CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0667 |
1.0621 |
-0.0046 |
-0.4% |
1.0689 |
High |
1.0677 |
1.0621 |
-0.0056 |
-0.5% |
1.0765 |
Low |
1.0573 |
1.0621 |
0.0048 |
0.5% |
1.0573 |
Close |
1.0649 |
1.0621 |
-0.0028 |
-0.3% |
1.0649 |
Range |
0.0104 |
0.0000 |
-0.0104 |
-100.0% |
0.0192 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
1 |
113 |
112 |
11,200.0% |
9 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0621 |
1.0621 |
1.0621 |
|
R3 |
1.0621 |
1.0621 |
1.0621 |
|
R2 |
1.0621 |
1.0621 |
1.0621 |
|
R1 |
1.0621 |
1.0621 |
1.0621 |
1.0621 |
PP |
1.0621 |
1.0621 |
1.0621 |
1.0621 |
S1 |
1.0621 |
1.0621 |
1.0621 |
1.0621 |
S2 |
1.0621 |
1.0621 |
1.0621 |
|
S3 |
1.0621 |
1.0621 |
1.0621 |
|
S4 |
1.0621 |
1.0621 |
1.0621 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1238 |
1.1136 |
1.0755 |
|
R3 |
1.1046 |
1.0944 |
1.0702 |
|
R2 |
1.0854 |
1.0854 |
1.0684 |
|
R1 |
1.0752 |
1.0752 |
1.0667 |
1.0707 |
PP |
1.0662 |
1.0662 |
1.0662 |
1.0640 |
S1 |
1.0560 |
1.0560 |
1.0631 |
1.0515 |
S2 |
1.0470 |
1.0470 |
1.0614 |
|
S3 |
1.0278 |
1.0368 |
1.0596 |
|
S4 |
1.0086 |
1.0176 |
1.0543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0765 |
1.0573 |
0.0192 |
1.8% |
0.0022 |
0.2% |
25% |
False |
False |
24 |
10 |
1.0775 |
1.0573 |
0.0202 |
1.9% |
0.0023 |
0.2% |
24% |
False |
False |
16 |
20 |
1.0874 |
1.0573 |
0.0301 |
2.8% |
0.0017 |
0.2% |
16% |
False |
False |
10 |
40 |
1.0874 |
1.0573 |
0.0301 |
2.8% |
0.0019 |
0.2% |
16% |
False |
False |
7 |
60 |
1.0874 |
1.0288 |
0.0586 |
5.5% |
0.0013 |
0.1% |
57% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0621 |
2.618 |
1.0621 |
1.618 |
1.0621 |
1.000 |
1.0621 |
0.618 |
1.0621 |
HIGH |
1.0621 |
0.618 |
1.0621 |
0.500 |
1.0621 |
0.382 |
1.0621 |
LOW |
1.0621 |
0.618 |
1.0621 |
1.000 |
1.0621 |
1.618 |
1.0621 |
2.618 |
1.0621 |
4.250 |
1.0621 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0621 |
1.0663 |
PP |
1.0621 |
1.0649 |
S1 |
1.0621 |
1.0635 |
|