1.0599 |
1.0599 |
1.0582 |
|
| R1 |
1.0588 |
1.0588 |
1.0580 |
1.0582 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0573 |
| S1 |
1.0565 |
1.0565 |
1.0576 |
1.0559 |
| S2 |
1.0553 |
1.0553 |
1.0574 |
|
| S3 |
1.0530 |
1.0542 |
1.0572 |
|
| S4 |
1.0507 |
1.0519 |
1.0565 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0735 |
1.0598 |
|
| R3 |
1.0712 |
1.0670 |
1.0580 |
|
| R2 |
1.0647 |
1.0647 |
1.0574 |
|
| R1 |
1.0605 |
1.0605 |
1.0568 |
1.0594 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0577 |
| S1 |
1.0540 |
1.0540 |
1.0556 |
1.0529 |
| S2 |
1.0517 |
1.0517 |
1.0550 |
|
| S3 |
1.0452 |
1.0475 |
1.0544 |
|
| S4 |
1.0387 |
1.0410 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0555 |
0.0052 |
0.5% |
0.0013 |
0.1% |
44% |
False |
False |
25 |
| 10 |
1.0765 |
1.0555 |
0.0210 |
2.0% |
0.0017 |
0.2% |
11% |
False |
False |
35 |
| 20 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0016 |
0.1% |
7% |
False |
False |
20 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0016 |
0.2% |
7% |
False |
False |
13 |
| 60 |
1.0874 |
1.0435 |
0.0439 |
4.2% |
0.0014 |
0.1% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0646 |
|
1.618 |
1.0623 |
|
1.000 |
1.0609 |
|
0.618 |
1.0600 |
|
HIGH |
1.0586 |
|
0.618 |
1.0577 |
|
0.500 |
1.0575 |
|
0.382 |
1.0572 |
|
LOW |
1.0563 |
|
0.618 |
1.0549 |
|
1.000 |
1.0540 |
|
1.618 |
1.0526 |
|
2.618 |
1.0503 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0576 |
| PP |
1.0576 |
1.0573 |
| S1 |
1.0575 |
1.0571 |
|