CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.1066 |
0.0051 |
0.5% |
1.1324 |
| High |
1.1079 |
1.1112 |
0.0033 |
0.3% |
1.1324 |
| Low |
1.1008 |
1.1066 |
0.0058 |
0.5% |
1.1008 |
| Close |
1.1048 |
1.1125 |
0.0077 |
0.7% |
1.1125 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-35.2% |
0.0316 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
52 |
7 |
-45 |
-86.5% |
82 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1228 |
1.1150 |
|
| R3 |
1.1193 |
1.1182 |
1.1138 |
|
| R2 |
1.1147 |
1.1147 |
1.1133 |
|
| R1 |
1.1136 |
1.1136 |
1.1129 |
1.1142 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1104 |
| S1 |
1.1090 |
1.1090 |
1.1121 |
1.1096 |
| S2 |
1.1055 |
1.1055 |
1.1117 |
|
| S3 |
1.1009 |
1.1044 |
1.1112 |
|
| S4 |
1.0963 |
1.0998 |
1.1100 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.1929 |
1.1299 |
|
| R3 |
1.1784 |
1.1613 |
1.1212 |
|
| R2 |
1.1468 |
1.1468 |
1.1183 |
|
| R1 |
1.1297 |
1.1297 |
1.1154 |
1.1225 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1116 |
| S1 |
1.0981 |
1.0981 |
1.1096 |
1.0909 |
| S2 |
1.0836 |
1.0836 |
1.1067 |
|
| S3 |
1.0520 |
1.0665 |
1.1038 |
|
| S4 |
1.0204 |
1.0349 |
1.0951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1324 |
1.1008 |
0.0316 |
2.8% |
0.0113 |
1.0% |
37% |
False |
False |
16 |
| 10 |
1.1532 |
1.1008 |
0.0524 |
4.7% |
0.0082 |
0.7% |
22% |
False |
False |
16 |
| 20 |
1.1700 |
1.1008 |
0.0692 |
6.2% |
0.0078 |
0.7% |
17% |
False |
False |
16 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.0% |
0.0062 |
0.6% |
36% |
False |
False |
16 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.4% |
0.0043 |
0.4% |
16% |
False |
False |
22 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.6% |
0.0047 |
0.4% |
10% |
False |
False |
18 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
29.6% |
0.0038 |
0.3% |
10% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1232 |
|
1.618 |
1.1186 |
|
1.000 |
1.1158 |
|
0.618 |
1.1140 |
|
HIGH |
1.1112 |
|
0.618 |
1.1094 |
|
0.500 |
1.1089 |
|
0.382 |
1.1084 |
|
LOW |
1.1066 |
|
0.618 |
1.1038 |
|
1.000 |
1.1020 |
|
1.618 |
1.0992 |
|
2.618 |
1.0946 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1109 |
| PP |
1.1101 |
1.1093 |
| S1 |
1.1089 |
1.1078 |
|