CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0905 |
-0.0036 |
-0.3% |
1.0803 |
| High |
1.0990 |
1.0926 |
-0.0064 |
-0.6% |
1.1058 |
| Low |
1.0850 |
1.0869 |
0.0019 |
0.2% |
1.0780 |
| Close |
1.0882 |
1.0888 |
0.0006 |
0.1% |
1.0882 |
| Range |
0.0140 |
0.0057 |
-0.0083 |
-59.3% |
0.0278 |
| ATR |
0.0123 |
0.0118 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
439 |
145 |
-294 |
-67.0% |
1,321 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1034 |
1.0919 |
|
| R3 |
1.1008 |
1.0977 |
1.0904 |
|
| R2 |
1.0951 |
1.0951 |
1.0898 |
|
| R1 |
1.0920 |
1.0920 |
1.0893 |
1.0907 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0888 |
| S1 |
1.0863 |
1.0863 |
1.0883 |
1.0850 |
| S2 |
1.0837 |
1.0837 |
1.0878 |
|
| S3 |
1.0780 |
1.0806 |
1.0872 |
|
| S4 |
1.0723 |
1.0749 |
1.0857 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1589 |
1.1035 |
|
| R3 |
1.1463 |
1.1311 |
1.0958 |
|
| R2 |
1.1185 |
1.1185 |
1.0933 |
|
| R1 |
1.1033 |
1.1033 |
1.0907 |
1.1109 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0945 |
| S1 |
1.0755 |
1.0755 |
1.0857 |
1.0831 |
| S2 |
1.0629 |
1.0629 |
1.0831 |
|
| S3 |
1.0351 |
1.0477 |
1.0806 |
|
| S4 |
1.0073 |
1.0199 |
1.0729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1058 |
1.0849 |
0.0209 |
1.9% |
0.0133 |
1.2% |
19% |
False |
False |
263 |
| 10 |
1.1058 |
1.0738 |
0.0320 |
2.9% |
0.0117 |
1.1% |
47% |
False |
False |
153 |
| 20 |
1.1324 |
1.0738 |
0.0586 |
5.4% |
0.0109 |
1.0% |
26% |
False |
False |
84 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0086 |
0.8% |
16% |
False |
False |
49 |
| 60 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0070 |
0.6% |
16% |
False |
False |
38 |
| 80 |
1.2957 |
1.0738 |
0.2219 |
20.4% |
0.0058 |
0.5% |
7% |
False |
False |
37 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
30.9% |
0.0054 |
0.5% |
4% |
False |
False |
30 |
| 120 |
1.4099 |
1.0738 |
0.3361 |
30.9% |
0.0045 |
0.4% |
4% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1075 |
|
1.618 |
1.1018 |
|
1.000 |
1.0983 |
|
0.618 |
1.0961 |
|
HIGH |
1.0926 |
|
0.618 |
1.0904 |
|
0.500 |
1.0898 |
|
0.382 |
1.0891 |
|
LOW |
1.0869 |
|
0.618 |
1.0834 |
|
1.000 |
1.0812 |
|
1.618 |
1.0777 |
|
2.618 |
1.0720 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0949 |
| PP |
1.0894 |
1.0928 |
| S1 |
1.0891 |
1.0908 |
|