CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0612 |
0.0014 |
0.1% |
1.0555 |
| High |
1.0598 |
1.0658 |
0.0060 |
0.6% |
1.0640 |
| Low |
1.0563 |
1.0608 |
0.0045 |
0.4% |
1.0555 |
| Close |
1.0588 |
1.0658 |
0.0070 |
0.7% |
1.0588 |
| Range |
0.0035 |
0.0050 |
0.0015 |
42.9% |
0.0085 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
5.5% |
0.0000 |
| Volume |
5 |
9 |
4 |
80.0% |
34 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0791 |
1.0775 |
1.0686 |
|
| R3 |
1.0741 |
1.0725 |
1.0672 |
|
| R2 |
1.0691 |
1.0691 |
1.0667 |
|
| R1 |
1.0675 |
1.0675 |
1.0663 |
1.0683 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0646 |
| S1 |
1.0625 |
1.0625 |
1.0653 |
1.0633 |
| S2 |
1.0591 |
1.0591 |
1.0649 |
|
| S3 |
1.0541 |
1.0575 |
1.0644 |
|
| S4 |
1.0491 |
1.0525 |
1.0631 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0804 |
1.0635 |
|
| R3 |
1.0764 |
1.0719 |
1.0611 |
|
| R2 |
1.0679 |
1.0679 |
1.0604 |
|
| R1 |
1.0634 |
1.0634 |
1.0596 |
1.0657 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0606 |
| S1 |
1.0549 |
1.0549 |
1.0580 |
1.0572 |
| S2 |
1.0509 |
1.0509 |
1.0572 |
|
| S3 |
1.0424 |
1.0464 |
1.0565 |
|
| S4 |
1.0339 |
1.0379 |
1.0541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0658 |
1.0563 |
0.0095 |
0.9% |
0.0029 |
0.3% |
100% |
True |
False |
8 |
| 10 |
1.0658 |
1.0555 |
0.0103 |
1.0% |
0.0019 |
0.2% |
100% |
True |
False |
27 |
| 20 |
1.0775 |
1.0555 |
0.0220 |
2.1% |
0.0021 |
0.2% |
47% |
False |
False |
21 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0017 |
0.2% |
32% |
False |
False |
13 |
| 60 |
1.0874 |
1.0463 |
0.0411 |
3.9% |
0.0016 |
0.2% |
47% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0871 |
|
2.618 |
1.0789 |
|
1.618 |
1.0739 |
|
1.000 |
1.0708 |
|
0.618 |
1.0689 |
|
HIGH |
1.0658 |
|
0.618 |
1.0639 |
|
0.500 |
1.0633 |
|
0.382 |
1.0627 |
|
LOW |
1.0608 |
|
0.618 |
1.0577 |
|
1.000 |
1.0558 |
|
1.618 |
1.0527 |
|
2.618 |
1.0477 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0642 |
| PP |
1.0641 |
1.0626 |
| S1 |
1.0633 |
1.0611 |
|