CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0958 |
1.0980 |
0.0022 |
0.2% |
1.1147 |
| High |
1.0958 |
1.0980 |
0.0022 |
0.2% |
1.1147 |
| Low |
1.0958 |
1.0875 |
-0.0083 |
-0.8% |
1.0869 |
| Close |
1.0958 |
1.0887 |
-0.0071 |
-0.6% |
1.0926 |
| Range |
0.0000 |
0.0105 |
0.0105 |
|
0.0278 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17 |
0 |
-17 |
-100.0% |
75 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1163 |
1.0945 |
|
| R3 |
1.1124 |
1.1058 |
1.0916 |
|
| R2 |
1.1019 |
1.1019 |
1.0906 |
|
| R1 |
1.0953 |
1.0953 |
1.0897 |
1.0934 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0904 |
| S1 |
1.0848 |
1.0848 |
1.0877 |
1.0829 |
| S2 |
1.0809 |
1.0809 |
1.0868 |
|
| S3 |
1.0704 |
1.0743 |
1.0858 |
|
| S4 |
1.0599 |
1.0638 |
1.0829 |
|
|
| 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 |
1.1036 |
1.0869 |
0.0167 |
1.5% |
0.0075 |
0.7% |
11% |
False |
False |
11 |
| 10 |
1.1147 |
1.0869 |
0.0278 |
2.6% |
0.0073 |
0.7% |
6% |
False |
False |
16 |
| 20 |
1.1700 |
1.0869 |
0.0831 |
7.6% |
0.0087 |
0.8% |
2% |
False |
False |
18 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.2% |
0.0068 |
0.6% |
9% |
False |
False |
13 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.8% |
0.0054 |
0.5% |
4% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
30.3% |
0.0054 |
0.5% |
2% |
False |
False |
19 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
30.3% |
0.0044 |
0.4% |
2% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1255 |
|
1.618 |
1.1150 |
|
1.000 |
1.1085 |
|
0.618 |
1.1045 |
|
HIGH |
1.0980 |
|
0.618 |
1.0940 |
|
0.500 |
1.0928 |
|
0.382 |
1.0915 |
|
LOW |
1.0875 |
|
0.618 |
1.0810 |
|
1.000 |
1.0770 |
|
1.618 |
1.0705 |
|
2.618 |
1.0600 |
|
4.250 |
1.0429 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0928 |
| PP |
1.0914 |
1.0914 |
| S1 |
1.0901 |
1.0901 |
|