CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.0490 |
1.0638 |
0.0148 |
1.4% |
1.0796 |
High |
1.0653 |
1.0703 |
0.0050 |
0.5% |
1.0819 |
Low |
1.0474 |
1.0622 |
0.0148 |
1.4% |
1.0474 |
Close |
1.0633 |
1.0670 |
0.0037 |
0.3% |
1.0670 |
Range |
0.0179 |
0.0081 |
-0.0098 |
-54.7% |
0.0345 |
ATR |
0.0146 |
0.0142 |
-0.0005 |
-3.2% |
0.0000 |
Volume |
33,914 |
5,340 |
-28,574 |
-84.3% |
137,764 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0908 |
1.0870 |
1.0715 |
|
R3 |
1.0827 |
1.0789 |
1.0692 |
|
R2 |
1.0746 |
1.0746 |
1.0685 |
|
R1 |
1.0708 |
1.0708 |
1.0677 |
1.0727 |
PP |
1.0665 |
1.0665 |
1.0665 |
1.0675 |
S1 |
1.0627 |
1.0627 |
1.0663 |
1.0646 |
S2 |
1.0584 |
1.0584 |
1.0655 |
|
S3 |
1.0503 |
1.0546 |
1.0648 |
|
S4 |
1.0422 |
1.0465 |
1.0625 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1689 |
1.1525 |
1.0860 |
|
R3 |
1.1344 |
1.1180 |
1.0765 |
|
R2 |
1.0999 |
1.0999 |
1.0733 |
|
R1 |
1.0835 |
1.0835 |
1.0702 |
1.0745 |
PP |
1.0654 |
1.0654 |
1.0654 |
1.0609 |
S1 |
1.0490 |
1.0490 |
1.0638 |
1.0400 |
S2 |
1.0309 |
1.0309 |
1.0607 |
|
S3 |
0.9964 |
1.0145 |
1.0575 |
|
S4 |
0.9619 |
0.9800 |
1.0480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0819 |
1.0474 |
0.0345 |
3.2% |
0.0141 |
1.3% |
57% |
False |
False |
27,552 |
10 |
1.0913 |
1.0474 |
0.0439 |
4.1% |
0.0122 |
1.1% |
45% |
False |
False |
26,354 |
20 |
1.1035 |
1.0474 |
0.0561 |
5.3% |
0.0136 |
1.3% |
35% |
False |
False |
24,683 |
40 |
1.1682 |
1.0474 |
0.1208 |
11.3% |
0.0153 |
1.4% |
16% |
False |
False |
23,967 |
60 |
1.1682 |
1.0474 |
0.1208 |
11.3% |
0.0154 |
1.4% |
16% |
False |
False |
23,803 |
80 |
1.2985 |
1.0474 |
0.2511 |
23.5% |
0.0180 |
1.7% |
8% |
False |
False |
20,119 |
100 |
1.4150 |
1.0474 |
0.3676 |
34.5% |
0.0205 |
1.9% |
5% |
False |
False |
16,172 |
120 |
1.4150 |
1.0474 |
0.3676 |
34.5% |
0.0189 |
1.8% |
5% |
False |
False |
13,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1047 |
2.618 |
1.0915 |
1.618 |
1.0834 |
1.000 |
1.0784 |
0.618 |
1.0753 |
HIGH |
1.0703 |
0.618 |
1.0672 |
0.500 |
1.0663 |
0.382 |
1.0653 |
LOW |
1.0622 |
0.618 |
1.0572 |
1.000 |
1.0541 |
1.618 |
1.0491 |
2.618 |
1.0410 |
4.250 |
1.0278 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0668 |
1.0643 |
PP |
1.0665 |
1.0616 |
S1 |
1.0663 |
1.0589 |
|