CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1147 |
1.1015 |
-0.0132 |
-1.2% |
1.1529 |
| High |
1.1147 |
1.1079 |
-0.0068 |
-0.6% |
1.1532 |
| Low |
1.1037 |
1.1008 |
-0.0029 |
-0.3% |
1.1201 |
| Close |
1.1020 |
1.1048 |
0.0028 |
0.3% |
1.1324 |
| Range |
0.0110 |
0.0071 |
-0.0039 |
-35.5% |
0.0331 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
4 |
52 |
48 |
1,200.0% |
83 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1224 |
1.1087 |
|
| R3 |
1.1187 |
1.1153 |
1.1068 |
|
| R2 |
1.1116 |
1.1116 |
1.1061 |
|
| R1 |
1.1082 |
1.1082 |
1.1055 |
1.1099 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1054 |
| S1 |
1.1011 |
1.1011 |
1.1041 |
1.1028 |
| S2 |
1.0974 |
1.0974 |
1.1035 |
|
| S3 |
1.0903 |
1.0940 |
1.1028 |
|
| S4 |
1.0832 |
1.0869 |
1.1009 |
|
|
| 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 |
1.1336 |
1.1008 |
0.0328 |
3.0% |
0.0106 |
1.0% |
12% |
False |
True |
16 |
| 10 |
1.1630 |
1.1008 |
0.0622 |
5.6% |
0.0079 |
0.7% |
6% |
False |
True |
19 |
| 20 |
1.1700 |
1.1008 |
0.0692 |
6.3% |
0.0076 |
0.7% |
6% |
False |
True |
16 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.1% |
0.0062 |
0.6% |
27% |
False |
False |
16 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.5% |
0.0043 |
0.4% |
12% |
False |
False |
23 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.8% |
0.0046 |
0.4% |
7% |
False |
False |
18 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.8% |
0.0037 |
0.3% |
7% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1265 |
|
1.618 |
1.1194 |
|
1.000 |
1.1150 |
|
0.618 |
1.1123 |
|
HIGH |
1.1079 |
|
0.618 |
1.1052 |
|
0.500 |
1.1044 |
|
0.382 |
1.1035 |
|
LOW |
1.1008 |
|
0.618 |
1.0964 |
|
1.000 |
1.0937 |
|
1.618 |
1.0893 |
|
2.618 |
1.0822 |
|
4.250 |
1.0706 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1111 |
| PP |
1.1045 |
1.1090 |
| S1 |
1.1044 |
1.1069 |
|