CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.1326 |
1.1363 |
0.0037 |
0.3% |
1.1400 |
High |
1.1326 |
1.1363 |
0.0037 |
0.3% |
1.1700 |
Low |
1.1201 |
1.1363 |
0.0162 |
1.4% |
1.1342 |
Close |
1.1321 |
1.1363 |
0.0042 |
0.4% |
1.1637 |
Range |
0.0125 |
0.0000 |
-0.0125 |
-100.0% |
0.0358 |
ATR |
0.0124 |
0.0118 |
-0.0006 |
-4.7% |
0.0000 |
Volume |
6 |
32 |
26 |
433.3% |
116 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1363 |
1.1363 |
1.1363 |
|
R3 |
1.1363 |
1.1363 |
1.1363 |
|
R2 |
1.1363 |
1.1363 |
1.1363 |
|
R1 |
1.1363 |
1.1363 |
1.1363 |
1.1363 |
PP |
1.1363 |
1.1363 |
1.1363 |
1.1363 |
S1 |
1.1363 |
1.1363 |
1.1363 |
1.1363 |
S2 |
1.1363 |
1.1363 |
1.1363 |
|
S3 |
1.1363 |
1.1363 |
1.1363 |
|
S4 |
1.1363 |
1.1363 |
1.1363 |
|
|
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% |
0.0092 |
0.8% |
32% |
False |
False |
29 |
10 |
1.1700 |
1.1067 |
0.0633 |
5.6% |
0.0086 |
0.8% |
47% |
False |
False |
20 |
20 |
1.1700 |
1.0805 |
0.0895 |
7.9% |
0.0062 |
0.5% |
62% |
False |
False |
14 |
40 |
1.1700 |
1.0805 |
0.0895 |
7.9% |
0.0047 |
0.4% |
62% |
False |
False |
27 |
60 |
1.3800 |
1.0805 |
0.2995 |
26.4% |
0.0040 |
0.3% |
19% |
False |
False |
22 |
80 |
1.4099 |
1.0805 |
0.3294 |
29.0% |
0.0039 |
0.3% |
17% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1363 |
2.618 |
1.1363 |
1.618 |
1.1363 |
1.000 |
1.1363 |
0.618 |
1.1363 |
HIGH |
1.1363 |
0.618 |
1.1363 |
0.500 |
1.1363 |
0.382 |
1.1363 |
LOW |
1.1363 |
0.618 |
1.1363 |
1.000 |
1.1363 |
1.618 |
1.1363 |
2.618 |
1.1363 |
4.250 |
1.1363 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1363 |
1.1367 |
PP |
1.1363 |
1.1365 |
S1 |
1.1363 |
1.1364 |
|