CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1529 |
1.1326 |
-0.0203 |
-1.8% |
1.1400 |
| High |
1.1532 |
1.1326 |
-0.0206 |
-1.8% |
1.1700 |
| Low |
1.1517 |
1.1201 |
-0.0316 |
-2.7% |
1.1342 |
| Close |
1.1484 |
1.1321 |
-0.0163 |
-1.4% |
1.1637 |
| Range |
0.0015 |
0.0125 |
0.0110 |
733.3% |
0.0358 |
| ATR |
0.0111 |
0.0124 |
0.0012 |
11.0% |
0.0000 |
| Volume |
22 |
6 |
-16 |
-72.7% |
116 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1658 |
1.1614 |
1.1390 |
|
| R3 |
1.1533 |
1.1489 |
1.1355 |
|
| R2 |
1.1408 |
1.1408 |
1.1344 |
|
| R1 |
1.1364 |
1.1364 |
1.1332 |
1.1324 |
| PP |
1.1283 |
1.1283 |
1.1283 |
1.1262 |
| S1 |
1.1239 |
1.1239 |
1.1310 |
1.1199 |
| S2 |
1.1158 |
1.1158 |
1.1298 |
|
| S3 |
1.1033 |
1.1114 |
1.1287 |
|
| S4 |
1.0908 |
1.0989 |
1.1252 |
|
|
| 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 |
1.1201 |
0.0499 |
4.4% |
0.0121 |
1.1% |
24% |
False |
True |
24 |
| 10 |
1.1700 |
1.1067 |
0.0633 |
5.6% |
0.0086 |
0.8% |
40% |
False |
False |
17 |
| 20 |
1.1700 |
1.0805 |
0.0895 |
7.9% |
0.0065 |
0.6% |
58% |
False |
False |
13 |
| 40 |
1.1734 |
1.0805 |
0.0929 |
8.2% |
0.0047 |
0.4% |
56% |
False |
False |
26 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.1% |
0.0049 |
0.4% |
16% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.1% |
0.0039 |
0.3% |
16% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1857 |
|
2.618 |
1.1653 |
|
1.618 |
1.1528 |
|
1.000 |
1.1451 |
|
0.618 |
1.1403 |
|
HIGH |
1.1326 |
|
0.618 |
1.1278 |
|
0.500 |
1.1264 |
|
0.382 |
1.1249 |
|
LOW |
1.1201 |
|
0.618 |
1.1124 |
|
1.000 |
1.1076 |
|
1.618 |
1.0999 |
|
2.618 |
1.0874 |
|
4.250 |
1.0670 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1416 |
| PP |
1.1283 |
1.1384 |
| S1 |
1.1264 |
1.1353 |
|