CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0630 |
1.0606 |
-0.0024 |
-0.2% |
1.0713 |
High |
1.0644 |
1.0621 |
-0.0023 |
-0.2% |
1.0787 |
Low |
1.0590 |
1.0580 |
-0.0010 |
-0.1% |
1.0534 |
Close |
1.0604 |
1.0608 |
0.0004 |
0.0% |
1.0632 |
Range |
0.0054 |
0.0041 |
-0.0013 |
-24.1% |
0.0253 |
ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
26,990 |
29,508 |
2,518 |
9.3% |
120,553 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0726 |
1.0708 |
1.0631 |
|
R3 |
1.0685 |
1.0667 |
1.0619 |
|
R2 |
1.0644 |
1.0644 |
1.0616 |
|
R1 |
1.0626 |
1.0626 |
1.0612 |
1.0635 |
PP |
1.0603 |
1.0603 |
1.0603 |
1.0608 |
S1 |
1.0585 |
1.0585 |
1.0604 |
1.0594 |
S2 |
1.0562 |
1.0562 |
1.0600 |
|
S3 |
1.0521 |
1.0544 |
1.0597 |
|
S4 |
1.0480 |
1.0503 |
1.0585 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1410 |
1.1274 |
1.0771 |
|
R3 |
1.1157 |
1.1021 |
1.0702 |
|
R2 |
1.0904 |
1.0904 |
1.0678 |
|
R1 |
1.0768 |
1.0768 |
1.0655 |
1.0710 |
PP |
1.0651 |
1.0651 |
1.0651 |
1.0622 |
S1 |
1.0515 |
1.0515 |
1.0609 |
1.0457 |
S2 |
1.0398 |
1.0398 |
1.0586 |
|
S3 |
1.0145 |
1.0262 |
1.0562 |
|
S4 |
0.9892 |
1.0009 |
1.0493 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0787 |
1.0534 |
0.0253 |
2.4% |
0.0085 |
0.8% |
29% |
False |
False |
29,167 |
10 |
1.0787 |
1.0534 |
0.0253 |
2.4% |
0.0075 |
0.7% |
29% |
False |
False |
25,833 |
20 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0071 |
0.7% |
23% |
False |
False |
26,363 |
40 |
1.0861 |
1.0534 |
0.0327 |
3.1% |
0.0075 |
0.7% |
23% |
False |
False |
28,343 |
60 |
1.0861 |
1.0254 |
0.0607 |
5.7% |
0.0069 |
0.6% |
58% |
False |
False |
19,393 |
80 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0058 |
0.5% |
67% |
False |
False |
14,547 |
100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0053 |
0.5% |
67% |
False |
False |
11,643 |
120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0045 |
0.4% |
67% |
False |
False |
9,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0795 |
2.618 |
1.0728 |
1.618 |
1.0687 |
1.000 |
1.0662 |
0.618 |
1.0646 |
HIGH |
1.0621 |
0.618 |
1.0605 |
0.500 |
1.0601 |
0.382 |
1.0596 |
LOW |
1.0580 |
0.618 |
1.0555 |
1.000 |
1.0539 |
1.618 |
1.0514 |
2.618 |
1.0473 |
4.250 |
1.0406 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0606 |
1.0639 |
PP |
1.0603 |
1.0629 |
S1 |
1.0601 |
1.0618 |
|