CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0803 |
1.0854 |
0.0051 |
0.5% |
1.0891 |
| High |
1.0925 |
1.0969 |
0.0044 |
0.4% |
1.0980 |
| Low |
1.0780 |
1.0854 |
0.0074 |
0.7% |
1.0738 |
| Close |
1.0862 |
1.0903 |
0.0041 |
0.4% |
1.0780 |
| Range |
0.0145 |
0.0115 |
-0.0030 |
-20.7% |
0.0242 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.1% |
0.0000 |
| Volume |
150 |
86 |
-64 |
-42.7% |
69 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1193 |
1.0966 |
|
| R3 |
1.1139 |
1.1078 |
1.0935 |
|
| R2 |
1.1024 |
1.1024 |
1.0924 |
|
| R1 |
1.0963 |
1.0963 |
1.0914 |
1.0994 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0924 |
| S1 |
1.0848 |
1.0848 |
1.0892 |
1.0879 |
| S2 |
1.0794 |
1.0794 |
1.0882 |
|
| S3 |
1.0679 |
1.0733 |
1.0871 |
|
| S4 |
1.0564 |
1.0618 |
1.0840 |
|
|
| 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 |
1.0980 |
1.0738 |
0.0242 |
2.2% |
0.0110 |
1.0% |
68% |
False |
False |
57 |
| 10 |
1.1036 |
1.0738 |
0.0298 |
2.7% |
0.0096 |
0.9% |
55% |
False |
False |
37 |
| 20 |
1.1427 |
1.0738 |
0.0689 |
6.3% |
0.0093 |
0.9% |
24% |
False |
False |
26 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0076 |
0.7% |
17% |
False |
False |
20 |
| 60 |
1.1850 |
1.0738 |
0.1112 |
10.2% |
0.0060 |
0.6% |
15% |
False |
False |
26 |
| 80 |
1.4099 |
1.0738 |
0.3361 |
30.8% |
0.0058 |
0.5% |
5% |
False |
False |
22 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
30.8% |
0.0048 |
0.4% |
5% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1458 |
|
2.618 |
1.1270 |
|
1.618 |
1.1155 |
|
1.000 |
1.1084 |
|
0.618 |
1.1040 |
|
HIGH |
1.0969 |
|
0.618 |
1.0925 |
|
0.500 |
1.0912 |
|
0.382 |
1.0898 |
|
LOW |
1.0854 |
|
0.618 |
1.0783 |
|
1.000 |
1.0739 |
|
1.618 |
1.0668 |
|
2.618 |
1.0553 |
|
4.250 |
1.0365 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0887 |
| PP |
1.0909 |
1.0870 |
| S1 |
1.0906 |
1.0854 |
|