CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0888 |
-0.0017 |
-0.2% |
1.0803 |
| High |
1.0926 |
1.0888 |
-0.0038 |
-0.3% |
1.1058 |
| Low |
1.0869 |
1.0794 |
-0.0075 |
-0.7% |
1.0780 |
| Close |
1.0888 |
1.0823 |
-0.0065 |
-0.6% |
1.0882 |
| Range |
0.0057 |
0.0094 |
0.0037 |
64.9% |
0.0278 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
145 |
362 |
217 |
149.7% |
1,321 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1064 |
1.0875 |
|
| R3 |
1.1023 |
1.0970 |
1.0849 |
|
| R2 |
1.0929 |
1.0929 |
1.0840 |
|
| R1 |
1.0876 |
1.0876 |
1.0832 |
1.0856 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0825 |
| S1 |
1.0782 |
1.0782 |
1.0814 |
1.0762 |
| S2 |
1.0741 |
1.0741 |
1.0806 |
|
| S3 |
1.0647 |
1.0688 |
1.0797 |
|
| S4 |
1.0553 |
1.0594 |
1.0771 |
|
|
| 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 |
1.0794 |
0.0264 |
2.4% |
0.0129 |
1.2% |
11% |
False |
True |
318 |
| 10 |
1.1058 |
1.0738 |
0.0320 |
3.0% |
0.0119 |
1.1% |
27% |
False |
False |
188 |
| 20 |
1.1213 |
1.0738 |
0.0475 |
4.4% |
0.0103 |
1.0% |
18% |
False |
False |
102 |
| 40 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0083 |
0.8% |
9% |
False |
False |
58 |
| 60 |
1.1700 |
1.0738 |
0.0962 |
8.9% |
0.0070 |
0.7% |
9% |
False |
False |
44 |
| 80 |
1.2895 |
1.0738 |
0.2157 |
19.9% |
0.0059 |
0.5% |
4% |
False |
False |
42 |
| 100 |
1.4099 |
1.0738 |
0.3361 |
31.1% |
0.0055 |
0.5% |
3% |
False |
False |
34 |
| 120 |
1.4099 |
1.0738 |
0.3361 |
31.1% |
0.0046 |
0.4% |
3% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1134 |
|
1.618 |
1.1040 |
|
1.000 |
1.0982 |
|
0.618 |
1.0946 |
|
HIGH |
1.0888 |
|
0.618 |
1.0852 |
|
0.500 |
1.0841 |
|
0.382 |
1.0830 |
|
LOW |
1.0794 |
|
0.618 |
1.0736 |
|
1.000 |
1.0700 |
|
1.618 |
1.0642 |
|
2.618 |
1.0548 |
|
4.250 |
1.0395 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0892 |
| PP |
1.0835 |
1.0869 |
| S1 |
1.0829 |
1.0846 |
|