CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0625 |
1.0607 |
-0.0018 |
-0.2% |
1.0689 |
High |
1.0625 |
1.0607 |
-0.0018 |
-0.2% |
1.0765 |
Low |
1.0625 |
1.0607 |
-0.0018 |
-0.2% |
1.0573 |
Close |
1.0625 |
1.0607 |
-0.0018 |
-0.2% |
1.0649 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
113 |
113 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0607 |
1.0607 |
1.0607 |
|
R3 |
1.0607 |
1.0607 |
1.0607 |
|
R2 |
1.0607 |
1.0607 |
1.0607 |
|
R1 |
1.0607 |
1.0607 |
1.0607 |
1.0607 |
PP |
1.0607 |
1.0607 |
1.0607 |
1.0607 |
S1 |
1.0607 |
1.0607 |
1.0607 |
1.0607 |
S2 |
1.0607 |
1.0607 |
1.0607 |
|
S3 |
1.0607 |
1.0607 |
1.0607 |
|
S4 |
1.0607 |
1.0607 |
1.0607 |
|
|
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 |
1.0752 |
1.0573 |
0.0179 |
1.7% |
0.0021 |
0.2% |
19% |
False |
False |
68 |
10 |
1.0765 |
1.0573 |
0.0192 |
1.8% |
0.0012 |
0.1% |
18% |
False |
False |
36 |
20 |
1.0874 |
1.0573 |
0.0301 |
2.8% |
0.0014 |
0.1% |
11% |
False |
False |
20 |
40 |
1.0874 |
1.0573 |
0.0301 |
2.8% |
0.0019 |
0.2% |
11% |
False |
False |
13 |
60 |
1.0874 |
1.0288 |
0.0586 |
5.5% |
0.0013 |
0.1% |
54% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0607 |
2.618 |
1.0607 |
1.618 |
1.0607 |
1.000 |
1.0607 |
0.618 |
1.0607 |
HIGH |
1.0607 |
0.618 |
1.0607 |
0.500 |
1.0607 |
0.382 |
1.0607 |
LOW |
1.0607 |
0.618 |
1.0607 |
1.000 |
1.0607 |
1.618 |
1.0607 |
2.618 |
1.0607 |
4.250 |
1.0607 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0607 |
1.0616 |
PP |
1.0607 |
1.0613 |
S1 |
1.0607 |
1.0610 |
|