CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0891 |
-0.0052 |
-0.5% |
1.1147 |
| High |
1.1036 |
1.0966 |
-0.0070 |
-0.6% |
1.1147 |
| Low |
1.0926 |
1.0891 |
-0.0035 |
-0.3% |
1.0869 |
| Close |
1.0926 |
1.0937 |
0.0011 |
0.1% |
1.0926 |
| Range |
0.0110 |
0.0075 |
-0.0035 |
-31.8% |
0.0278 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
10 |
16 |
6 |
60.0% |
75 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1122 |
1.0978 |
|
| R3 |
1.1081 |
1.1047 |
1.0958 |
|
| R2 |
1.1006 |
1.1006 |
1.0951 |
|
| R1 |
1.0972 |
1.0972 |
1.0944 |
1.0989 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0940 |
| S1 |
1.0897 |
1.0897 |
1.0930 |
1.0914 |
| S2 |
1.0856 |
1.0856 |
1.0923 |
|
| S3 |
1.0781 |
1.0822 |
1.0916 |
|
| S4 |
1.0706 |
1.0747 |
1.0896 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1648 |
1.1079 |
|
| R3 |
1.1537 |
1.1370 |
1.1002 |
|
| R2 |
1.1259 |
1.1259 |
1.0977 |
|
| R1 |
1.1092 |
1.1092 |
1.0951 |
1.1037 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0953 |
| S1 |
1.0814 |
1.0814 |
1.0901 |
1.0759 |
| S2 |
1.0703 |
1.0703 |
1.0875 |
|
| S3 |
1.0425 |
1.0536 |
1.0850 |
|
| S4 |
1.0147 |
1.0258 |
1.0773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1036 |
1.0869 |
0.0167 |
1.5% |
0.0081 |
0.7% |
41% |
False |
False |
17 |
| 10 |
1.1213 |
1.0869 |
0.0344 |
3.1% |
0.0087 |
0.8% |
20% |
False |
False |
16 |
| 20 |
1.1700 |
1.0869 |
0.0831 |
7.6% |
0.0091 |
0.8% |
8% |
False |
False |
17 |
| 40 |
1.1700 |
1.0805 |
0.0895 |
8.2% |
0.0066 |
0.6% |
15% |
False |
False |
15 |
| 60 |
1.2850 |
1.0805 |
0.2045 |
18.7% |
0.0052 |
0.5% |
6% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0053 |
0.5% |
4% |
False |
False |
19 |
| 100 |
1.4099 |
1.0805 |
0.3294 |
30.1% |
0.0043 |
0.4% |
4% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1162 |
|
1.618 |
1.1087 |
|
1.000 |
1.1041 |
|
0.618 |
1.1012 |
|
HIGH |
1.0966 |
|
0.618 |
1.0937 |
|
0.500 |
1.0929 |
|
0.382 |
1.0920 |
|
LOW |
1.0891 |
|
0.618 |
1.0845 |
|
1.000 |
1.0816 |
|
1.618 |
1.0770 |
|
2.618 |
1.0695 |
|
4.250 |
1.0572 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0953 |
| PP |
1.0931 |
1.0947 |
| S1 |
1.0929 |
1.0942 |
|