CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1462 |
1.1378 |
-0.0084 |
-0.7% |
1.1850 |
| High |
1.1462 |
1.1383 |
-0.0079 |
-0.7% |
1.1850 |
| Low |
1.1459 |
1.1378 |
-0.0081 |
-0.7% |
1.1499 |
| Close |
1.1458 |
1.1482 |
0.0024 |
0.2% |
1.1376 |
| Range |
0.0003 |
0.0005 |
0.0002 |
66.7% |
0.0351 |
| ATR |
0.0165 |
0.0159 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
517 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1461 |
1.1485 |
|
| R3 |
1.1424 |
1.1456 |
1.1483 |
|
| R2 |
1.1419 |
1.1419 |
1.1483 |
|
| R1 |
1.1451 |
1.1451 |
1.1482 |
1.1435 |
| PP |
1.1414 |
1.1414 |
1.1414 |
1.1407 |
| S1 |
1.1446 |
1.1446 |
1.1482 |
1.1430 |
| S2 |
1.1409 |
1.1409 |
1.1481 |
|
| S3 |
1.1404 |
1.1441 |
1.1481 |
|
| S4 |
1.1399 |
1.1436 |
1.1479 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2628 |
1.2353 |
1.1569 |
|
| R3 |
1.2277 |
1.2002 |
1.1473 |
|
| R2 |
1.1926 |
1.1926 |
1.1440 |
|
| R1 |
1.1651 |
1.1651 |
1.1408 |
1.1613 |
| PP |
1.1575 |
1.1575 |
1.1575 |
1.1556 |
| S1 |
1.1300 |
1.1300 |
1.1344 |
1.1262 |
| S2 |
1.1224 |
1.1224 |
1.1312 |
|
| S3 |
1.0873 |
1.0949 |
1.1279 |
|
| S4 |
1.0522 |
1.0598 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1527 |
1.1321 |
0.0206 |
1.8% |
0.0010 |
0.1% |
78% |
False |
False |
103 |
| 10 |
1.2850 |
1.1321 |
0.1529 |
13.3% |
0.0008 |
0.1% |
11% |
False |
False |
53 |
| 20 |
1.2850 |
1.1321 |
0.1529 |
13.3% |
0.0016 |
0.1% |
11% |
False |
False |
34 |
| 40 |
1.4099 |
1.1321 |
0.2778 |
24.2% |
0.0030 |
0.3% |
6% |
False |
False |
19 |
| 60 |
1.4099 |
1.1321 |
0.2778 |
24.2% |
0.0021 |
0.2% |
6% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1404 |
|
2.618 |
1.1396 |
|
1.618 |
1.1391 |
|
1.000 |
1.1388 |
|
0.618 |
1.1386 |
|
HIGH |
1.1383 |
|
0.618 |
1.1381 |
|
0.500 |
1.1381 |
|
0.382 |
1.1380 |
|
LOW |
1.1378 |
|
0.618 |
1.1375 |
|
1.000 |
1.1373 |
|
1.618 |
1.1370 |
|
2.618 |
1.1365 |
|
4.250 |
1.1357 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1448 |
1.1452 |
| PP |
1.1414 |
1.1422 |
| S1 |
1.1381 |
1.1392 |
|