CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0815 |
1.0681 |
-0.0134 |
-1.2% |
1.0905 |
| High |
1.0832 |
1.0729 |
-0.0103 |
-1.0% |
1.0926 |
| Low |
1.0669 |
1.0576 |
-0.0093 |
-0.9% |
1.0784 |
| Close |
1.0696 |
1.0599 |
-0.0097 |
-0.9% |
1.0840 |
| Range |
0.0163 |
0.0153 |
-0.0010 |
-6.1% |
0.0142 |
| ATR |
0.0118 |
0.0121 |
0.0002 |
2.1% |
0.0000 |
| Volume |
11,844 |
12,158 |
314 |
2.7% |
9,312 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.0999 |
1.0683 |
|
| R3 |
1.0941 |
1.0846 |
1.0641 |
|
| R2 |
1.0788 |
1.0788 |
1.0627 |
|
| R1 |
1.0693 |
1.0693 |
1.0613 |
1.0664 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0620 |
| S1 |
1.0540 |
1.0540 |
1.0585 |
1.0511 |
| S2 |
1.0482 |
1.0482 |
1.0571 |
|
| S3 |
1.0329 |
1.0387 |
1.0557 |
|
| S4 |
1.0176 |
1.0234 |
1.0515 |
|
|
| 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 |
1.0915 |
1.0576 |
0.0339 |
3.2% |
0.0125 |
1.2% |
7% |
False |
True |
6,561 |
| 10 |
1.1058 |
1.0576 |
0.0482 |
4.5% |
0.0127 |
1.2% |
5% |
False |
True |
3,439 |
| 20 |
1.1058 |
1.0576 |
0.0482 |
4.5% |
0.0111 |
1.1% |
5% |
False |
True |
1,738 |
| 40 |
1.1700 |
1.0576 |
0.1124 |
10.6% |
0.0097 |
0.9% |
2% |
False |
True |
877 |
| 60 |
1.1700 |
1.0576 |
0.1124 |
10.6% |
0.0080 |
0.8% |
2% |
False |
True |
590 |
| 80 |
1.2850 |
1.0576 |
0.2274 |
21.5% |
0.0062 |
0.6% |
1% |
False |
True |
450 |
| 100 |
1.4099 |
1.0576 |
0.3523 |
33.2% |
0.0061 |
0.6% |
1% |
False |
True |
362 |
| 120 |
1.4099 |
1.0576 |
0.3523 |
33.2% |
0.0051 |
0.5% |
1% |
False |
True |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1130 |
|
1.618 |
1.0977 |
|
1.000 |
1.0882 |
|
0.618 |
1.0824 |
|
HIGH |
1.0729 |
|
0.618 |
1.0671 |
|
0.500 |
1.0653 |
|
0.382 |
1.0634 |
|
LOW |
1.0576 |
|
0.618 |
1.0481 |
|
1.000 |
1.0423 |
|
1.618 |
1.0328 |
|
2.618 |
1.0175 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0653 |
1.0746 |
| PP |
1.0635 |
1.0697 |
| S1 |
1.0617 |
1.0648 |
|