CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.1148 |
1.1230 |
0.0082 |
0.7% |
1.0812 |
High |
1.1244 |
1.1272 |
0.0028 |
0.2% |
1.1244 |
Low |
1.1114 |
1.1115 |
0.0001 |
0.0% |
1.0800 |
Close |
1.1209 |
1.1134 |
-0.0075 |
-0.7% |
1.1209 |
Range |
0.0130 |
0.0157 |
0.0027 |
20.8% |
0.0444 |
ATR |
0.0186 |
0.0184 |
-0.0002 |
-1.1% |
0.0000 |
Volume |
17,684 |
16,629 |
-1,055 |
-6.0% |
109,330 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1645 |
1.1546 |
1.1220 |
|
R3 |
1.1488 |
1.1389 |
1.1177 |
|
R2 |
1.1331 |
1.1331 |
1.1163 |
|
R1 |
1.1232 |
1.1232 |
1.1148 |
1.1203 |
PP |
1.1174 |
1.1174 |
1.1174 |
1.1159 |
S1 |
1.1075 |
1.1075 |
1.1120 |
1.1046 |
S2 |
1.1017 |
1.1017 |
1.1105 |
|
S3 |
1.0860 |
1.0918 |
1.1091 |
|
S4 |
1.0703 |
1.0761 |
1.1048 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2416 |
1.2257 |
1.1453 |
|
R3 |
1.1972 |
1.1813 |
1.1331 |
|
R2 |
1.1528 |
1.1528 |
1.1290 |
|
R1 |
1.1369 |
1.1369 |
1.1250 |
1.1449 |
PP |
1.1084 |
1.1084 |
1.1084 |
1.1124 |
S1 |
1.0925 |
1.0925 |
1.1168 |
1.1005 |
S2 |
1.0640 |
1.0640 |
1.1128 |
|
S3 |
1.0196 |
1.0481 |
1.1087 |
|
S4 |
0.9752 |
1.0037 |
1.0965 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1272 |
1.0977 |
0.0295 |
2.6% |
0.0157 |
1.4% |
53% |
True |
False |
20,360 |
10 |
1.1272 |
1.0749 |
0.0523 |
4.7% |
0.0167 |
1.5% |
74% |
True |
False |
23,433 |
20 |
1.1407 |
1.0749 |
0.0658 |
5.9% |
0.0166 |
1.5% |
59% |
False |
False |
23,700 |
40 |
1.2985 |
1.0749 |
0.2236 |
20.1% |
0.0204 |
1.8% |
17% |
False |
False |
14,126 |
60 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0236 |
2.1% |
11% |
False |
False |
9,546 |
80 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0204 |
1.8% |
11% |
False |
False |
7,167 |
100 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0173 |
1.6% |
11% |
False |
False |
5,738 |
120 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0145 |
1.3% |
11% |
False |
False |
4,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1939 |
2.618 |
1.1683 |
1.618 |
1.1526 |
1.000 |
1.1429 |
0.618 |
1.1369 |
HIGH |
1.1272 |
0.618 |
1.1212 |
0.500 |
1.1194 |
0.382 |
1.1175 |
LOW |
1.1115 |
0.618 |
1.1018 |
1.000 |
1.0958 |
1.618 |
1.0861 |
2.618 |
1.0704 |
4.250 |
1.0448 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1194 |
1.1173 |
PP |
1.1174 |
1.1160 |
S1 |
1.1154 |
1.1147 |
|