CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.1147 |
0.0081 |
0.7% |
1.1324 |
| High |
1.1112 |
1.1147 |
0.0035 |
0.3% |
1.1324 |
| Low |
1.1066 |
1.1048 |
-0.0018 |
-0.2% |
1.1008 |
| Close |
1.1125 |
1.1040 |
-0.0085 |
-0.8% |
1.1125 |
| Range |
0.0046 |
0.0099 |
0.0053 |
115.2% |
0.0316 |
| ATR |
0.0119 |
0.0117 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7 |
5 |
-2 |
-28.6% |
82 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1307 |
1.1094 |
|
| R3 |
1.1276 |
1.1208 |
1.1067 |
|
| R2 |
1.1177 |
1.1177 |
1.1058 |
|
| R1 |
1.1109 |
1.1109 |
1.1049 |
1.1094 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1071 |
| S1 |
1.1010 |
1.1010 |
1.1031 |
1.0995 |
| S2 |
1.0979 |
1.0979 |
1.1022 |
|
| S3 |
1.0880 |
1.0911 |
1.1013 |
|
| S4 |
1.0781 |
1.0812 |
1.0986 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.1929 |
1.1299 |
|
| R3 |
1.1784 |
1.1613 |
1.1212 |
|
| R2 |
1.1468 |
1.1468 |
1.1183 |
|
| R1 |
1.1297 |
1.1297 |
1.1154 |
1.1225 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1116 |
| S1 |
1.0981 |
1.0981 |
1.1096 |
1.0909 |
| S2 |
1.0836 |
1.0836 |
1.1067 |
|
| S3 |
1.0520 |
1.0665 |
1.1038 |
|
| S4 |
1.0204 |
1.0349 |
1.0951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1213 |
1.1008 |
0.0205 |
1.9% |
0.0093 |
0.8% |
16% |
False |
False |
15 |
| 10 |
1.1427 |
1.1008 |
0.0419 |
3.8% |
0.0090 |
0.8% |
8% |
False |
False |
14 |
| 20 |
1.1700 |
1.1008 |
0.0692 |
6.3% |
0.0082 |
0.7% |
5% |
False |
False |
16 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.1% |
0.0064 |
0.6% |
26% |
False |
False |
16 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.5% |
0.0045 |
0.4% |
11% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.8% |
0.0048 |
0.4% |
7% |
False |
False |
18 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.8% |
0.0039 |
0.4% |
7% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1406 |
|
1.618 |
1.1307 |
|
1.000 |
1.1246 |
|
0.618 |
1.1208 |
|
HIGH |
1.1147 |
|
0.618 |
1.1109 |
|
0.500 |
1.1098 |
|
0.382 |
1.1086 |
|
LOW |
1.1048 |
|
0.618 |
1.0987 |
|
1.000 |
1.0949 |
|
1.618 |
1.0888 |
|
2.618 |
1.0789 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1078 |
| PP |
1.1078 |
1.1065 |
| S1 |
1.1059 |
1.1053 |
|