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CME Swiss Franc Future December 2011


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Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 1.1366 1.1402 0.0036 0.3% 1.1230
High 1.1412 1.1467 0.0055 0.5% 1.1368
Low 1.1315 1.1296 -0.0019 -0.2% 1.1020
Close 1.1399 1.1348 -0.0051 -0.4% 1.1316
Range 0.0097 0.0171 0.0074 76.3% 0.0348
ATR 0.0167 0.0167 0.0000 0.2% 0.0000
Volume 30,275 27,208 -3,067 -10.1% 130,467
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1883 1.1787 1.1442
R3 1.1712 1.1616 1.1395
R2 1.1541 1.1541 1.1379
R1 1.1445 1.1445 1.1364 1.1408
PP 1.1370 1.1370 1.1370 1.1352
S1 1.1274 1.1274 1.1332 1.1237
S2 1.1199 1.1199 1.1317
S3 1.1028 1.1103 1.1301
S4 1.0857 1.0932 1.1254
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.2279 1.2145 1.1507
R3 1.1931 1.1797 1.1412
R2 1.1583 1.1583 1.1380
R1 1.1449 1.1449 1.1348 1.1516
PP 1.1235 1.1235 1.1235 1.1268
S1 1.1101 1.1101 1.1284 1.1168
S2 1.0887 1.0887 1.1252
S3 1.0539 1.0753 1.1220
S4 1.0191 1.0405 1.1125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1467 1.1020 0.0447 3.9% 0.0151 1.3% 73% True False 28,097
10 1.1467 1.1020 0.0447 3.9% 0.0142 1.3% 73% True False 24,604
20 1.1467 1.0749 0.0718 6.3% 0.0156 1.4% 83% True False 24,404
40 1.2985 1.0749 0.2236 19.7% 0.0199 1.8% 27% False False 18,840
60 1.4150 1.0749 0.3401 30.0% 0.0231 2.0% 18% False False 12,704
80 1.4150 1.0749 0.3401 30.0% 0.0207 1.8% 18% False False 9,548
100 1.4150 1.0749 0.3401 30.0% 0.0182 1.6% 18% False False 7,645
120 1.4150 1.0749 0.3401 30.0% 0.0153 1.3% 18% False False 6,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2194
2.618 1.1915
1.618 1.1744
1.000 1.1638
0.618 1.1573
HIGH 1.1467
0.618 1.1402
0.500 1.1382
0.382 1.1361
LOW 1.1296
0.618 1.1190
1.000 1.1125
1.618 1.1019
2.618 1.0848
4.250 1.0569
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 1.1382 1.1371
PP 1.1370 1.1363
S1 1.1359 1.1356

These figures are updated between 7pm and 10pm EST after a trading day.

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