CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0941 |
-0.0021 |
-0.2% |
1.0803 |
| High |
1.1047 |
1.0990 |
-0.0057 |
-0.5% |
1.1058 |
| Low |
1.0904 |
1.0850 |
-0.0054 |
-0.5% |
1.0780 |
| Close |
1.0933 |
1.0882 |
-0.0051 |
-0.5% |
1.0882 |
| Range |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0278 |
| ATR |
0.0121 |
0.0123 |
0.0001 |
1.1% |
0.0000 |
| Volume |
571 |
439 |
-132 |
-23.1% |
1,321 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1245 |
1.0959 |
|
| R3 |
1.1187 |
1.1105 |
1.0921 |
|
| R2 |
1.1047 |
1.1047 |
1.0908 |
|
| R1 |
1.0965 |
1.0965 |
1.0895 |
1.0936 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0893 |
| S1 |
1.0825 |
1.0825 |
1.0869 |
1.0796 |
| S2 |
1.0767 |
1.0767 |
1.0856 |
|
| S3 |
1.0627 |
1.0685 |
1.0844 |
|
| S4 |
1.0487 |
1.0545 |
1.0805 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1589 |
1.1035 |
|
| R3 |
1.1463 |
1.1311 |
1.0958 |
|
| R2 |
1.1185 |
1.1185 |
1.0933 |
|
| R1 |
1.1033 |
1.1033 |
1.0907 |
1.1109 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0945 |
| S1 |
1.0755 |
1.0755 |
1.0857 |
1.0831 |
| S2 |
1.0629 |
1.0629 |
1.0831 |
|
| S3 |
1.0351 |
1.0477 |
1.0806 |
|
| S4 |
1.0073 |
1.0199 |
1.0729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1058 |
1.0780 |
0.0278 |
2.6% |
0.0150 |
1.4% |
37% |
False |
False |
264 |
| 10 |
1.1058 |
1.0738 |
0.0320 |
2.9% |
0.0123 |
1.1% |
45% |
False |
False |
140 |
| 20 |
1.1336 |
1.0738 |
0.0598 |
5.5% |
0.0106 |
1.0% |
24% |
False |
False |
77 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0085 |
0.8% |
15% |
False |
False |
46 |
| 60 |
1.1700 |
1.0738 |
0.0962 |
8.8% |
0.0069 |
0.6% |
15% |
False |
False |
44 |
| 80 |
1.3179 |
1.0738 |
0.2441 |
22.4% |
0.0058 |
0.5% |
6% |
False |
False |
36 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
30.9% |
0.0053 |
0.5% |
4% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1357 |
|
1.618 |
1.1217 |
|
1.000 |
1.1130 |
|
0.618 |
1.1077 |
|
HIGH |
1.0990 |
|
0.618 |
1.0937 |
|
0.500 |
1.0920 |
|
0.382 |
1.0903 |
|
LOW |
1.0850 |
|
0.618 |
1.0763 |
|
1.000 |
1.0710 |
|
1.618 |
1.0623 |
|
2.618 |
1.0483 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0954 |
| PP |
1.0907 |
1.0930 |
| S1 |
1.0895 |
1.0906 |
|