CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1180 |
1.0984 |
-0.0196 |
-1.8% |
1.1602 |
| High |
1.1215 |
1.1094 |
-0.0121 |
-1.1% |
1.1621 |
| Low |
1.0981 |
1.0926 |
-0.0055 |
-0.5% |
1.1168 |
| Close |
1.0996 |
1.1024 |
0.0028 |
0.3% |
1.1298 |
| Range |
0.0234 |
0.0168 |
-0.0066 |
-28.2% |
0.0453 |
| ATR |
0.0186 |
0.0185 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
23,623 |
22,402 |
-1,221 |
-5.2% |
117,020 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1439 |
1.1116 |
|
| R3 |
1.1351 |
1.1271 |
1.1070 |
|
| R2 |
1.1183 |
1.1183 |
1.1055 |
|
| R1 |
1.1103 |
1.1103 |
1.1039 |
1.1143 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1035 |
| S1 |
1.0935 |
1.0935 |
1.1009 |
1.0975 |
| S2 |
1.0847 |
1.0847 |
1.0993 |
|
| S3 |
1.0679 |
1.0767 |
1.0978 |
|
| S4 |
1.0511 |
1.0599 |
1.0932 |
|
|
| 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 |
1.1411 |
1.0926 |
0.0485 |
4.4% |
0.0195 |
1.8% |
20% |
False |
True |
22,896 |
| 10 |
1.1642 |
1.0926 |
0.0716 |
6.5% |
0.0185 |
1.7% |
14% |
False |
True |
22,987 |
| 20 |
1.1682 |
1.0926 |
0.0756 |
6.9% |
0.0173 |
1.6% |
13% |
False |
True |
24,312 |
| 40 |
1.1682 |
1.0749 |
0.0933 |
8.5% |
0.0169 |
1.5% |
29% |
False |
False |
24,115 |
| 60 |
1.2985 |
1.0749 |
0.2236 |
20.3% |
0.0195 |
1.8% |
12% |
False |
False |
16,964 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.9% |
0.0220 |
2.0% |
8% |
False |
False |
12,809 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.9% |
0.0197 |
1.8% |
8% |
False |
False |
10,254 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.9% |
0.0171 |
1.5% |
8% |
False |
False |
8,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1534 |
|
1.618 |
1.1366 |
|
1.000 |
1.1262 |
|
0.618 |
1.1198 |
|
HIGH |
1.1094 |
|
0.618 |
1.1030 |
|
0.500 |
1.1010 |
|
0.382 |
1.0990 |
|
LOW |
1.0926 |
|
0.618 |
1.0822 |
|
1.000 |
1.0758 |
|
1.618 |
1.0654 |
|
2.618 |
1.0486 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1071 |
| PP |
1.1015 |
1.1055 |
| S1 |
1.1010 |
1.1040 |
|