CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1075 |
1.1147 |
0.0072 |
0.7% |
1.1529 |
| High |
1.1213 |
1.1147 |
-0.0066 |
-0.6% |
1.1532 |
| Low |
1.1075 |
1.1037 |
-0.0038 |
-0.3% |
1.1201 |
| Close |
1.1213 |
1.1020 |
-0.0193 |
-1.7% |
1.1324 |
| Range |
0.0138 |
0.0110 |
-0.0028 |
-20.3% |
0.0331 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.1% |
0.0000 |
| Volume |
9 |
4 |
-5 |
-55.6% |
83 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1319 |
1.1081 |
|
| R3 |
1.1288 |
1.1209 |
1.1050 |
|
| R2 |
1.1178 |
1.1178 |
1.1040 |
|
| R1 |
1.1099 |
1.1099 |
1.1030 |
1.1084 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1060 |
| S1 |
1.0989 |
1.0989 |
1.1010 |
1.0974 |
| S2 |
1.0958 |
1.0958 |
1.1000 |
|
| S3 |
1.0848 |
1.0879 |
1.0990 |
|
| S4 |
1.0738 |
1.0769 |
1.0960 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2345 |
1.2166 |
1.1506 |
|
| R3 |
1.2014 |
1.1835 |
1.1415 |
|
| R2 |
1.1683 |
1.1683 |
1.1385 |
|
| R1 |
1.1504 |
1.1504 |
1.1354 |
1.1428 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1315 |
| S1 |
1.1173 |
1.1173 |
1.1294 |
1.1097 |
| S2 |
1.1021 |
1.1021 |
1.1263 |
|
| S3 |
1.0690 |
1.0842 |
1.1233 |
|
| S4 |
1.0359 |
1.0511 |
1.1142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1427 |
1.1037 |
0.0390 |
3.5% |
0.0113 |
1.0% |
-4% |
False |
True |
9 |
| 10 |
1.1700 |
1.1037 |
0.0663 |
6.0% |
0.0102 |
0.9% |
-3% |
False |
True |
19 |
| 20 |
1.1700 |
1.1037 |
0.0663 |
6.0% |
0.0072 |
0.7% |
-3% |
False |
True |
13 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.1% |
0.0060 |
0.5% |
24% |
False |
False |
15 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.6% |
0.0045 |
0.4% |
11% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.9% |
0.0045 |
0.4% |
7% |
False |
False |
17 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.9% |
0.0036 |
0.3% |
7% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1435 |
|
1.618 |
1.1325 |
|
1.000 |
1.1257 |
|
0.618 |
1.1215 |
|
HIGH |
1.1147 |
|
0.618 |
1.1105 |
|
0.500 |
1.1092 |
|
0.382 |
1.1079 |
|
LOW |
1.1037 |
|
0.618 |
1.0969 |
|
1.000 |
1.0927 |
|
1.618 |
1.0859 |
|
2.618 |
1.0749 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1092 |
1.1181 |
| PP |
1.1068 |
1.1127 |
| S1 |
1.1044 |
1.1074 |
|