CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0796 |
0.0091 |
0.9% |
1.0612 |
| High |
1.0842 |
1.0796 |
-0.0046 |
-0.4% |
1.0842 |
| Low |
1.0691 |
1.0774 |
0.0083 |
0.8% |
1.0608 |
| Close |
1.0803 |
1.0788 |
-0.0015 |
-0.1% |
1.0803 |
| Range |
0.0151 |
0.0022 |
-0.0129 |
-85.4% |
0.0234 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
17 |
127 |
110 |
647.1% |
39 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0842 |
1.0800 |
|
| R3 |
1.0830 |
1.0820 |
1.0794 |
|
| R2 |
1.0808 |
1.0808 |
1.0792 |
|
| R1 |
1.0798 |
1.0798 |
1.0790 |
1.0792 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0783 |
| S1 |
1.0776 |
1.0776 |
1.0786 |
1.0770 |
| S2 |
1.0764 |
1.0764 |
1.0784 |
|
| S3 |
1.0742 |
1.0754 |
1.0782 |
|
| S4 |
1.0720 |
1.0732 |
1.0776 |
|
|
| 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 |
1.0608 |
0.0234 |
2.2% |
0.0056 |
0.5% |
77% |
False |
False |
33 |
| 10 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0039 |
0.4% |
81% |
False |
False |
20 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0027 |
0.2% |
81% |
False |
False |
27 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0022 |
0.2% |
73% |
False |
False |
17 |
| 60 |
1.0874 |
1.0510 |
0.0364 |
3.4% |
0.0020 |
0.2% |
76% |
False |
False |
12 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0015 |
0.1% |
85% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0854 |
|
1.618 |
1.0832 |
|
1.000 |
1.0818 |
|
0.618 |
1.0810 |
|
HIGH |
1.0796 |
|
0.618 |
1.0788 |
|
0.500 |
1.0785 |
|
0.382 |
1.0782 |
|
LOW |
1.0774 |
|
0.618 |
1.0760 |
|
1.000 |
1.0752 |
|
1.618 |
1.0738 |
|
2.618 |
1.0716 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0772 |
| PP |
1.0786 |
1.0755 |
| S1 |
1.0785 |
1.0739 |
|