CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0641 |
1.0667 |
0.0026 |
0.2% |
1.0579 |
High |
1.0662 |
1.0837 |
0.0175 |
1.6% |
1.0837 |
Low |
1.0575 |
1.0655 |
0.0080 |
0.8% |
1.0570 |
Close |
1.0655 |
1.0786 |
0.0131 |
1.2% |
1.0786 |
Range |
0.0087 |
0.0182 |
0.0095 |
109.2% |
0.0267 |
ATR |
0.0070 |
0.0078 |
0.0008 |
11.5% |
0.0000 |
Volume |
22,123 |
40,521 |
18,398 |
83.2% |
116,357 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1305 |
1.1228 |
1.0886 |
|
R3 |
1.1123 |
1.1046 |
1.0836 |
|
R2 |
1.0941 |
1.0941 |
1.0819 |
|
R1 |
1.0864 |
1.0864 |
1.0803 |
1.0903 |
PP |
1.0759 |
1.0759 |
1.0759 |
1.0779 |
S1 |
1.0682 |
1.0682 |
1.0769 |
1.0721 |
S2 |
1.0577 |
1.0577 |
1.0753 |
|
S3 |
1.0395 |
1.0500 |
1.0736 |
|
S4 |
1.0213 |
1.0318 |
1.0686 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1532 |
1.1426 |
1.0933 |
|
R3 |
1.1265 |
1.1159 |
1.0859 |
|
R2 |
1.0998 |
1.0998 |
1.0835 |
|
R1 |
1.0892 |
1.0892 |
1.0810 |
1.0945 |
PP |
1.0731 |
1.0731 |
1.0731 |
1.0758 |
S1 |
1.0625 |
1.0625 |
1.0762 |
1.0678 |
S2 |
1.0464 |
1.0464 |
1.0737 |
|
S3 |
1.0197 |
1.0358 |
1.0713 |
|
S4 |
0.9930 |
1.0091 |
1.0639 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0837 |
1.0540 |
0.0297 |
2.8% |
0.0093 |
0.9% |
83% |
True |
False |
29,459 |
10 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0076 |
0.7% |
84% |
True |
False |
26,092 |
20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0076 |
0.7% |
84% |
True |
False |
26,711 |
40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0075 |
0.7% |
78% |
False |
False |
27,800 |
60 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0076 |
0.7% |
83% |
False |
False |
24,844 |
80 |
1.0861 |
1.0162 |
0.0699 |
6.5% |
0.0066 |
0.6% |
89% |
False |
False |
18,642 |
100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0060 |
0.6% |
90% |
False |
False |
14,916 |
120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0053 |
0.5% |
90% |
False |
False |
12,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1611 |
2.618 |
1.1313 |
1.618 |
1.1131 |
1.000 |
1.1019 |
0.618 |
1.0949 |
HIGH |
1.0837 |
0.618 |
1.0767 |
0.500 |
1.0746 |
0.382 |
1.0725 |
LOW |
1.0655 |
0.618 |
1.0543 |
1.000 |
1.0473 |
1.618 |
1.0361 |
2.618 |
1.0179 |
4.250 |
0.9882 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0773 |
1.0759 |
PP |
1.0759 |
1.0733 |
S1 |
1.0746 |
1.0706 |
|