CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1277 |
-0.0110 |
-1.0% |
1.1602 |
| High |
1.1411 |
1.1298 |
-0.0113 |
-1.0% |
1.1621 |
| Low |
1.1235 |
1.1081 |
-0.0154 |
-1.4% |
1.1168 |
| Close |
1.1298 |
1.1103 |
-0.0195 |
-1.7% |
1.1298 |
| Range |
0.0176 |
0.0217 |
0.0041 |
23.3% |
0.0453 |
| ATR |
0.0180 |
0.0183 |
0.0003 |
1.5% |
0.0000 |
| Volume |
20,493 |
25,726 |
5,233 |
25.5% |
117,020 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1812 |
1.1674 |
1.1222 |
|
| R3 |
1.1595 |
1.1457 |
1.1163 |
|
| R2 |
1.1378 |
1.1378 |
1.1143 |
|
| R1 |
1.1240 |
1.1240 |
1.1123 |
1.1201 |
| PP |
1.1161 |
1.1161 |
1.1161 |
1.1141 |
| S1 |
1.1023 |
1.1023 |
1.1083 |
1.0984 |
| S2 |
1.0944 |
1.0944 |
1.1063 |
|
| S3 |
1.0727 |
1.0806 |
1.1043 |
|
| S4 |
1.0510 |
1.0589 |
1.0984 |
|
|
| 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 |
1.1424 |
1.1081 |
0.0343 |
3.1% |
0.0192 |
1.7% |
6% |
False |
True |
23,796 |
| 10 |
1.1682 |
1.1081 |
0.0601 |
5.4% |
0.0187 |
1.7% |
4% |
False |
True |
25,043 |
| 20 |
1.1682 |
1.0977 |
0.0705 |
6.3% |
0.0169 |
1.5% |
18% |
False |
False |
24,273 |
| 40 |
1.1682 |
1.0749 |
0.0933 |
8.4% |
0.0167 |
1.5% |
38% |
False |
False |
23,269 |
| 60 |
1.2985 |
1.0749 |
0.2236 |
20.1% |
0.0201 |
1.8% |
16% |
False |
False |
15,850 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0217 |
1.9% |
10% |
False |
False |
11,957 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0193 |
1.7% |
10% |
False |
False |
9,573 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0166 |
1.5% |
10% |
False |
False |
7,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2220 |
|
2.618 |
1.1866 |
|
1.618 |
1.1649 |
|
1.000 |
1.1515 |
|
0.618 |
1.1432 |
|
HIGH |
1.1298 |
|
0.618 |
1.1215 |
|
0.500 |
1.1190 |
|
0.382 |
1.1164 |
|
LOW |
1.1081 |
|
0.618 |
1.0947 |
|
1.000 |
1.0864 |
|
1.618 |
1.0730 |
|
2.618 |
1.0513 |
|
4.250 |
1.0159 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1253 |
| PP |
1.1161 |
1.1203 |
| S1 |
1.1132 |
1.1153 |
|