CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.0803 |
-0.0120 |
-1.1% |
1.0891 |
| High |
1.0923 |
1.0925 |
0.0002 |
0.0% |
1.0980 |
| Low |
1.0738 |
1.0780 |
0.0042 |
0.4% |
1.0738 |
| Close |
1.0780 |
1.0862 |
0.0082 |
0.8% |
1.0780 |
| Range |
0.0185 |
0.0145 |
-0.0040 |
-21.6% |
0.0242 |
| ATR |
0.0110 |
0.0113 |
0.0002 |
2.3% |
0.0000 |
| Volume |
36 |
150 |
114 |
316.7% |
69 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1221 |
1.0942 |
|
| R3 |
1.1146 |
1.1076 |
1.0902 |
|
| R2 |
1.1001 |
1.1001 |
1.0889 |
|
| R1 |
1.0931 |
1.0931 |
1.0875 |
1.0966 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0873 |
| S1 |
1.0786 |
1.0786 |
1.0849 |
1.0821 |
| S2 |
1.0711 |
1.0711 |
1.0835 |
|
| S3 |
1.0566 |
1.0641 |
1.0822 |
|
| S4 |
1.0421 |
1.0496 |
1.0782 |
|
|
| 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 |
1.0980 |
1.0738 |
0.0242 |
2.2% |
0.0102 |
0.9% |
51% |
False |
False |
43 |
| 10 |
1.1147 |
1.0738 |
0.0409 |
3.8% |
0.0094 |
0.9% |
30% |
False |
False |
29 |
| 20 |
1.1532 |
1.0738 |
0.0794 |
7.3% |
0.0088 |
0.8% |
16% |
False |
False |
22 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0075 |
0.7% |
13% |
False |
False |
18 |
| 60 |
1.2850 |
1.0738 |
0.2112 |
19.4% |
0.0059 |
0.5% |
6% |
False |
False |
25 |
| 80 |
1.4099 |
1.0738 |
0.3361 |
30.9% |
0.0058 |
0.5% |
4% |
False |
False |
21 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
30.9% |
0.0047 |
0.4% |
4% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1541 |
|
2.618 |
1.1305 |
|
1.618 |
1.1160 |
|
1.000 |
1.1070 |
|
0.618 |
1.1015 |
|
HIGH |
1.0925 |
|
0.618 |
1.0870 |
|
0.500 |
1.0853 |
|
0.382 |
1.0835 |
|
LOW |
1.0780 |
|
0.618 |
1.0690 |
|
1.000 |
1.0635 |
|
1.618 |
1.0545 |
|
2.618 |
1.0400 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0859 |
1.0861 |
| PP |
1.0856 |
1.0860 |
| S1 |
1.0853 |
1.0859 |
|