CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1564 |
1.1515 |
-0.0049 |
-0.4% |
1.1321 |
| High |
1.1564 |
1.1515 |
-0.0049 |
-0.4% |
1.1564 |
| Low |
1.1564 |
1.1468 |
-0.0096 |
-0.8% |
1.1321 |
| Close |
1.1564 |
1.1482 |
-0.0082 |
-0.7% |
1.1482 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0243 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1603 |
1.1508 |
|
| R3 |
1.1582 |
1.1556 |
1.1495 |
|
| R2 |
1.1535 |
1.1535 |
1.1491 |
|
| R1 |
1.1509 |
1.1509 |
1.1486 |
1.1499 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1483 |
| S1 |
1.1462 |
1.1462 |
1.1478 |
1.1452 |
| S2 |
1.1441 |
1.1441 |
1.1473 |
|
| S3 |
1.1394 |
1.1415 |
1.1469 |
|
| S4 |
1.1347 |
1.1368 |
1.1456 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2185 |
1.2076 |
1.1616 |
|
| R3 |
1.1942 |
1.1833 |
1.1549 |
|
| R2 |
1.1699 |
1.1699 |
1.1527 |
|
| R1 |
1.1590 |
1.1590 |
1.1504 |
1.1645 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1483 |
| S1 |
1.1347 |
1.1347 |
1.1460 |
1.1402 |
| S2 |
1.1213 |
1.1213 |
1.1437 |
|
| S3 |
1.0970 |
1.1104 |
1.1415 |
|
| S4 |
1.0727 |
1.0861 |
1.1348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1564 |
1.1321 |
0.0243 |
2.1% |
0.0020 |
0.2% |
66% |
False |
False |
3 |
| 10 |
1.2850 |
1.1321 |
0.1529 |
13.3% |
0.0010 |
0.1% |
11% |
False |
False |
53 |
| 20 |
1.2850 |
1.1321 |
0.1529 |
13.3% |
0.0007 |
0.1% |
11% |
False |
False |
32 |
| 40 |
1.4099 |
1.1321 |
0.2778 |
24.2% |
0.0031 |
0.3% |
6% |
False |
False |
19 |
| 60 |
1.4099 |
1.1321 |
0.2778 |
24.2% |
0.0022 |
0.2% |
6% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1715 |
|
2.618 |
1.1638 |
|
1.618 |
1.1591 |
|
1.000 |
1.1562 |
|
0.618 |
1.1544 |
|
HIGH |
1.1515 |
|
0.618 |
1.1497 |
|
0.500 |
1.1492 |
|
0.382 |
1.1486 |
|
LOW |
1.1468 |
|
0.618 |
1.1439 |
|
1.000 |
1.1421 |
|
1.618 |
1.1392 |
|
2.618 |
1.1345 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1478 |
| PP |
1.1488 |
1.1475 |
| S1 |
1.1485 |
1.1471 |
|