CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0962 |
0.0113 |
1.0% |
1.0891 |
| High |
1.1058 |
1.1047 |
-0.0011 |
-0.1% |
1.0980 |
| Low |
1.0849 |
1.0904 |
0.0055 |
0.5% |
1.0738 |
| Close |
1.0973 |
1.0933 |
-0.0040 |
-0.4% |
1.0780 |
| Range |
0.0209 |
0.0143 |
-0.0066 |
-31.6% |
0.0242 |
| ATR |
0.0120 |
0.0121 |
0.0002 |
1.4% |
0.0000 |
| Volume |
75 |
571 |
496 |
661.3% |
69 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1305 |
1.1012 |
|
| R3 |
1.1247 |
1.1162 |
1.0972 |
|
| R2 |
1.1104 |
1.1104 |
1.0959 |
|
| R1 |
1.1019 |
1.1019 |
1.0946 |
1.0990 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0947 |
| S1 |
1.0876 |
1.0876 |
1.0920 |
1.0847 |
| S2 |
1.0818 |
1.0818 |
1.0907 |
|
| S3 |
1.0675 |
1.0733 |
1.0894 |
|
| S4 |
1.0532 |
1.0590 |
1.0854 |
|
|
| 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% |
0.0159 |
1.5% |
61% |
False |
False |
183 |
| 10 |
1.1058 |
1.0738 |
0.0320 |
2.9% |
0.0117 |
1.1% |
61% |
False |
False |
97 |
| 20 |
1.1427 |
1.0738 |
0.0689 |
6.3% |
0.0104 |
1.0% |
28% |
False |
False |
56 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0083 |
0.8% |
20% |
False |
False |
35 |
| 60 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0066 |
0.6% |
20% |
False |
False |
37 |
| 80 |
1.3800 |
1.0738 |
0.3062 |
28.0% |
0.0056 |
0.5% |
6% |
False |
False |
30 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
30.7% |
0.0052 |
0.5% |
6% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1655 |
|
2.618 |
1.1421 |
|
1.618 |
1.1278 |
|
1.000 |
1.1190 |
|
0.618 |
1.1135 |
|
HIGH |
1.1047 |
|
0.618 |
1.0992 |
|
0.500 |
1.0976 |
|
0.382 |
1.0959 |
|
LOW |
1.0904 |
|
0.618 |
1.0816 |
|
1.000 |
1.0761 |
|
1.618 |
1.0673 |
|
2.618 |
1.0530 |
|
4.250 |
1.0296 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0954 |
| PP |
1.0961 |
1.0947 |
| S1 |
1.0947 |
1.0940 |
|