CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0636 |
0.0031 |
0.3% |
1.0621 |
| High |
1.0620 |
1.0640 |
0.0020 |
0.2% |
1.0625 |
| Low |
1.0598 |
1.0624 |
0.0026 |
0.2% |
1.0560 |
| Close |
1.0612 |
1.0634 |
0.0022 |
0.2% |
1.0562 |
| Range |
0.0022 |
0.0016 |
-0.0006 |
-27.3% |
0.0065 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
7 |
14 |
7 |
100.0% |
343 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0673 |
1.0643 |
|
| R3 |
1.0665 |
1.0657 |
1.0638 |
|
| R2 |
1.0649 |
1.0649 |
1.0637 |
|
| R1 |
1.0641 |
1.0641 |
1.0635 |
1.0637 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0631 |
| S1 |
1.0625 |
1.0625 |
1.0633 |
1.0621 |
| S2 |
1.0617 |
1.0617 |
1.0631 |
|
| S3 |
1.0601 |
1.0609 |
1.0630 |
|
| S4 |
1.0585 |
1.0593 |
1.0625 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0735 |
1.0598 |
|
| R3 |
1.0712 |
1.0670 |
1.0580 |
|
| R2 |
1.0647 |
1.0647 |
1.0574 |
|
| R1 |
1.0605 |
1.0605 |
1.0568 |
1.0594 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0577 |
| S1 |
1.0540 |
1.0540 |
1.0556 |
1.0529 |
| S2 |
1.0517 |
1.0517 |
1.0550 |
|
| S3 |
1.0452 |
1.0475 |
1.0544 |
|
| S4 |
1.0387 |
1.0410 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0640 |
1.0555 |
0.0085 |
0.8% |
0.0017 |
0.2% |
93% |
True |
False |
6 |
| 10 |
1.0677 |
1.0555 |
0.0122 |
1.1% |
0.0021 |
0.2% |
65% |
False |
False |
37 |
| 20 |
1.0825 |
1.0555 |
0.0270 |
2.5% |
0.0018 |
0.2% |
29% |
False |
False |
21 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0016 |
0.1% |
25% |
False |
False |
13 |
| 60 |
1.0874 |
1.0463 |
0.0411 |
3.9% |
0.0015 |
0.1% |
42% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0708 |
|
2.618 |
1.0682 |
|
1.618 |
1.0666 |
|
1.000 |
1.0656 |
|
0.618 |
1.0650 |
|
HIGH |
1.0640 |
|
0.618 |
1.0634 |
|
0.500 |
1.0632 |
|
0.382 |
1.0630 |
|
LOW |
1.0624 |
|
0.618 |
1.0614 |
|
1.000 |
1.0608 |
|
1.618 |
1.0598 |
|
2.618 |
1.0582 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0623 |
| PP |
1.0633 |
1.0612 |
| S1 |
1.0632 |
1.0602 |
|