CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.0923 |
-0.0057 |
-0.5% |
1.0891 |
| High |
1.0980 |
1.0923 |
-0.0057 |
-0.5% |
1.0980 |
| Low |
1.0875 |
1.0738 |
-0.0137 |
-1.3% |
1.0738 |
| Close |
1.0887 |
1.0780 |
-0.0107 |
-1.0% |
1.0780 |
| Range |
0.0105 |
0.0185 |
0.0080 |
76.2% |
0.0242 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
5.5% |
0.0000 |
| Volume |
0 |
36 |
36 |
|
69 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1259 |
1.0882 |
|
| R3 |
1.1184 |
1.1074 |
1.0831 |
|
| R2 |
1.0999 |
1.0999 |
1.0814 |
|
| R1 |
1.0889 |
1.0889 |
1.0797 |
1.0852 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0795 |
| S1 |
1.0704 |
1.0704 |
1.0763 |
1.0667 |
| S2 |
1.0629 |
1.0629 |
1.0746 |
|
| S3 |
1.0444 |
1.0519 |
1.0729 |
|
| S4 |
1.0259 |
1.0334 |
1.0678 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1411 |
1.0913 |
|
| R3 |
1.1317 |
1.1169 |
1.0847 |
|
| R2 |
1.1075 |
1.1075 |
1.0824 |
|
| R1 |
1.0927 |
1.0927 |
1.0802 |
1.0880 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0809 |
| S1 |
1.0685 |
1.0685 |
1.0758 |
1.0638 |
| S2 |
1.0591 |
1.0591 |
1.0736 |
|
| S3 |
1.0349 |
1.0443 |
1.0713 |
|
| S4 |
1.0107 |
1.0201 |
1.0647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1036 |
1.0738 |
0.0298 |
2.8% |
0.0095 |
0.9% |
14% |
False |
True |
15 |
| 10 |
1.1147 |
1.0738 |
0.0409 |
3.8% |
0.0084 |
0.8% |
10% |
False |
True |
15 |
| 20 |
1.1630 |
1.0738 |
0.0892 |
8.3% |
0.0082 |
0.8% |
5% |
False |
True |
17 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0072 |
0.7% |
4% |
False |
True |
14 |
| 60 |
1.2850 |
1.0738 |
0.2112 |
19.6% |
0.0057 |
0.5% |
2% |
False |
True |
22 |
| 80 |
1.4099 |
1.0738 |
0.3361 |
31.2% |
0.0057 |
0.5% |
1% |
False |
True |
19 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
31.2% |
0.0046 |
0.4% |
1% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1407 |
|
1.618 |
1.1222 |
|
1.000 |
1.1108 |
|
0.618 |
1.1037 |
|
HIGH |
1.0923 |
|
0.618 |
1.0852 |
|
0.500 |
1.0831 |
|
0.382 |
1.0809 |
|
LOW |
1.0738 |
|
0.618 |
1.0624 |
|
1.000 |
1.0553 |
|
1.618 |
1.0439 |
|
2.618 |
1.0254 |
|
4.250 |
0.9952 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0859 |
| PP |
1.0814 |
1.0833 |
| S1 |
1.0797 |
1.0806 |
|