CME Swiss Franc Future December 2011


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Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 1.0940 1.0881 -0.0059 -0.5% 1.0907
High 1.0959 1.0927 -0.0032 -0.3% 1.0983
Low 1.0847 1.0705 -0.0142 -1.3% 1.0705
Close 1.0865 1.0755 -0.0110 -1.0% 1.0755
Range 0.0112 0.0222 0.0110 98.2% 0.0278
ATR 0.0154 0.0159 0.0005 3.2% 0.0000
Volume 21,348 27,424 6,076 28.5% 84,392
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1462 1.1330 1.0877
R3 1.1240 1.1108 1.0816
R2 1.1018 1.1018 1.0796
R1 1.0886 1.0886 1.0775 1.0841
PP 1.0796 1.0796 1.0796 1.0773
S1 1.0664 1.0664 1.0735 1.0619
S2 1.0574 1.0574 1.0714
S3 1.0352 1.0442 1.0694
S4 1.0130 1.0220 1.0633
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1648 1.1480 1.0908
R3 1.1370 1.1202 1.0831
R2 1.1092 1.1092 1.0806
R1 1.0924 1.0924 1.0780 1.0869
PP 1.0814 1.0814 1.0814 1.0787
S1 1.0646 1.0646 1.0730 1.0591
S2 1.0536 1.0536 1.0704
S3 1.0258 1.0368 1.0679
S4 0.9980 1.0090 1.0602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0705 0.0308 2.9% 0.0135 1.3% 16% False True 21,497
10 1.1175 1.0705 0.0470 4.4% 0.0135 1.3% 11% False True 20,669
20 1.1642 1.0705 0.0937 8.7% 0.0160 1.5% 5% False True 21,828
40 1.1682 1.0705 0.0977 9.1% 0.0163 1.5% 5% False True 23,448
60 1.2985 1.0705 0.2280 21.2% 0.0186 1.7% 2% False True 20,347
80 1.4150 1.0705 0.3445 32.0% 0.0214 2.0% 1% False True 15,373
100 1.4150 1.0705 0.3445 32.0% 0.0200 1.9% 1% False True 12,317
120 1.4150 1.0705 0.3445 32.0% 0.0181 1.7% 1% False True 10,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1871
2.618 1.1508
1.618 1.1286
1.000 1.1149
0.618 1.1064
HIGH 1.0927
0.618 1.0842
0.500 1.0816
0.382 1.0790
LOW 1.0705
0.618 1.0568
1.000 1.0483
1.618 1.0346
2.618 1.0124
4.250 0.9762
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 1.0816 1.0844
PP 1.0796 1.0814
S1 1.0775 1.0785

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

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