CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0808 |
-0.0028 |
-0.3% |
1.0905 |
| High |
1.0915 |
1.0915 |
0.0000 |
0.0% |
1.0926 |
| Low |
1.0784 |
1.0797 |
0.0013 |
0.1% |
1.0784 |
| Close |
1.0808 |
1.0840 |
0.0032 |
0.3% |
1.0840 |
| Range |
0.0131 |
0.0118 |
-0.0013 |
-9.9% |
0.0142 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.3% |
0.0000 |
| Volume |
4,061 |
2,801 |
-1,260 |
-31.0% |
9,312 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1140 |
1.0905 |
|
| R3 |
1.1087 |
1.1022 |
1.0872 |
|
| R2 |
1.0969 |
1.0969 |
1.0862 |
|
| R1 |
1.0904 |
1.0904 |
1.0851 |
1.0937 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0867 |
| S1 |
1.0786 |
1.0786 |
1.0829 |
1.0819 |
| S2 |
1.0733 |
1.0733 |
1.0818 |
|
| S3 |
1.0615 |
1.0668 |
1.0808 |
|
| S4 |
1.0497 |
1.0550 |
1.0775 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1200 |
1.0918 |
|
| R3 |
1.1134 |
1.1058 |
1.0879 |
|
| R2 |
1.0992 |
1.0992 |
1.0866 |
|
| R1 |
1.0916 |
1.0916 |
1.0853 |
1.0883 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0834 |
| S1 |
1.0774 |
1.0774 |
1.0827 |
1.0741 |
| S2 |
1.0708 |
1.0708 |
1.0814 |
|
| S3 |
1.0566 |
1.0632 |
1.0801 |
|
| S4 |
1.0424 |
1.0490 |
1.0762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0926 |
1.0784 |
0.0142 |
1.3% |
0.0092 |
0.9% |
39% |
False |
False |
1,862 |
| 10 |
1.1058 |
1.0780 |
0.0278 |
2.6% |
0.0121 |
1.1% |
22% |
False |
False |
1,063 |
| 20 |
1.1147 |
1.0738 |
0.0409 |
3.8% |
0.0103 |
0.9% |
25% |
False |
False |
539 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0089 |
0.8% |
11% |
False |
False |
277 |
| 60 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0075 |
0.7% |
11% |
False |
False |
191 |
| 80 |
1.2850 |
1.0738 |
0.2112 |
19.5% |
0.0058 |
0.5% |
5% |
False |
False |
152 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
31.0% |
0.0057 |
0.5% |
3% |
False |
False |
122 |
| 120 |
1.4099 |
1.0738 |
0.3361 |
31.0% |
0.0048 |
0.4% |
3% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1417 |
|
2.618 |
1.1224 |
|
1.618 |
1.1106 |
|
1.000 |
1.1033 |
|
0.618 |
1.0988 |
|
HIGH |
1.0915 |
|
0.618 |
1.0870 |
|
0.500 |
1.0856 |
|
0.382 |
1.0842 |
|
LOW |
1.0797 |
|
0.618 |
1.0724 |
|
1.000 |
1.0679 |
|
1.618 |
1.0606 |
|
2.618 |
1.0488 |
|
4.250 |
1.0296 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0850 |
| PP |
1.0851 |
1.0846 |
| S1 |
1.0845 |
1.0843 |
|