CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1324 |
-0.0008 |
-0.1% |
1.1529 |
| High |
1.1336 |
1.1324 |
-0.0012 |
-0.1% |
1.1532 |
| Low |
1.1324 |
1.1123 |
-0.0201 |
-1.8% |
1.1201 |
| Close |
1.1324 |
1.1128 |
-0.0196 |
-1.7% |
1.1324 |
| Range |
0.0012 |
0.0201 |
0.0189 |
1,575.0% |
0.0331 |
| ATR |
0.0116 |
0.0122 |
0.0006 |
5.3% |
0.0000 |
| Volume |
8 |
10 |
2 |
25.0% |
83 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1795 |
1.1662 |
1.1239 |
|
| R3 |
1.1594 |
1.1461 |
1.1183 |
|
| R2 |
1.1393 |
1.1393 |
1.1165 |
|
| R1 |
1.1260 |
1.1260 |
1.1146 |
1.1226 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1175 |
| S1 |
1.1059 |
1.1059 |
1.1110 |
1.1025 |
| S2 |
1.0991 |
1.0991 |
1.1091 |
|
| S3 |
1.0790 |
1.0858 |
1.1073 |
|
| S4 |
1.0589 |
1.0657 |
1.1017 |
|
|
| 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 |
1.1427 |
1.1123 |
0.0304 |
2.7% |
0.0088 |
0.8% |
2% |
False |
True |
14 |
| 10 |
1.1700 |
1.1123 |
0.0577 |
5.2% |
0.0096 |
0.9% |
1% |
False |
True |
19 |
| 20 |
1.1700 |
1.1019 |
0.0681 |
6.1% |
0.0063 |
0.6% |
16% |
False |
False |
14 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.0% |
0.0054 |
0.5% |
36% |
False |
False |
15 |
| 60 |
1.2895 |
1.0805 |
0.2090 |
18.8% |
0.0045 |
0.4% |
15% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.6% |
0.0043 |
0.4% |
10% |
False |
False |
17 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.6% |
0.0034 |
0.3% |
10% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.1850 |
|
1.618 |
1.1649 |
|
1.000 |
1.1525 |
|
0.618 |
1.1448 |
|
HIGH |
1.1324 |
|
0.618 |
1.1247 |
|
0.500 |
1.1224 |
|
0.382 |
1.1200 |
|
LOW |
1.1123 |
|
0.618 |
1.0999 |
|
1.000 |
1.0922 |
|
1.618 |
1.0798 |
|
2.618 |
1.0597 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1224 |
1.1275 |
| PP |
1.1192 |
1.1226 |
| S1 |
1.1160 |
1.1177 |
|