CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0638 |
1.0635 |
-0.0003 |
0.0% |
1.0555 |
| High |
1.0652 |
1.0677 |
0.0025 |
0.2% |
1.0640 |
| Low |
1.0638 |
1.0635 |
-0.0003 |
0.0% |
1.0555 |
| Close |
1.0652 |
1.0672 |
0.0020 |
0.2% |
1.0588 |
| Range |
0.0014 |
0.0042 |
0.0028 |
200.0% |
0.0085 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.3% |
0.0000 |
| Volume |
9 |
4 |
-5 |
-55.6% |
34 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0772 |
1.0695 |
|
| R3 |
1.0745 |
1.0730 |
1.0684 |
|
| R2 |
1.0703 |
1.0703 |
1.0680 |
|
| R1 |
1.0688 |
1.0688 |
1.0676 |
1.0696 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0665 |
| S1 |
1.0646 |
1.0646 |
1.0668 |
1.0654 |
| S2 |
1.0619 |
1.0619 |
1.0664 |
|
| S3 |
1.0577 |
1.0604 |
1.0660 |
|
| S4 |
1.0535 |
1.0562 |
1.0649 |
|
|
| 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 |
1.0677 |
1.0563 |
0.0114 |
1.1% |
0.0031 |
0.3% |
96% |
True |
False |
8 |
| 10 |
1.0677 |
1.0555 |
0.0122 |
1.1% |
0.0024 |
0.2% |
96% |
True |
False |
6 |
| 20 |
1.0765 |
1.0555 |
0.0210 |
2.0% |
0.0018 |
0.2% |
56% |
False |
False |
21 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0019 |
0.2% |
37% |
False |
False |
13 |
| 60 |
1.0874 |
1.0464 |
0.0410 |
3.8% |
0.0017 |
0.2% |
51% |
False |
False |
10 |
| 80 |
1.0874 |
1.0198 |
0.0676 |
6.3% |
0.0013 |
0.1% |
70% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0787 |
|
1.618 |
1.0745 |
|
1.000 |
1.0719 |
|
0.618 |
1.0703 |
|
HIGH |
1.0677 |
|
0.618 |
1.0661 |
|
0.500 |
1.0656 |
|
0.382 |
1.0651 |
|
LOW |
1.0635 |
|
0.618 |
1.0609 |
|
1.000 |
1.0593 |
|
1.618 |
1.0567 |
|
2.618 |
1.0525 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0662 |
| PP |
1.0661 |
1.0652 |
| S1 |
1.0656 |
1.0643 |
|