CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1328 |
-0.0035 |
-0.3% |
1.1400 |
| High |
1.1363 |
1.1427 |
0.0064 |
0.6% |
1.1700 |
| Low |
1.1363 |
1.1325 |
-0.0038 |
-0.3% |
1.1342 |
| Close |
1.1363 |
1.1427 |
0.0064 |
0.6% |
1.1637 |
| Range |
0.0000 |
0.0102 |
0.0102 |
|
0.0358 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
32 |
15 |
-17 |
-53.1% |
116 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1665 |
1.1483 |
|
| R3 |
1.1597 |
1.1563 |
1.1455 |
|
| R2 |
1.1495 |
1.1495 |
1.1446 |
|
| R1 |
1.1461 |
1.1461 |
1.1436 |
1.1478 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1402 |
| S1 |
1.1359 |
1.1359 |
1.1418 |
1.1376 |
| S2 |
1.1291 |
1.1291 |
1.1408 |
|
| S3 |
1.1189 |
1.1257 |
1.1399 |
|
| S4 |
1.1087 |
1.1155 |
1.1371 |
|
|
| 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 |
1.1630 |
1.1201 |
0.0429 |
3.8% |
0.0052 |
0.5% |
53% |
False |
False |
21 |
| 10 |
1.1700 |
1.1201 |
0.0499 |
4.4% |
0.0082 |
0.7% |
45% |
False |
False |
22 |
| 20 |
1.1700 |
1.0876 |
0.0824 |
7.2% |
0.0063 |
0.6% |
67% |
False |
False |
14 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
7.8% |
0.0050 |
0.4% |
69% |
False |
False |
27 |
| 60 |
1.3179 |
1.0805 |
0.2374 |
20.8% |
0.0041 |
0.4% |
26% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
28.8% |
0.0040 |
0.3% |
19% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1694 |
|
1.618 |
1.1592 |
|
1.000 |
1.1529 |
|
0.618 |
1.1490 |
|
HIGH |
1.1427 |
|
0.618 |
1.1388 |
|
0.500 |
1.1376 |
|
0.382 |
1.1364 |
|
LOW |
1.1325 |
|
0.618 |
1.1262 |
|
1.000 |
1.1223 |
|
1.618 |
1.1160 |
|
2.618 |
1.1058 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1410 |
1.1389 |
| PP |
1.1393 |
1.1352 |
| S1 |
1.1376 |
1.1314 |
|