CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0765 |
1.0752 |
-0.0013 |
-0.1% |
1.0825 |
High |
1.0765 |
1.0752 |
-0.0013 |
-0.1% |
1.0825 |
Low |
1.0762 |
1.0752 |
-0.0010 |
-0.1% |
1.0708 |
Close |
1.0762 |
1.0752 |
-0.0010 |
-0.1% |
1.0717 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0117 |
ATR |
0.0040 |
0.0038 |
-0.0002 |
-5.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
46 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0752 |
1.0752 |
1.0752 |
|
R3 |
1.0752 |
1.0752 |
1.0752 |
|
R2 |
1.0752 |
1.0752 |
1.0752 |
|
R1 |
1.0752 |
1.0752 |
1.0752 |
1.0752 |
PP |
1.0752 |
1.0752 |
1.0752 |
1.0752 |
S1 |
1.0752 |
1.0752 |
1.0752 |
1.0752 |
S2 |
1.0752 |
1.0752 |
1.0752 |
|
S3 |
1.0752 |
1.0752 |
1.0752 |
|
S4 |
1.0752 |
1.0752 |
1.0752 |
|
|
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 |
1.0765 |
1.0689 |
0.0076 |
0.7% |
0.0004 |
0.0% |
83% |
False |
False |
2 |
10 |
1.0825 |
1.0689 |
0.0136 |
1.3% |
0.0015 |
0.1% |
46% |
False |
False |
5 |
20 |
1.0874 |
1.0647 |
0.0227 |
2.1% |
0.0012 |
0.1% |
46% |
False |
False |
5 |
40 |
1.0874 |
1.0600 |
0.0274 |
2.5% |
0.0017 |
0.2% |
55% |
False |
False |
4 |
60 |
1.0874 |
1.0288 |
0.0586 |
5.5% |
0.0011 |
0.1% |
79% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0752 |
2.618 |
1.0752 |
1.618 |
1.0752 |
1.000 |
1.0752 |
0.618 |
1.0752 |
HIGH |
1.0752 |
0.618 |
1.0752 |
0.500 |
1.0752 |
0.382 |
1.0752 |
LOW |
1.0752 |
0.618 |
1.0752 |
1.000 |
1.0752 |
1.618 |
1.0752 |
2.618 |
1.0752 |
4.250 |
1.0752 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0752 |
1.0758 |
PP |
1.0752 |
1.0756 |
S1 |
1.0752 |
1.0754 |
|