CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1075 |
-0.0249 |
-2.2% |
1.1529 |
| High |
1.1324 |
1.1213 |
-0.0111 |
-1.0% |
1.1532 |
| Low |
1.1123 |
1.1075 |
-0.0048 |
-0.4% |
1.1201 |
| Close |
1.1128 |
1.1213 |
0.0085 |
0.8% |
1.1324 |
| Range |
0.0201 |
0.0138 |
-0.0063 |
-31.3% |
0.0331 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.9% |
0.0000 |
| Volume |
10 |
9 |
-1 |
-10.0% |
83 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1535 |
1.1289 |
|
| R3 |
1.1443 |
1.1397 |
1.1251 |
|
| R2 |
1.1305 |
1.1305 |
1.1238 |
|
| R1 |
1.1259 |
1.1259 |
1.1226 |
1.1282 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1179 |
| S1 |
1.1121 |
1.1121 |
1.1200 |
1.1144 |
| S2 |
1.1029 |
1.1029 |
1.1188 |
|
| S3 |
1.0891 |
1.0983 |
1.1175 |
|
| S4 |
1.0753 |
1.0845 |
1.1137 |
|
|
| 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 |
1.1075 |
0.0352 |
3.1% |
0.0091 |
0.8% |
39% |
False |
True |
14 |
| 10 |
1.1700 |
1.1075 |
0.0625 |
5.6% |
0.0106 |
0.9% |
22% |
False |
True |
19 |
| 20 |
1.1700 |
1.1067 |
0.0633 |
5.6% |
0.0067 |
0.6% |
23% |
False |
False |
14 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.0% |
0.0057 |
0.5% |
46% |
False |
False |
15 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.2% |
0.0043 |
0.4% |
20% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.4% |
0.0044 |
0.4% |
12% |
False |
False |
17 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.4% |
0.0035 |
0.3% |
12% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1800 |
|
2.618 |
1.1574 |
|
1.618 |
1.1436 |
|
1.000 |
1.1351 |
|
0.618 |
1.1298 |
|
HIGH |
1.1213 |
|
0.618 |
1.1160 |
|
0.500 |
1.1144 |
|
0.382 |
1.1128 |
|
LOW |
1.1075 |
|
0.618 |
1.0990 |
|
1.000 |
1.0937 |
|
1.618 |
1.0852 |
|
2.618 |
1.0714 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1211 |
| PP |
1.1167 |
1.1208 |
| S1 |
1.1144 |
1.1206 |
|