CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0782 |
0.0014 |
0.1% |
1.0776 |
| High |
1.0810 |
1.0818 |
0.0008 |
0.1% |
1.0818 |
| Low |
1.0748 |
1.0763 |
0.0015 |
0.1% |
1.0708 |
| Close |
1.0779 |
1.0787 |
0.0008 |
0.1% |
1.0787 |
| Range |
0.0062 |
0.0055 |
-0.0007 |
-11.3% |
0.0110 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
27,799 |
28,154 |
355 |
1.3% |
149,947 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0926 |
1.0817 |
|
| R3 |
1.0899 |
1.0871 |
1.0802 |
|
| R2 |
1.0844 |
1.0844 |
1.0797 |
|
| R1 |
1.0816 |
1.0816 |
1.0792 |
1.0830 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0797 |
| S1 |
1.0761 |
1.0761 |
1.0782 |
1.0775 |
| S2 |
1.0734 |
1.0734 |
1.0777 |
|
| S3 |
1.0679 |
1.0706 |
1.0772 |
|
| S4 |
1.0624 |
1.0651 |
1.0757 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1054 |
1.0848 |
|
| R3 |
1.0991 |
1.0944 |
1.0817 |
|
| R2 |
1.0881 |
1.0881 |
1.0807 |
|
| R1 |
1.0834 |
1.0834 |
1.0797 |
1.0858 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0783 |
| S1 |
1.0724 |
1.0724 |
1.0777 |
1.0748 |
| S2 |
1.0661 |
1.0661 |
1.0767 |
|
| S3 |
1.0551 |
1.0614 |
1.0757 |
|
| S4 |
1.0441 |
1.0504 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0818 |
1.0708 |
0.0110 |
1.0% |
0.0056 |
0.5% |
72% |
True |
False |
29,989 |
| 10 |
1.0837 |
1.0540 |
0.0297 |
2.8% |
0.0075 |
0.7% |
83% |
False |
False |
29,724 |
| 20 |
1.0837 |
1.0517 |
0.0320 |
3.0% |
0.0075 |
0.7% |
84% |
False |
False |
28,741 |
| 40 |
1.0861 |
1.0517 |
0.0344 |
3.2% |
0.0072 |
0.7% |
78% |
False |
False |
27,409 |
| 60 |
1.0861 |
1.0456 |
0.0405 |
3.8% |
0.0075 |
0.7% |
82% |
False |
False |
27,228 |
| 80 |
1.0861 |
1.0254 |
0.0607 |
5.6% |
0.0067 |
0.6% |
88% |
False |
False |
20,516 |
| 100 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0059 |
0.6% |
90% |
False |
False |
16,415 |
| 120 |
1.0861 |
1.0085 |
0.0776 |
7.2% |
0.0055 |
0.5% |
90% |
False |
False |
13,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1052 |
|
2.618 |
1.0962 |
|
1.618 |
1.0907 |
|
1.000 |
1.0873 |
|
0.618 |
1.0852 |
|
HIGH |
1.0818 |
|
0.618 |
1.0797 |
|
0.500 |
1.0791 |
|
0.382 |
1.0784 |
|
LOW |
1.0763 |
|
0.618 |
1.0729 |
|
1.000 |
1.0708 |
|
1.618 |
1.0674 |
|
2.618 |
1.0619 |
|
4.250 |
1.0529 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0779 |
| PP |
1.0789 |
1.0771 |
| S1 |
1.0788 |
1.0763 |
|