CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1147 |
1.1003 |
-0.0144 |
-1.3% |
1.1324 |
| High |
1.1147 |
1.1003 |
-0.0144 |
-1.3% |
1.1324 |
| Low |
1.1048 |
1.0910 |
-0.0138 |
-1.2% |
1.1008 |
| Close |
1.1040 |
1.0957 |
-0.0083 |
-0.8% |
1.1125 |
| Range |
0.0099 |
0.0093 |
-0.0006 |
-6.1% |
0.0316 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.8% |
0.0000 |
| Volume |
5 |
28 |
23 |
460.0% |
82 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1189 |
1.1008 |
|
| R3 |
1.1143 |
1.1096 |
1.0983 |
|
| R2 |
1.1050 |
1.1050 |
1.0974 |
|
| R1 |
1.1003 |
1.1003 |
1.0966 |
1.0980 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0945 |
| S1 |
1.0910 |
1.0910 |
1.0948 |
1.0887 |
| S2 |
1.0864 |
1.0864 |
1.0940 |
|
| S3 |
1.0771 |
1.0817 |
1.0931 |
|
| S4 |
1.0678 |
1.0724 |
1.0906 |
|
|
| 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 |
1.1147 |
1.0910 |
0.0237 |
2.2% |
0.0084 |
0.8% |
20% |
False |
True |
19 |
| 10 |
1.1427 |
1.0910 |
0.0517 |
4.7% |
0.0087 |
0.8% |
9% |
False |
True |
17 |
| 20 |
1.1700 |
1.0910 |
0.0790 |
7.2% |
0.0087 |
0.8% |
6% |
False |
True |
17 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.2% |
0.0065 |
0.6% |
17% |
False |
False |
16 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.7% |
0.0047 |
0.4% |
7% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0049 |
0.4% |
5% |
False |
False |
18 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0040 |
0.4% |
5% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1246 |
|
1.618 |
1.1153 |
|
1.000 |
1.1096 |
|
0.618 |
1.1060 |
|
HIGH |
1.1003 |
|
0.618 |
1.0967 |
|
0.500 |
1.0957 |
|
0.382 |
1.0946 |
|
LOW |
1.0910 |
|
0.618 |
1.0853 |
|
1.000 |
1.0817 |
|
1.618 |
1.0760 |
|
2.618 |
1.0667 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.1029 |
| PP |
1.0957 |
1.1005 |
| S1 |
1.0957 |
1.0981 |
|