CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0765 |
1.0781 |
0.0016 |
0.1% |
1.0612 |
| High |
1.0772 |
1.0806 |
0.0034 |
0.3% |
1.0842 |
| Low |
1.0736 |
1.0775 |
0.0039 |
0.4% |
1.0608 |
| Close |
1.0765 |
1.0795 |
0.0030 |
0.3% |
1.0803 |
| Range |
0.0036 |
0.0031 |
-0.0005 |
-13.9% |
0.0234 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
37 |
10 |
-27 |
-73.0% |
39 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0871 |
1.0812 |
|
| R3 |
1.0854 |
1.0840 |
1.0804 |
|
| R2 |
1.0823 |
1.0823 |
1.0801 |
|
| R1 |
1.0809 |
1.0809 |
1.0798 |
1.0816 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0796 |
| S1 |
1.0778 |
1.0778 |
1.0792 |
1.0785 |
| S2 |
1.0761 |
1.0761 |
1.0789 |
|
| S3 |
1.0730 |
1.0747 |
1.0786 |
|
| S4 |
1.0699 |
1.0716 |
1.0778 |
|
|
| 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 |
1.0691 |
0.0151 |
1.4% |
0.0060 |
0.6% |
69% |
False |
False |
75 |
| 10 |
1.0842 |
1.0563 |
0.0279 |
2.6% |
0.0046 |
0.4% |
83% |
False |
False |
42 |
| 20 |
1.0842 |
1.0555 |
0.0287 |
2.7% |
0.0032 |
0.3% |
84% |
False |
False |
39 |
| 40 |
1.0874 |
1.0555 |
0.0319 |
3.0% |
0.0023 |
0.2% |
75% |
False |
False |
22 |
| 60 |
1.0874 |
1.0534 |
0.0340 |
3.1% |
0.0022 |
0.2% |
77% |
False |
False |
16 |
| 80 |
1.0874 |
1.0288 |
0.0586 |
5.4% |
0.0016 |
0.2% |
87% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0938 |
|
2.618 |
1.0887 |
|
1.618 |
1.0856 |
|
1.000 |
1.0837 |
|
0.618 |
1.0825 |
|
HIGH |
1.0806 |
|
0.618 |
1.0794 |
|
0.500 |
1.0791 |
|
0.382 |
1.0787 |
|
LOW |
1.0775 |
|
0.618 |
1.0756 |
|
1.000 |
1.0744 |
|
1.618 |
1.0725 |
|
2.618 |
1.0694 |
|
4.250 |
1.0643 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0787 |
| PP |
1.0792 |
1.0779 |
| S1 |
1.0791 |
1.0772 |
|