CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 1.1322 1.1387 0.0065 0.6% 1.1602
High 1.1424 1.1411 -0.0013 -0.1% 1.1621
Low 1.1250 1.1235 -0.0015 -0.1% 1.1168
Close 1.1399 1.1298 -0.0101 -0.9% 1.1298
Range 0.0174 0.0176 0.0002 1.1% 0.0453
ATR 0.0181 0.0180 0.0000 -0.2% 0.0000
Volume 24,327 20,493 -3,834 -15.8% 117,020
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1843 1.1746 1.1395
R3 1.1667 1.1570 1.1346
R2 1.1491 1.1491 1.1330
R1 1.1394 1.1394 1.1314 1.1355
PP 1.1315 1.1315 1.1315 1.1295
S1 1.1218 1.1218 1.1282 1.1179
S2 1.1139 1.1139 1.1266
S3 1.0963 1.1042 1.1250
S4 1.0787 1.0866 1.1201
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2721 1.2463 1.1547
R3 1.2268 1.2010 1.1423
R2 1.1815 1.1815 1.1381
R1 1.1557 1.1557 1.1340 1.1460
PP 1.1362 1.1362 1.1362 1.1314
S1 1.1104 1.1104 1.1256 1.1007
S2 1.0909 1.0909 1.1215
S3 1.0456 1.0651 1.1173
S4 1.0003 1.0198 1.1049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1621 1.1168 0.0453 4.0% 0.0195 1.7% 29% False False 23,404
10 1.1682 1.1168 0.0514 4.5% 0.0177 1.6% 25% False False 24,410
20 1.1682 1.0800 0.0882 7.8% 0.0174 1.5% 56% False False 24,195
40 1.1682 1.0749 0.0933 8.3% 0.0166 1.5% 59% False False 22,717
60 1.3295 1.0749 0.2546 22.5% 0.0204 1.8% 22% False False 15,440
80 1.4150 1.0749 0.3401 30.1% 0.0215 1.9% 16% False False 11,635
100 1.4150 1.0749 0.3401 30.1% 0.0191 1.7% 16% False False 9,316
120 1.4150 1.0749 0.3401 30.1% 0.0164 1.5% 16% False False 7,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2159
2.618 1.1872
1.618 1.1696
1.000 1.1587
0.618 1.1520
HIGH 1.1411
0.618 1.1344
0.500 1.1323
0.382 1.1302
LOW 1.1235
0.618 1.1126
1.000 1.1059
1.618 1.0950
2.618 1.0774
4.250 1.0487
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 1.1323 1.1330
PP 1.1315 1.1319
S1 1.1306 1.1309

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These figures are updated between 7pm and 10pm EST after a trading day.

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