CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 1.0980 1.0923 -0.0057 -0.5% 1.0891
High 1.0980 1.0923 -0.0057 -0.5% 1.0980
Low 1.0875 1.0738 -0.0137 -1.3% 1.0738
Close 1.0887 1.0780 -0.0107 -1.0% 1.0780
Range 0.0105 0.0185 0.0080 76.2% 0.0242
ATR 0.0104 0.0110 0.0006 5.5% 0.0000
Volume 0 36 36 69
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1369 1.1259 1.0882
R3 1.1184 1.1074 1.0831
R2 1.0999 1.0999 1.0814
R1 1.0889 1.0889 1.0797 1.0852
PP 1.0814 1.0814 1.0814 1.0795
S1 1.0704 1.0704 1.0763 1.0667
S2 1.0629 1.0629 1.0746
S3 1.0444 1.0519 1.0729
S4 1.0259 1.0334 1.0678
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1559 1.1411 1.0913
R3 1.1317 1.1169 1.0847
R2 1.1075 1.1075 1.0824
R1 1.0927 1.0927 1.0802 1.0880
PP 1.0833 1.0833 1.0833 1.0809
S1 1.0685 1.0685 1.0758 1.0638
S2 1.0591 1.0591 1.0736
S3 1.0349 1.0443 1.0713
S4 1.0107 1.0201 1.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1036 1.0738 0.0298 2.8% 0.0095 0.9% 14% False True 15
10 1.1147 1.0738 0.0409 3.8% 0.0084 0.8% 10% False True 15
20 1.1630 1.0738 0.0892 8.3% 0.0082 0.8% 5% False True 17
40 1.1700 1.0738 0.0962 8.9% 0.0072 0.7% 4% False True 14
60 1.2850 1.0738 0.2112 19.6% 0.0057 0.5% 2% False True 22
80 1.4099 1.0738 0.3361 31.2% 0.0057 0.5% 1% False True 19
100 1.4099 1.0738 0.3361 31.2% 0.0046 0.4% 1% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1709
2.618 1.1407
1.618 1.1222
1.000 1.1108
0.618 1.1037
HIGH 1.0923
0.618 1.0852
0.500 1.0831
0.382 1.0809
LOW 1.0738
0.618 1.0624
1.000 1.0553
1.618 1.0439
2.618 1.0254
4.250 0.9952
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 1.0831 1.0859
PP 1.0814 1.0833
S1 1.0797 1.0806

These figures are updated between 7pm and 10pm EST after a trading day.

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