CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0875 |
-0.0027 |
-0.2% |
1.1324 |
| High |
1.0942 |
1.0954 |
0.0012 |
0.1% |
1.1324 |
| Low |
1.0899 |
1.0869 |
-0.0030 |
-0.3% |
1.1008 |
| Close |
1.0934 |
1.0898 |
-0.0036 |
-0.3% |
1.1125 |
| Range |
0.0043 |
0.0085 |
0.0042 |
97.7% |
0.0316 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
20 |
12 |
-8 |
-40.0% |
82 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1115 |
1.0945 |
|
| R3 |
1.1077 |
1.1030 |
1.0921 |
|
| R2 |
1.0992 |
1.0992 |
1.0914 |
|
| R1 |
1.0945 |
1.0945 |
1.0906 |
1.0969 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0919 |
| S1 |
1.0860 |
1.0860 |
1.0890 |
1.0884 |
| S2 |
1.0822 |
1.0822 |
1.0882 |
|
| S3 |
1.0737 |
1.0775 |
1.0875 |
|
| S4 |
1.0652 |
1.0690 |
1.0851 |
|
|
| 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 |
1.1147 |
1.0869 |
0.0278 |
2.6% |
0.0073 |
0.7% |
10% |
False |
True |
14 |
| 10 |
1.1336 |
1.0869 |
0.0467 |
4.3% |
0.0090 |
0.8% |
6% |
False |
True |
15 |
| 20 |
1.1700 |
1.0869 |
0.0831 |
7.6% |
0.0086 |
0.8% |
3% |
False |
True |
18 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.2% |
0.0063 |
0.6% |
10% |
False |
False |
16 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.8% |
0.0049 |
0.4% |
5% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
30.2% |
0.0051 |
0.5% |
3% |
False |
False |
19 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
30.2% |
0.0041 |
0.4% |
3% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1177 |
|
1.618 |
1.1092 |
|
1.000 |
1.1039 |
|
0.618 |
1.1007 |
|
HIGH |
1.0954 |
|
0.618 |
1.0922 |
|
0.500 |
1.0912 |
|
0.382 |
1.0901 |
|
LOW |
1.0869 |
|
0.618 |
1.0816 |
|
1.000 |
1.0784 |
|
1.618 |
1.0731 |
|
2.618 |
1.0646 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0936 |
| PP |
1.0907 |
1.0923 |
| S1 |
1.0903 |
1.0911 |
|