CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0689 |
1.0751 |
0.0062 |
0.6% |
1.0825 |
High |
1.0703 |
1.0752 |
0.0049 |
0.5% |
1.0825 |
Low |
1.0689 |
1.0751 |
0.0062 |
0.6% |
1.0708 |
Close |
1.0703 |
1.0752 |
0.0049 |
0.5% |
1.0717 |
Range |
0.0014 |
0.0001 |
-0.0013 |
-92.9% |
0.0117 |
ATR |
0.0042 |
0.0042 |
0.0001 |
1.2% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
46 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0755 |
1.0754 |
1.0753 |
|
R3 |
1.0754 |
1.0753 |
1.0752 |
|
R2 |
1.0753 |
1.0753 |
1.0752 |
|
R1 |
1.0752 |
1.0752 |
1.0752 |
1.0753 |
PP |
1.0752 |
1.0752 |
1.0752 |
1.0752 |
S1 |
1.0751 |
1.0751 |
1.0752 |
1.0752 |
S2 |
1.0751 |
1.0751 |
1.0752 |
|
S3 |
1.0750 |
1.0750 |
1.0752 |
|
S4 |
1.0749 |
1.0749 |
1.0751 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1101 |
1.1026 |
1.0781 |
|
R3 |
1.0984 |
1.0909 |
1.0749 |
|
R2 |
1.0867 |
1.0867 |
1.0738 |
|
R1 |
1.0792 |
1.0792 |
1.0728 |
1.0771 |
PP |
1.0750 |
1.0750 |
1.0750 |
1.0740 |
S1 |
1.0675 |
1.0675 |
1.0706 |
1.0654 |
S2 |
1.0633 |
1.0633 |
1.0696 |
|
S3 |
1.0516 |
1.0558 |
1.0685 |
|
S4 |
1.0399 |
1.0441 |
1.0653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0752 |
1.0689 |
0.0063 |
0.6% |
0.0011 |
0.1% |
100% |
True |
False |
9 |
10 |
1.0874 |
1.0689 |
0.0185 |
1.7% |
0.0015 |
0.1% |
34% |
False |
False |
5 |
20 |
1.0874 |
1.0647 |
0.0227 |
2.1% |
0.0014 |
0.1% |
46% |
False |
False |
6 |
40 |
1.0874 |
1.0510 |
0.0364 |
3.4% |
0.0017 |
0.2% |
66% |
False |
False |
5 |
60 |
1.0874 |
1.0288 |
0.0586 |
5.5% |
0.0011 |
0.1% |
79% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0756 |
2.618 |
1.0755 |
1.618 |
1.0754 |
1.000 |
1.0753 |
0.618 |
1.0753 |
HIGH |
1.0752 |
0.618 |
1.0752 |
0.500 |
1.0752 |
0.382 |
1.0751 |
LOW |
1.0751 |
0.618 |
1.0750 |
1.000 |
1.0750 |
1.618 |
1.0749 |
2.618 |
1.0748 |
4.250 |
1.0747 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0752 |
1.0742 |
PP |
1.0752 |
1.0731 |
S1 |
1.0752 |
1.0721 |
|