CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0585 |
1.0616 |
0.0031 |
0.3% |
1.0551 |
| High |
1.0639 |
1.0618 |
-0.0021 |
-0.2% |
1.0639 |
| Low |
1.0571 |
1.0540 |
-0.0031 |
-0.3% |
1.0517 |
| Close |
1.0617 |
1.0570 |
-0.0047 |
-0.4% |
1.0570 |
| Range |
0.0068 |
0.0078 |
0.0010 |
14.7% |
0.0122 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
23,557 |
30,941 |
7,384 |
31.3% |
117,742 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0810 |
1.0768 |
1.0613 |
|
| R3 |
1.0732 |
1.0690 |
1.0591 |
|
| R2 |
1.0654 |
1.0654 |
1.0584 |
|
| R1 |
1.0612 |
1.0612 |
1.0577 |
1.0594 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0567 |
| S1 |
1.0534 |
1.0534 |
1.0563 |
1.0516 |
| S2 |
1.0498 |
1.0498 |
1.0556 |
|
| S3 |
1.0420 |
1.0456 |
1.0549 |
|
| S4 |
1.0342 |
1.0378 |
1.0527 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0878 |
1.0637 |
|
| R3 |
1.0819 |
1.0756 |
1.0604 |
|
| R2 |
1.0697 |
1.0697 |
1.0592 |
|
| R1 |
1.0634 |
1.0634 |
1.0581 |
1.0666 |
| PP |
1.0575 |
1.0575 |
1.0575 |
1.0591 |
| S1 |
1.0512 |
1.0512 |
1.0559 |
1.0544 |
| S2 |
1.0453 |
1.0453 |
1.0548 |
|
| S3 |
1.0331 |
1.0390 |
1.0536 |
|
| S4 |
1.0209 |
1.0268 |
1.0503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0639 |
1.0517 |
0.0122 |
1.2% |
0.0059 |
0.6% |
43% |
False |
False |
23,548 |
| 10 |
1.0666 |
1.0517 |
0.0149 |
1.4% |
0.0062 |
0.6% |
36% |
False |
False |
26,791 |
| 20 |
1.0821 |
1.0517 |
0.0304 |
2.9% |
0.0071 |
0.7% |
17% |
False |
False |
26,147 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.3% |
0.0072 |
0.7% |
15% |
False |
False |
27,945 |
| 60 |
1.0861 |
1.0402 |
0.0459 |
4.3% |
0.0073 |
0.7% |
37% |
False |
False |
22,914 |
| 80 |
1.0861 |
1.0162 |
0.0699 |
6.6% |
0.0063 |
0.6% |
58% |
False |
False |
17,189 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0057 |
0.5% |
63% |
False |
False |
13,755 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.3% |
0.0050 |
0.5% |
63% |
False |
False |
11,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0822 |
|
1.618 |
1.0744 |
|
1.000 |
1.0696 |
|
0.618 |
1.0666 |
|
HIGH |
1.0618 |
|
0.618 |
1.0588 |
|
0.500 |
1.0579 |
|
0.382 |
1.0570 |
|
LOW |
1.0540 |
|
0.618 |
1.0492 |
|
1.000 |
1.0462 |
|
1.618 |
1.0414 |
|
2.618 |
1.0336 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0590 |
| PP |
1.0576 |
1.0583 |
| S1 |
1.0573 |
1.0577 |
|