CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0803 |
-0.0059 |
-0.5% |
1.0769 |
| High |
1.0867 |
1.0839 |
-0.0028 |
-0.3% |
1.1035 |
| Low |
1.0755 |
1.0766 |
0.0011 |
0.1% |
1.0748 |
| Close |
1.0803 |
1.0819 |
0.0016 |
0.1% |
1.0859 |
| Range |
0.0112 |
0.0073 |
-0.0039 |
-34.8% |
0.0287 |
| ATR |
0.0151 |
0.0146 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
23,116 |
22,420 |
-696 |
-3.0% |
122,636 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0996 |
1.0859 |
|
| R3 |
1.0954 |
1.0923 |
1.0839 |
|
| R2 |
1.0881 |
1.0881 |
1.0832 |
|
| R1 |
1.0850 |
1.0850 |
1.0826 |
1.0866 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0816 |
| S1 |
1.0777 |
1.0777 |
1.0812 |
1.0793 |
| S2 |
1.0735 |
1.0735 |
1.0806 |
|
| S3 |
1.0662 |
1.0704 |
1.0799 |
|
| S4 |
1.0589 |
1.0631 |
1.0779 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1742 |
1.1587 |
1.1017 |
|
| R3 |
1.1455 |
1.1300 |
1.0938 |
|
| R2 |
1.1168 |
1.1168 |
1.0912 |
|
| R1 |
1.1013 |
1.1013 |
1.0885 |
1.1091 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0919 |
| S1 |
1.0726 |
1.0726 |
1.0833 |
1.0804 |
| S2 |
1.0594 |
1.0594 |
1.0806 |
|
| S3 |
1.0307 |
1.0439 |
1.0780 |
|
| S4 |
1.0020 |
1.0152 |
1.0701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1027 |
1.0755 |
0.0272 |
2.5% |
0.0114 |
1.1% |
24% |
False |
False |
21,955 |
| 10 |
1.1035 |
1.0705 |
0.0330 |
3.1% |
0.0141 |
1.3% |
35% |
False |
False |
23,590 |
| 20 |
1.1215 |
1.0705 |
0.0510 |
4.7% |
0.0141 |
1.3% |
22% |
False |
False |
21,992 |
| 40 |
1.1682 |
1.0705 |
0.0977 |
9.0% |
0.0157 |
1.4% |
12% |
False |
False |
23,184 |
| 60 |
1.1682 |
1.0705 |
0.0977 |
9.0% |
0.0159 |
1.5% |
12% |
False |
False |
23,089 |
| 80 |
1.2985 |
1.0705 |
0.2280 |
21.1% |
0.0184 |
1.7% |
5% |
False |
False |
17,652 |
| 100 |
1.4150 |
1.0705 |
0.3445 |
31.8% |
0.0202 |
1.9% |
3% |
False |
False |
14,186 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
31.8% |
0.0186 |
1.7% |
3% |
False |
False |
11,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1149 |
|
2.618 |
1.1030 |
|
1.618 |
1.0957 |
|
1.000 |
1.0912 |
|
0.618 |
1.0884 |
|
HIGH |
1.0839 |
|
0.618 |
1.0811 |
|
0.500 |
1.0803 |
|
0.382 |
1.0794 |
|
LOW |
1.0766 |
|
0.618 |
1.0721 |
|
1.000 |
1.0693 |
|
1.618 |
1.0648 |
|
2.618 |
1.0575 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0834 |
| PP |
1.0808 |
1.0829 |
| S1 |
1.0803 |
1.0824 |
|