CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0841 |
1.0843 |
0.0002 |
0.0% |
1.0807 |
High |
1.0841 |
1.0843 |
0.0002 |
0.0% |
1.0820 |
Low |
1.0841 |
1.0843 |
0.0002 |
0.0% |
1.0783 |
Close |
1.0841 |
1.0843 |
0.0002 |
0.0% |
1.0820 |
Range |
|
|
|
|
|
ATR |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0843 |
1.0843 |
1.0843 |
|
R3 |
1.0843 |
1.0843 |
1.0843 |
|
R2 |
1.0843 |
1.0843 |
1.0843 |
|
R1 |
1.0843 |
1.0843 |
1.0843 |
1.0843 |
PP |
1.0843 |
1.0843 |
1.0843 |
1.0843 |
S1 |
1.0843 |
1.0843 |
1.0843 |
1.0843 |
S2 |
1.0843 |
1.0843 |
1.0843 |
|
S3 |
1.0843 |
1.0843 |
1.0843 |
|
S4 |
1.0843 |
1.0843 |
1.0843 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0919 |
1.0906 |
1.0840 |
|
R3 |
1.0882 |
1.0869 |
1.0830 |
|
R2 |
1.0845 |
1.0845 |
1.0827 |
|
R1 |
1.0832 |
1.0832 |
1.0823 |
1.0839 |
PP |
1.0808 |
1.0808 |
1.0808 |
1.0811 |
S1 |
1.0795 |
1.0795 |
1.0817 |
1.0802 |
S2 |
1.0771 |
1.0771 |
1.0813 |
|
S3 |
1.0734 |
1.0758 |
1.0810 |
|
S4 |
1.0697 |
1.0721 |
1.0800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0843 |
1.0784 |
0.0059 |
0.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.0843 |
1.0671 |
0.0172 |
1.6% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
20 |
1.0843 |
1.0581 |
0.0262 |
2.4% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
40 |
1.0891 |
1.0581 |
0.0310 |
2.9% |
0.0000 |
0.0% |
85% |
False |
False |
1 |
60 |
1.0891 |
1.0581 |
0.0310 |
2.9% |
0.0000 |
0.0% |
85% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0843 |
2.618 |
1.0843 |
1.618 |
1.0843 |
1.000 |
1.0843 |
0.618 |
1.0843 |
HIGH |
1.0843 |
0.618 |
1.0843 |
0.500 |
1.0843 |
0.382 |
1.0843 |
LOW |
1.0843 |
0.618 |
1.0843 |
1.000 |
1.0843 |
1.618 |
1.0843 |
2.618 |
1.0843 |
4.250 |
1.0843 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0843 |
1.0839 |
PP |
1.0843 |
1.0835 |
S1 |
1.0843 |
1.0832 |
|