CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0741 |
0.0008 |
0.1% |
1.0782 |
| High |
1.0787 |
1.0764 |
-0.0023 |
-0.2% |
1.0821 |
| Low |
1.0722 |
1.0711 |
-0.0011 |
-0.1% |
1.0660 |
| Close |
1.0745 |
1.0735 |
-0.0010 |
-0.1% |
1.0700 |
| Range |
0.0065 |
0.0053 |
-0.0012 |
-18.5% |
0.0161 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
25,528 |
23,203 |
-2,325 |
-9.1% |
134,491 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0868 |
1.0764 |
|
| R3 |
1.0843 |
1.0815 |
1.0750 |
|
| R2 |
1.0790 |
1.0790 |
1.0745 |
|
| R1 |
1.0762 |
1.0762 |
1.0740 |
1.0750 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0730 |
| S1 |
1.0709 |
1.0709 |
1.0730 |
1.0697 |
| S2 |
1.0684 |
1.0684 |
1.0725 |
|
| S3 |
1.0631 |
1.0656 |
1.0720 |
|
| S4 |
1.0578 |
1.0603 |
1.0706 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1116 |
1.0789 |
|
| R3 |
1.1049 |
1.0955 |
1.0744 |
|
| R2 |
1.0888 |
1.0888 |
1.0730 |
|
| R1 |
1.0794 |
1.0794 |
1.0715 |
1.0761 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0710 |
| S1 |
1.0633 |
1.0633 |
1.0685 |
1.0600 |
| S2 |
1.0566 |
1.0566 |
1.0670 |
|
| S3 |
1.0405 |
1.0472 |
1.0656 |
|
| S4 |
1.0244 |
1.0311 |
1.0611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0787 |
1.0660 |
0.0127 |
1.2% |
0.0062 |
0.6% |
59% |
False |
False |
21,871 |
| 10 |
1.0832 |
1.0660 |
0.0172 |
1.6% |
0.0064 |
0.6% |
44% |
False |
False |
23,900 |
| 20 |
1.0861 |
1.0614 |
0.0247 |
2.3% |
0.0068 |
0.6% |
49% |
False |
False |
26,076 |
| 40 |
1.0861 |
1.0456 |
0.0405 |
3.8% |
0.0075 |
0.7% |
69% |
False |
False |
26,472 |
| 60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0064 |
0.6% |
79% |
False |
False |
17,775 |
| 80 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0056 |
0.5% |
84% |
False |
False |
13,333 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0051 |
0.5% |
84% |
False |
False |
10,672 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0043 |
0.4% |
84% |
False |
False |
8,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0903 |
|
1.618 |
1.0850 |
|
1.000 |
1.0817 |
|
0.618 |
1.0797 |
|
HIGH |
1.0764 |
|
0.618 |
1.0744 |
|
0.500 |
1.0738 |
|
0.382 |
1.0731 |
|
LOW |
1.0711 |
|
0.618 |
1.0678 |
|
1.000 |
1.0658 |
|
1.618 |
1.0625 |
|
2.618 |
1.0572 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0734 |
| PP |
1.0737 |
1.0732 |
| S1 |
1.0736 |
1.0731 |
|