CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1230 |
1.1133 |
-0.0097 |
-0.9% |
1.0812 |
| High |
1.1272 |
1.1192 |
-0.0080 |
-0.7% |
1.1244 |
| Low |
1.1115 |
1.1062 |
-0.0053 |
-0.5% |
1.0800 |
| Close |
1.1134 |
1.1127 |
-0.0007 |
-0.1% |
1.1209 |
| Range |
0.0157 |
0.0130 |
-0.0027 |
-17.2% |
0.0444 |
| ATR |
0.0184 |
0.0180 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
16,629 |
26,033 |
9,404 |
56.6% |
109,330 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1452 |
1.1199 |
|
| R3 |
1.1387 |
1.1322 |
1.1163 |
|
| R2 |
1.1257 |
1.1257 |
1.1151 |
|
| R1 |
1.1192 |
1.1192 |
1.1139 |
1.1160 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1111 |
| S1 |
1.1062 |
1.1062 |
1.1115 |
1.1030 |
| S2 |
1.0997 |
1.0997 |
1.1103 |
|
| S3 |
1.0867 |
1.0932 |
1.1091 |
|
| S4 |
1.0737 |
1.0802 |
1.1056 |
|
|
| 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 |
1.0987 |
0.0285 |
2.6% |
0.0159 |
1.4% |
49% |
False |
False |
21,529 |
| 10 |
1.1272 |
1.0749 |
0.0523 |
4.7% |
0.0166 |
1.5% |
72% |
False |
False |
23,727 |
| 20 |
1.1321 |
1.0749 |
0.0572 |
5.1% |
0.0164 |
1.5% |
66% |
False |
False |
23,472 |
| 40 |
1.2985 |
1.0749 |
0.2236 |
20.1% |
0.0205 |
1.8% |
17% |
False |
False |
14,773 |
| 60 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0235 |
2.1% |
11% |
False |
False |
9,977 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0204 |
1.8% |
11% |
False |
False |
7,490 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0175 |
1.6% |
11% |
False |
False |
5,999 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.6% |
0.0146 |
1.3% |
11% |
False |
False |
4,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1532 |
|
1.618 |
1.1402 |
|
1.000 |
1.1322 |
|
0.618 |
1.1272 |
|
HIGH |
1.1192 |
|
0.618 |
1.1142 |
|
0.500 |
1.1127 |
|
0.382 |
1.1112 |
|
LOW |
1.1062 |
|
0.618 |
1.0982 |
|
1.000 |
1.0932 |
|
1.618 |
1.0852 |
|
2.618 |
1.0722 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1127 |
1.1167 |
| PP |
1.1127 |
1.1154 |
| S1 |
1.1127 |
1.1140 |
|