CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1277 |
1.1110 |
-0.0167 |
-1.5% |
1.1602 |
| High |
1.1298 |
1.1215 |
-0.0083 |
-0.7% |
1.1621 |
| Low |
1.1081 |
1.1035 |
-0.0046 |
-0.4% |
1.1168 |
| Close |
1.1103 |
1.1189 |
0.0086 |
0.8% |
1.1298 |
| Range |
0.0217 |
0.0180 |
-0.0037 |
-17.1% |
0.0453 |
| ATR |
0.0183 |
0.0183 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
25,726 |
22,240 |
-3,486 |
-13.6% |
117,020 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1618 |
1.1288 |
|
| R3 |
1.1506 |
1.1438 |
1.1239 |
|
| R2 |
1.1326 |
1.1326 |
1.1222 |
|
| R1 |
1.1258 |
1.1258 |
1.1206 |
1.1292 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1164 |
| S1 |
1.1078 |
1.1078 |
1.1173 |
1.1112 |
| S2 |
1.0966 |
1.0966 |
1.1156 |
|
| S3 |
1.0786 |
1.0898 |
1.1140 |
|
| S4 |
1.0606 |
1.0718 |
1.1090 |
|
|
| 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 |
1.1035 |
0.0389 |
3.5% |
0.0177 |
1.6% |
40% |
False |
True |
22,166 |
| 10 |
1.1682 |
1.1035 |
0.0647 |
5.8% |
0.0195 |
1.7% |
24% |
False |
True |
24,239 |
| 20 |
1.1682 |
1.0987 |
0.0695 |
6.2% |
0.0172 |
1.5% |
29% |
False |
False |
24,376 |
| 40 |
1.1682 |
1.0749 |
0.0933 |
8.3% |
0.0168 |
1.5% |
47% |
False |
False |
23,637 |
| 60 |
1.2985 |
1.0749 |
0.2236 |
20.0% |
0.0198 |
1.8% |
20% |
False |
False |
16,205 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.4% |
0.0217 |
1.9% |
13% |
False |
False |
12,235 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.4% |
0.0194 |
1.7% |
13% |
False |
False |
9,795 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.4% |
0.0167 |
1.5% |
13% |
False |
False |
8,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1980 |
|
2.618 |
1.1686 |
|
1.618 |
1.1506 |
|
1.000 |
1.1395 |
|
0.618 |
1.1326 |
|
HIGH |
1.1215 |
|
0.618 |
1.1146 |
|
0.500 |
1.1125 |
|
0.382 |
1.1104 |
|
LOW |
1.1035 |
|
0.618 |
1.0924 |
|
1.000 |
1.0855 |
|
1.618 |
1.0744 |
|
2.618 |
1.0564 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1223 |
| PP |
1.1146 |
1.1212 |
| S1 |
1.1125 |
1.1200 |
|