CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0835 |
-0.0053 |
-0.5% |
1.0803 |
| High |
1.0888 |
1.0850 |
-0.0038 |
-0.3% |
1.1058 |
| Low |
1.0794 |
1.0788 |
-0.0006 |
-0.1% |
1.0780 |
| Close |
1.0823 |
1.0836 |
0.0013 |
0.1% |
1.0882 |
| Range |
0.0094 |
0.0062 |
-0.0032 |
-34.0% |
0.0278 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
362 |
1,943 |
1,581 |
436.7% |
1,321 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0985 |
1.0870 |
|
| R3 |
1.0949 |
1.0923 |
1.0853 |
|
| R2 |
1.0887 |
1.0887 |
1.0847 |
|
| R1 |
1.0861 |
1.0861 |
1.0842 |
1.0874 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0831 |
| S1 |
1.0799 |
1.0799 |
1.0830 |
1.0812 |
| S2 |
1.0763 |
1.0763 |
1.0825 |
|
| S3 |
1.0701 |
1.0737 |
1.0819 |
|
| S4 |
1.0639 |
1.0675 |
1.0802 |
|
|
| 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 |
1.1047 |
1.0788 |
0.0259 |
2.4% |
0.0099 |
0.9% |
19% |
False |
True |
692 |
| 10 |
1.1058 |
1.0738 |
0.0320 |
3.0% |
0.0126 |
1.2% |
31% |
False |
False |
380 |
| 20 |
1.1147 |
1.0738 |
0.0409 |
3.8% |
0.0099 |
0.9% |
24% |
False |
False |
198 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0083 |
0.8% |
10% |
False |
False |
106 |
| 60 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0071 |
0.7% |
10% |
False |
False |
76 |
| 80 |
1.2850 |
1.0738 |
0.2112 |
19.5% |
0.0057 |
0.5% |
5% |
False |
False |
66 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
31.0% |
0.0055 |
0.5% |
3% |
False |
False |
53 |
| 120 |
1.4099 |
1.0738 |
0.3361 |
31.0% |
0.0046 |
0.4% |
3% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.1012 |
|
1.618 |
1.0950 |
|
1.000 |
1.0912 |
|
0.618 |
1.0888 |
|
HIGH |
1.0850 |
|
0.618 |
1.0826 |
|
0.500 |
1.0819 |
|
0.382 |
1.0812 |
|
LOW |
1.0788 |
|
0.618 |
1.0750 |
|
1.000 |
1.0726 |
|
1.618 |
1.0688 |
|
2.618 |
1.0626 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0857 |
| PP |
1.0825 |
1.0850 |
| S1 |
1.0819 |
1.0843 |
|