CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0705 |
0.0070 |
0.7% |
1.0612 |
| High |
1.0677 |
1.0842 |
0.0165 |
1.5% |
1.0842 |
| Low |
1.0635 |
1.0691 |
0.0056 |
0.5% |
1.0608 |
| Close |
1.0672 |
1.0803 |
0.0131 |
1.2% |
1.0803 |
| Range |
0.0042 |
0.0151 |
0.0109 |
259.5% |
0.0234 |
| ATR |
0.0040 |
0.0050 |
0.0009 |
22.9% |
0.0000 |
| Volume |
4 |
17 |
13 |
325.0% |
39 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1168 |
1.0886 |
|
| R3 |
1.1081 |
1.1017 |
1.0845 |
|
| R2 |
1.0930 |
1.0930 |
1.0831 |
|
| R1 |
1.0866 |
1.0866 |
1.0817 |
1.0898 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0795 |
| S1 |
1.0715 |
1.0715 |
1.0789 |
1.0747 |
| S2 |
1.0628 |
1.0628 |
1.0775 |
|
| S3 |
1.0477 |
1.0564 |
1.0761 |
|
| S4 |
1.0326 |
1.0413 |
1.0720 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1362 |
1.0932 |
|
| R3 |
1.1219 |
1.1128 |
1.0867 |
|
| R2 |
1.0985 |
1.0985 |
1.0846 |
|
| R1 |
1.0894 |
1.0894 |
1.0824 |
1.0940 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0774 |
| S1 |
1.0660 |
1.0660 |
1.0782 |
1.0706 |
| S2 |
1.0517 |
1.0517 |
1.0760 |
|
| S3 |
1.0283 |
1.0426 |
1.0739 |
|
| S4 |
1.0049 |
1.0192 |
1.0674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0842 |
1.0563 |
0.0279 |
2.6% |
0.0058 |
0.5% |
86% |
True |
False |
8 |
| 10 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0038 |
0.3% |
86% |
True |
False |
7 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0026 |
0.2% |
86% |
True |
False |
21 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0021 |
0.2% |
78% |
False |
False |
14 |
| 60 |
1.0874 |
1.0464 |
0.0410 |
3.8% |
0.0020 |
0.2% |
83% |
False |
False |
10 |
| 80 |
1.0874 |
1.0198 |
0.0676 |
6.3% |
0.0015 |
0.1% |
89% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1237 |
|
1.618 |
1.1086 |
|
1.000 |
1.0993 |
|
0.618 |
1.0935 |
|
HIGH |
1.0842 |
|
0.618 |
1.0784 |
|
0.500 |
1.0767 |
|
0.382 |
1.0749 |
|
LOW |
1.0691 |
|
0.618 |
1.0598 |
|
1.000 |
1.0540 |
|
1.618 |
1.0447 |
|
2.618 |
1.0296 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0782 |
| PP |
1.0779 |
1.0760 |
| S1 |
1.0767 |
1.0739 |
|