CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0605 |
0.0019 |
0.2% |
1.0621 |
| High |
1.0586 |
1.0620 |
0.0034 |
0.3% |
1.0625 |
| Low |
1.0563 |
1.0598 |
0.0035 |
0.3% |
1.0560 |
| Close |
1.0578 |
1.0612 |
0.0034 |
0.3% |
1.0562 |
| Range |
0.0023 |
0.0022 |
-0.0001 |
-4.3% |
0.0065 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.8% |
0.0000 |
| Volume |
5 |
7 |
2 |
40.0% |
343 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0666 |
1.0624 |
|
| R3 |
1.0654 |
1.0644 |
1.0618 |
|
| R2 |
1.0632 |
1.0632 |
1.0616 |
|
| R1 |
1.0622 |
1.0622 |
1.0614 |
1.0627 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0613 |
| S1 |
1.0600 |
1.0600 |
1.0610 |
1.0605 |
| S2 |
1.0588 |
1.0588 |
1.0608 |
|
| S3 |
1.0566 |
1.0578 |
1.0606 |
|
| S4 |
1.0544 |
1.0556 |
1.0600 |
|
|
| 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 |
1.0620 |
1.0555 |
0.0065 |
0.6% |
0.0017 |
0.2% |
88% |
True |
False |
3 |
| 10 |
1.0752 |
1.0555 |
0.0197 |
1.9% |
0.0019 |
0.2% |
29% |
False |
False |
36 |
| 20 |
1.0834 |
1.0555 |
0.0279 |
2.6% |
0.0017 |
0.2% |
20% |
False |
False |
20 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0016 |
0.2% |
18% |
False |
False |
13 |
| 60 |
1.0874 |
1.0463 |
0.0411 |
3.9% |
0.0014 |
0.1% |
36% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0714 |
|
2.618 |
1.0678 |
|
1.618 |
1.0656 |
|
1.000 |
1.0642 |
|
0.618 |
1.0634 |
|
HIGH |
1.0620 |
|
0.618 |
1.0612 |
|
0.500 |
1.0609 |
|
0.382 |
1.0606 |
|
LOW |
1.0598 |
|
0.618 |
1.0584 |
|
1.000 |
1.0576 |
|
1.618 |
1.0562 |
|
2.618 |
1.0540 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0604 |
| PP |
1.0610 |
1.0596 |
| S1 |
1.0609 |
1.0588 |
|