CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0849 |
-0.0005 |
0.0% |
1.0891 |
| High |
1.0969 |
1.1058 |
0.0089 |
0.8% |
1.0980 |
| Low |
1.0854 |
1.0849 |
-0.0005 |
0.0% |
1.0738 |
| Close |
1.0903 |
1.0973 |
0.0070 |
0.6% |
1.0780 |
| Range |
0.0115 |
0.0209 |
0.0094 |
81.7% |
0.0242 |
| ATR |
0.0113 |
0.0120 |
0.0007 |
6.1% |
0.0000 |
| Volume |
86 |
75 |
-11 |
-12.8% |
69 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1489 |
1.1088 |
|
| R3 |
1.1378 |
1.1280 |
1.1030 |
|
| R2 |
1.1169 |
1.1169 |
1.1011 |
|
| R1 |
1.1071 |
1.1071 |
1.0992 |
1.1120 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0985 |
| S1 |
1.0862 |
1.0862 |
1.0954 |
1.0911 |
| S2 |
1.0751 |
1.0751 |
1.0935 |
|
| S3 |
1.0542 |
1.0653 |
1.0916 |
|
| S4 |
1.0333 |
1.0444 |
1.0858 |
|
|
| 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 |
1.1058 |
1.0738 |
0.0320 |
2.9% |
0.0152 |
1.4% |
73% |
True |
False |
69 |
| 10 |
1.1058 |
1.0738 |
0.0320 |
2.9% |
0.0107 |
1.0% |
73% |
True |
False |
42 |
| 20 |
1.1427 |
1.0738 |
0.0689 |
6.3% |
0.0097 |
0.9% |
34% |
False |
False |
29 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0081 |
0.7% |
24% |
False |
False |
21 |
| 60 |
1.1734 |
1.0738 |
0.0996 |
9.1% |
0.0064 |
0.6% |
24% |
False |
False |
27 |
| 80 |
1.4099 |
1.0738 |
0.3361 |
30.6% |
0.0061 |
0.6% |
7% |
False |
False |
23 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
30.6% |
0.0050 |
0.5% |
7% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1946 |
|
2.618 |
1.1605 |
|
1.618 |
1.1396 |
|
1.000 |
1.1267 |
|
0.618 |
1.1187 |
|
HIGH |
1.1058 |
|
0.618 |
1.0978 |
|
0.500 |
1.0954 |
|
0.382 |
1.0929 |
|
LOW |
1.0849 |
|
0.618 |
1.0720 |
|
1.000 |
1.0640 |
|
1.618 |
1.0511 |
|
2.618 |
1.0302 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0955 |
| PP |
1.0960 |
1.0937 |
| S1 |
1.0954 |
1.0919 |
|