CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1529 |
-0.0101 |
-0.9% |
1.1400 |
| High |
1.1630 |
1.1532 |
-0.0098 |
-0.8% |
1.1700 |
| Low |
1.1611 |
1.1517 |
-0.0094 |
-0.8% |
1.1342 |
| Close |
1.1637 |
1.1484 |
-0.0153 |
-1.3% |
1.1637 |
| Range |
0.0019 |
0.0015 |
-0.0004 |
-21.1% |
0.0358 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.6% |
0.0000 |
| Volume |
32 |
22 |
-10 |
-31.3% |
116 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1535 |
1.1492 |
|
| R3 |
1.1541 |
1.1520 |
1.1488 |
|
| R2 |
1.1526 |
1.1526 |
1.1487 |
|
| R1 |
1.1505 |
1.1505 |
1.1485 |
1.1508 |
| PP |
1.1511 |
1.1511 |
1.1511 |
1.1513 |
| S1 |
1.1490 |
1.1490 |
1.1483 |
1.1493 |
| S2 |
1.1496 |
1.1496 |
1.1481 |
|
| S3 |
1.1481 |
1.1475 |
1.1480 |
|
| S4 |
1.1466 |
1.1460 |
1.1476 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2493 |
1.1834 |
|
| R3 |
1.2276 |
1.2135 |
1.1735 |
|
| R2 |
1.1918 |
1.1918 |
1.1703 |
|
| R1 |
1.1777 |
1.1777 |
1.1670 |
1.1848 |
| PP |
1.1560 |
1.1560 |
1.1560 |
1.1595 |
| S1 |
1.1419 |
1.1419 |
1.1604 |
1.1490 |
| S2 |
1.1202 |
1.1202 |
1.1571 |
|
| S3 |
1.0844 |
1.1061 |
1.1539 |
|
| S4 |
1.0486 |
1.0703 |
1.1440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1700 |
1.1342 |
0.0358 |
3.1% |
0.0104 |
0.9% |
40% |
False |
False |
24 |
| 10 |
1.1700 |
1.1067 |
0.0633 |
5.5% |
0.0074 |
0.6% |
66% |
False |
False |
18 |
| 20 |
1.1700 |
1.0805 |
0.0895 |
7.8% |
0.0059 |
0.5% |
76% |
False |
False |
14 |
| 40 |
1.1850 |
1.0805 |
0.1045 |
9.1% |
0.0044 |
0.4% |
65% |
False |
False |
26 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
28.7% |
0.0047 |
0.4% |
21% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
28.7% |
0.0037 |
0.3% |
21% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1596 |
|
2.618 |
1.1571 |
|
1.618 |
1.1556 |
|
1.000 |
1.1547 |
|
0.618 |
1.1541 |
|
HIGH |
1.1532 |
|
0.618 |
1.1526 |
|
0.500 |
1.1525 |
|
0.382 |
1.1523 |
|
LOW |
1.1517 |
|
0.618 |
1.1508 |
|
1.000 |
1.1502 |
|
1.618 |
1.1493 |
|
2.618 |
1.1478 |
|
4.250 |
1.1453 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1525 |
1.1550 |
| PP |
1.1511 |
1.1528 |
| S1 |
1.1498 |
1.1506 |
|