CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0803 |
1.0765 |
-0.0038 |
-0.4% |
1.0612 |
| High |
1.0807 |
1.0772 |
-0.0035 |
-0.3% |
1.0842 |
| Low |
1.0747 |
1.0736 |
-0.0011 |
-0.1% |
1.0608 |
| Close |
1.0764 |
1.0765 |
0.0001 |
0.0% |
1.0803 |
| Range |
0.0060 |
0.0036 |
-0.0024 |
-40.0% |
0.0234 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
188 |
37 |
-151 |
-80.3% |
39 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0866 |
1.0851 |
1.0785 |
|
| R3 |
1.0830 |
1.0815 |
1.0775 |
|
| R2 |
1.0794 |
1.0794 |
1.0772 |
|
| R1 |
1.0779 |
1.0779 |
1.0768 |
1.0783 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0760 |
| S1 |
1.0743 |
1.0743 |
1.0762 |
1.0747 |
| S2 |
1.0722 |
1.0722 |
1.0758 |
|
| S3 |
1.0686 |
1.0707 |
1.0755 |
|
| S4 |
1.0650 |
1.0671 |
1.0745 |
|
|
| 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 |
1.0635 |
0.0207 |
1.9% |
0.0062 |
0.6% |
63% |
False |
False |
74 |
| 10 |
1.0842 |
1.0563 |
0.0279 |
2.6% |
0.0045 |
0.4% |
72% |
False |
False |
41 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0031 |
0.3% |
73% |
False |
False |
38 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0022 |
0.2% |
66% |
False |
False |
22 |
| 60 |
1.0874 |
1.0510 |
0.0364 |
3.4% |
0.0021 |
0.2% |
70% |
False |
False |
16 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0016 |
0.1% |
81% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0925 |
|
2.618 |
1.0866 |
|
1.618 |
1.0830 |
|
1.000 |
1.0808 |
|
0.618 |
1.0794 |
|
HIGH |
1.0772 |
|
0.618 |
1.0758 |
|
0.500 |
1.0754 |
|
0.382 |
1.0750 |
|
LOW |
1.0736 |
|
0.618 |
1.0714 |
|
1.000 |
1.0700 |
|
1.618 |
1.0678 |
|
2.618 |
1.0642 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0772 |
| PP |
1.0758 |
1.0769 |
| S1 |
1.0754 |
1.0767 |
|