CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0803 |
0.0007 |
0.1% |
1.0612 |
| High |
1.0796 |
1.0807 |
0.0011 |
0.1% |
1.0842 |
| Low |
1.0774 |
1.0747 |
-0.0027 |
-0.3% |
1.0608 |
| Close |
1.0788 |
1.0764 |
-0.0024 |
-0.2% |
1.0803 |
| Range |
0.0022 |
0.0060 |
0.0038 |
172.7% |
0.0234 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.8% |
0.0000 |
| Volume |
127 |
188 |
61 |
48.0% |
39 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0918 |
1.0797 |
|
| R3 |
1.0893 |
1.0858 |
1.0781 |
|
| R2 |
1.0833 |
1.0833 |
1.0775 |
|
| R1 |
1.0798 |
1.0798 |
1.0770 |
1.0786 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0766 |
| S1 |
1.0738 |
1.0738 |
1.0759 |
1.0726 |
| S2 |
1.0713 |
1.0713 |
1.0753 |
|
| S3 |
1.0653 |
1.0678 |
1.0748 |
|
| S4 |
1.0593 |
1.0618 |
1.0731 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1362 |
1.0932 |
|
| R3 |
1.1219 |
1.1128 |
1.0867 |
|
| R2 |
1.0985 |
1.0985 |
1.0846 |
|
| R1 |
1.0894 |
1.0894 |
1.0824 |
1.0940 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0774 |
| S1 |
1.0660 |
1.0660 |
1.0782 |
1.0706 |
| S2 |
1.0517 |
1.0517 |
1.0760 |
|
| S3 |
1.0283 |
1.0426 |
1.0739 |
|
| S4 |
1.0049 |
1.0192 |
1.0674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0842 |
1.0635 |
0.0207 |
1.9% |
0.0058 |
0.5% |
62% |
False |
False |
69 |
| 10 |
1.0842 |
1.0563 |
0.0279 |
2.6% |
0.0044 |
0.4% |
72% |
False |
False |
38 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0029 |
0.3% |
73% |
False |
False |
36 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0022 |
0.2% |
66% |
False |
False |
21 |
| 60 |
1.0874 |
1.0510 |
0.0364 |
3.4% |
0.0021 |
0.2% |
70% |
False |
False |
15 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0016 |
0.1% |
81% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.0964 |
|
1.618 |
1.0904 |
|
1.000 |
1.0867 |
|
0.618 |
1.0844 |
|
HIGH |
1.0807 |
|
0.618 |
1.0784 |
|
0.500 |
1.0777 |
|
0.382 |
1.0770 |
|
LOW |
1.0747 |
|
0.618 |
1.0710 |
|
1.000 |
1.0687 |
|
1.618 |
1.0650 |
|
2.618 |
1.0590 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0767 |
| PP |
1.0773 |
1.0766 |
| S1 |
1.0768 |
1.0765 |
|