CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1332 |
0.0004 |
0.0% |
1.1529 |
| High |
1.1427 |
1.1336 |
-0.0091 |
-0.8% |
1.1532 |
| Low |
1.1325 |
1.1324 |
-0.0001 |
0.0% |
1.1201 |
| Close |
1.1427 |
1.1324 |
-0.0103 |
-0.9% |
1.1324 |
| Range |
0.0102 |
0.0012 |
-0.0090 |
-88.2% |
0.0331 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
15 |
8 |
-7 |
-46.7% |
83 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1356 |
1.1331 |
|
| R3 |
1.1352 |
1.1344 |
1.1327 |
|
| R2 |
1.1340 |
1.1340 |
1.1326 |
|
| R1 |
1.1332 |
1.1332 |
1.1325 |
1.1330 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1327 |
| S1 |
1.1320 |
1.1320 |
1.1323 |
1.1318 |
| S2 |
1.1316 |
1.1316 |
1.1322 |
|
| S3 |
1.1304 |
1.1308 |
1.1321 |
|
| S4 |
1.1292 |
1.1296 |
1.1317 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2345 |
1.2166 |
1.1506 |
|
| R3 |
1.2014 |
1.1835 |
1.1415 |
|
| R2 |
1.1683 |
1.1683 |
1.1385 |
|
| R1 |
1.1504 |
1.1504 |
1.1354 |
1.1428 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1315 |
| S1 |
1.1173 |
1.1173 |
1.1294 |
1.1097 |
| S2 |
1.1021 |
1.1021 |
1.1263 |
|
| S3 |
1.0690 |
1.0842 |
1.1233 |
|
| S4 |
1.0359 |
1.0511 |
1.1142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1532 |
1.1201 |
0.0331 |
2.9% |
0.0051 |
0.4% |
37% |
False |
False |
16 |
| 10 |
1.1700 |
1.1201 |
0.0499 |
4.4% |
0.0078 |
0.7% |
25% |
False |
False |
19 |
| 20 |
1.1700 |
1.0904 |
0.0796 |
7.0% |
0.0064 |
0.6% |
53% |
False |
False |
13 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
7.9% |
0.0050 |
0.4% |
58% |
False |
False |
15 |
| 60 |
1.2957 |
1.0805 |
0.2152 |
19.0% |
0.0042 |
0.4% |
24% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.1% |
0.0040 |
0.4% |
16% |
False |
False |
17 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.1% |
0.0032 |
0.3% |
16% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1367 |
|
1.618 |
1.1355 |
|
1.000 |
1.1348 |
|
0.618 |
1.1343 |
|
HIGH |
1.1336 |
|
0.618 |
1.1331 |
|
0.500 |
1.1330 |
|
0.382 |
1.1329 |
|
LOW |
1.1324 |
|
0.618 |
1.1317 |
|
1.000 |
1.1312 |
|
1.618 |
1.1305 |
|
2.618 |
1.1293 |
|
4.250 |
1.1273 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1330 |
1.1376 |
| PP |
1.1328 |
1.1358 |
| S1 |
1.1326 |
1.1341 |
|