CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0943 |
0.0068 |
0.6% |
1.1147 |
| High |
1.0954 |
1.1036 |
0.0082 |
0.7% |
1.1147 |
| Low |
1.0869 |
1.0926 |
0.0057 |
0.5% |
1.0869 |
| Close |
1.0898 |
1.0926 |
0.0028 |
0.3% |
1.0926 |
| Range |
0.0085 |
0.0110 |
0.0025 |
29.4% |
0.0278 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.7% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
75 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1219 |
1.0987 |
|
| R3 |
1.1183 |
1.1109 |
1.0956 |
|
| R2 |
1.1073 |
1.1073 |
1.0946 |
|
| R1 |
1.0999 |
1.0999 |
1.0936 |
1.0981 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0954 |
| S1 |
1.0889 |
1.0889 |
1.0916 |
1.0871 |
| S2 |
1.0853 |
1.0853 |
1.0906 |
|
| S3 |
1.0743 |
1.0779 |
1.0896 |
|
| S4 |
1.0633 |
1.0669 |
1.0866 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1648 |
1.1079 |
|
| R3 |
1.1537 |
1.1370 |
1.1002 |
|
| R2 |
1.1259 |
1.1259 |
1.0977 |
|
| R1 |
1.1092 |
1.1092 |
1.0951 |
1.1037 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0953 |
| S1 |
1.0814 |
1.0814 |
1.0901 |
1.0759 |
| S2 |
1.0703 |
1.0703 |
1.0875 |
|
| S3 |
1.0425 |
1.0536 |
1.0850 |
|
| S4 |
1.0147 |
1.0258 |
1.0773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1147 |
1.0869 |
0.0278 |
2.5% |
0.0086 |
0.8% |
21% |
False |
False |
15 |
| 10 |
1.1324 |
1.0869 |
0.0455 |
4.2% |
0.0100 |
0.9% |
13% |
False |
False |
15 |
| 20 |
1.1700 |
1.0869 |
0.0831 |
7.6% |
0.0089 |
0.8% |
7% |
False |
False |
17 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.2% |
0.0065 |
0.6% |
14% |
False |
False |
15 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.7% |
0.0051 |
0.5% |
6% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0052 |
0.5% |
4% |
False |
False |
19 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0042 |
0.4% |
4% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1324 |
|
1.618 |
1.1214 |
|
1.000 |
1.1146 |
|
0.618 |
1.1104 |
|
HIGH |
1.1036 |
|
0.618 |
1.0994 |
|
0.500 |
1.0981 |
|
0.382 |
1.0968 |
|
LOW |
1.0926 |
|
0.618 |
1.0858 |
|
1.000 |
1.0816 |
|
1.618 |
1.0748 |
|
2.618 |
1.0638 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0953 |
| PP |
1.0963 |
1.0944 |
| S1 |
1.0944 |
1.0935 |
|