CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0902 |
-0.0101 |
-0.9% |
1.1324 |
| High |
1.1003 |
1.0942 |
-0.0061 |
-0.6% |
1.1324 |
| Low |
1.0910 |
1.0899 |
-0.0011 |
-0.1% |
1.1008 |
| Close |
1.0957 |
1.0934 |
-0.0023 |
-0.2% |
1.1125 |
| Range |
0.0093 |
0.0043 |
-0.0050 |
-53.8% |
0.0316 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
28 |
20 |
-8 |
-28.6% |
82 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1037 |
1.0958 |
|
| R3 |
1.1011 |
1.0994 |
1.0946 |
|
| R2 |
1.0968 |
1.0968 |
1.0942 |
|
| R1 |
1.0951 |
1.0951 |
1.0938 |
1.0960 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0929 |
| S1 |
1.0908 |
1.0908 |
1.0930 |
1.0917 |
| S2 |
1.0882 |
1.0882 |
1.0926 |
|
| S3 |
1.0839 |
1.0865 |
1.0922 |
|
| S4 |
1.0796 |
1.0822 |
1.0910 |
|
|
| 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 |
1.0899 |
0.0248 |
2.3% |
0.0070 |
0.6% |
14% |
False |
True |
22 |
| 10 |
1.1427 |
1.0899 |
0.0528 |
4.8% |
0.0092 |
0.8% |
7% |
False |
True |
15 |
| 20 |
1.1700 |
1.0899 |
0.0801 |
7.3% |
0.0089 |
0.8% |
4% |
False |
True |
18 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.2% |
0.0065 |
0.6% |
14% |
False |
False |
16 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.7% |
0.0047 |
0.4% |
6% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0050 |
0.5% |
4% |
False |
False |
18 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0040 |
0.4% |
4% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1055 |
|
1.618 |
1.1012 |
|
1.000 |
1.0985 |
|
0.618 |
1.0969 |
|
HIGH |
1.0942 |
|
0.618 |
1.0926 |
|
0.500 |
1.0921 |
|
0.382 |
1.0915 |
|
LOW |
1.0899 |
|
0.618 |
1.0872 |
|
1.000 |
1.0856 |
|
1.618 |
1.0829 |
|
2.618 |
1.0786 |
|
4.250 |
1.0716 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.1023 |
| PP |
1.0925 |
1.0993 |
| S1 |
1.0921 |
1.0964 |
|