CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0860 |
-0.0014 |
-0.1% |
1.1124 |
| High |
1.0931 |
1.1013 |
0.0082 |
0.8% |
1.1164 |
| Low |
1.0830 |
1.0846 |
0.0016 |
0.1% |
1.0830 |
| Close |
1.0873 |
1.0901 |
0.0028 |
0.3% |
1.0901 |
| Range |
0.0101 |
0.0167 |
0.0066 |
65.3% |
0.0334 |
| ATR |
0.0168 |
0.0168 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
25,579 |
23,095 |
-2,484 |
-9.7% |
105,884 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1328 |
1.0993 |
|
| R3 |
1.1254 |
1.1161 |
1.0947 |
|
| R2 |
1.1087 |
1.1087 |
1.0932 |
|
| R1 |
1.0994 |
1.0994 |
1.0916 |
1.1041 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0943 |
| S1 |
1.0827 |
1.0827 |
1.0886 |
1.0874 |
| S2 |
1.0753 |
1.0753 |
1.0870 |
|
| S3 |
1.0586 |
1.0660 |
1.0855 |
|
| S4 |
1.0419 |
1.0493 |
1.0809 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1768 |
1.1085 |
|
| R3 |
1.1633 |
1.1434 |
1.0993 |
|
| R2 |
1.1299 |
1.1299 |
1.0962 |
|
| R1 |
1.1100 |
1.1100 |
1.0932 |
1.1033 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0931 |
| S1 |
1.0766 |
1.0766 |
1.0870 |
1.0699 |
| S2 |
1.0631 |
1.0631 |
1.0840 |
|
| S3 |
1.0297 |
1.0432 |
1.0809 |
|
| S4 |
0.9963 |
1.0098 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1164 |
1.0830 |
0.0334 |
3.1% |
0.0135 |
1.2% |
21% |
False |
False |
21,176 |
| 10 |
1.1298 |
1.0830 |
0.0468 |
4.3% |
0.0164 |
1.5% |
15% |
False |
False |
21,629 |
| 20 |
1.1682 |
1.0830 |
0.0852 |
7.8% |
0.0170 |
1.6% |
8% |
False |
False |
23,020 |
| 40 |
1.1682 |
1.0749 |
0.0933 |
8.6% |
0.0164 |
1.5% |
16% |
False |
False |
23,276 |
| 60 |
1.2985 |
1.0749 |
0.2236 |
20.5% |
0.0196 |
1.8% |
7% |
False |
False |
18,974 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
31.2% |
0.0223 |
2.0% |
4% |
False |
False |
14,332 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
31.2% |
0.0200 |
1.8% |
4% |
False |
False |
11,474 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
31.2% |
0.0178 |
1.6% |
4% |
False |
False |
9,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1723 |
|
2.618 |
1.1450 |
|
1.618 |
1.1283 |
|
1.000 |
1.1180 |
|
0.618 |
1.1116 |
|
HIGH |
1.1013 |
|
0.618 |
1.0949 |
|
0.500 |
1.0930 |
|
0.382 |
1.0910 |
|
LOW |
1.0846 |
|
0.618 |
1.0743 |
|
1.000 |
1.0679 |
|
1.618 |
1.0576 |
|
2.618 |
1.0409 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0922 |
| PP |
1.0920 |
1.0915 |
| S1 |
1.0911 |
1.0908 |
|