CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0794 |
0.0018 |
0.2% |
1.0579 |
| High |
1.0786 |
1.0804 |
0.0018 |
0.2% |
1.0837 |
| Low |
1.0756 |
1.0727 |
-0.0029 |
-0.3% |
1.0570 |
| Close |
1.0771 |
1.0747 |
-0.0024 |
-0.2% |
1.0786 |
| Range |
0.0030 |
0.0077 |
0.0047 |
156.7% |
0.0267 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
33,476 |
29,404 |
-4,072 |
-12.2% |
116,357 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0946 |
1.0789 |
|
| R3 |
1.0913 |
1.0869 |
1.0768 |
|
| R2 |
1.0836 |
1.0836 |
1.0761 |
|
| R1 |
1.0792 |
1.0792 |
1.0754 |
1.0776 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0751 |
| S1 |
1.0715 |
1.0715 |
1.0740 |
1.0699 |
| S2 |
1.0682 |
1.0682 |
1.0733 |
|
| S3 |
1.0605 |
1.0638 |
1.0726 |
|
| S4 |
1.0528 |
1.0561 |
1.0705 |
|
|
| 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 |
1.0575 |
0.0262 |
2.4% |
0.0084 |
0.8% |
66% |
False |
False |
30,130 |
| 10 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0076 |
0.7% |
72% |
False |
False |
28,163 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0076 |
0.7% |
72% |
False |
False |
27,664 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0073 |
0.7% |
67% |
False |
False |
27,461 |
| 60 |
1.0861 |
1.0430 |
0.0431 |
4.0% |
0.0075 |
0.7% |
74% |
False |
False |
25,882 |
| 80 |
1.0861 |
1.0254 |
0.0607 |
5.6% |
0.0065 |
0.6% |
81% |
False |
False |
19,428 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0059 |
0.5% |
85% |
False |
False |
15,545 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0054 |
0.5% |
85% |
False |
False |
12,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.1006 |
|
1.618 |
1.0929 |
|
1.000 |
1.0881 |
|
0.618 |
1.0852 |
|
HIGH |
1.0804 |
|
0.618 |
1.0775 |
|
0.500 |
1.0766 |
|
0.382 |
1.0756 |
|
LOW |
1.0727 |
|
0.618 |
1.0679 |
|
1.000 |
1.0650 |
|
1.618 |
1.0602 |
|
2.618 |
1.0525 |
|
4.250 |
1.0400 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0747 |
| PP |
1.0759 |
1.0746 |
| S1 |
1.0753 |
1.0746 |
|