CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 1.0907 1.0909 0.0002 0.0% 1.1124
High 1.0945 1.0983 0.0038 0.3% 1.1164
Low 1.0863 1.0890 0.0027 0.2% 1.0830
Close 1.0912 1.0935 0.0023 0.2% 1.0901
Range 0.0082 0.0093 0.0011 13.4% 0.0334
ATR 0.0162 0.0157 -0.0005 -3.0% 0.0000
Volume 19,036 16,584 -2,452 -12.9% 105,884
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1215 1.1168 1.0986
R3 1.1122 1.1075 1.0961
R2 1.1029 1.1029 1.0952
R1 1.0982 1.0982 1.0944 1.1006
PP 1.0936 1.0936 1.0936 1.0948
S1 1.0889 1.0889 1.0926 1.0913
S2 1.0843 1.0843 1.0918
S3 1.0750 1.0796 1.0909
S4 1.0657 1.0703 1.0884
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1967 1.1768 1.1085
R3 1.1633 1.1434 1.0993
R2 1.1299 1.1299 1.0962
R1 1.1100 1.1100 1.0932 1.1033
PP 1.0965 1.0965 1.0965 1.0931
S1 1.0766 1.0766 1.0870 1.0699
S2 1.0631 1.0631 1.0840
S3 1.0297 1.0432 1.0809
S4 0.9963 1.0098 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0830 0.0183 1.7% 0.0109 1.0% 57% False False 20,835
10 1.1215 1.0830 0.0385 3.5% 0.0141 1.3% 27% False False 20,395
20 1.1682 1.0830 0.0852 7.8% 0.0168 1.5% 12% False False 22,317
40 1.1682 1.0749 0.0933 8.5% 0.0160 1.5% 20% False False 23,147
60 1.2985 1.0749 0.2236 20.4% 0.0188 1.7% 8% False False 19,558
80 1.4150 1.0749 0.3401 31.1% 0.0218 2.0% 5% False False 14,774
100 1.4150 1.0749 0.3401 31.1% 0.0199 1.8% 5% False False 11,830
120 1.4150 1.0749 0.3401 31.1% 0.0178 1.6% 5% False False 9,864
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1378
2.618 1.1226
1.618 1.1133
1.000 1.1076
0.618 1.1040
HIGH 1.0983
0.618 1.0947
0.500 1.0937
0.382 1.0926
LOW 1.0890
0.618 1.0833
1.000 1.0797
1.618 1.0740
2.618 1.0647
4.250 1.0495
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 1.0937 1.0933
PP 1.0936 1.0931
S1 1.0936 1.0930

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

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