CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1091 |
0.0011 |
0.1% |
1.1373 |
| High |
1.1120 |
1.1134 |
0.0014 |
0.1% |
1.1375 |
| Low |
1.0970 |
1.1091 |
0.0121 |
1.1% |
1.0970 |
| Close |
1.1071 |
1.1082 |
0.0011 |
0.1% |
1.1082 |
| Range |
0.0150 |
0.0043 |
-0.0107 |
-71.3% |
0.0405 |
| ATR |
0.0148 |
0.0142 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
20 |
43 |
23 |
115.0% |
127 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1200 |
1.1106 |
|
| R3 |
1.1188 |
1.1157 |
1.1094 |
|
| R2 |
1.1145 |
1.1145 |
1.1090 |
|
| R1 |
1.1114 |
1.1114 |
1.1086 |
1.1108 |
| PP |
1.1102 |
1.1102 |
1.1102 |
1.1100 |
| S1 |
1.1071 |
1.1071 |
1.1078 |
1.1065 |
| S2 |
1.1059 |
1.1059 |
1.1074 |
|
| S3 |
1.1016 |
1.1028 |
1.1070 |
|
| S4 |
1.0973 |
1.0985 |
1.1058 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2357 |
1.2125 |
1.1305 |
|
| R3 |
1.1952 |
1.1720 |
1.1193 |
|
| R2 |
1.1547 |
1.1547 |
1.1156 |
|
| R1 |
1.1315 |
1.1315 |
1.1119 |
1.1229 |
| PP |
1.1142 |
1.1142 |
1.1142 |
1.1099 |
| S1 |
1.0910 |
1.0910 |
1.1045 |
1.0824 |
| S2 |
1.0737 |
1.0737 |
1.1008 |
|
| S3 |
1.0332 |
1.0505 |
1.0971 |
|
| S4 |
0.9927 |
1.0100 |
1.0859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1375 |
1.0970 |
0.0405 |
3.7% |
0.0061 |
0.5% |
28% |
False |
False |
25 |
| 10 |
1.1564 |
1.0970 |
0.0594 |
5.4% |
0.0040 |
0.4% |
19% |
False |
False |
14 |
| 20 |
1.2850 |
1.0970 |
0.1880 |
17.0% |
0.0022 |
0.2% |
6% |
False |
False |
33 |
| 40 |
1.4099 |
1.0970 |
0.3129 |
28.2% |
0.0039 |
0.4% |
4% |
False |
False |
22 |
| 60 |
1.4099 |
1.0970 |
0.3129 |
28.2% |
0.0027 |
0.2% |
4% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1247 |
|
1.618 |
1.1204 |
|
1.000 |
1.1177 |
|
0.618 |
1.1161 |
|
HIGH |
1.1134 |
|
0.618 |
1.1118 |
|
0.500 |
1.1113 |
|
0.382 |
1.1107 |
|
LOW |
1.1091 |
|
0.618 |
1.1064 |
|
1.000 |
1.1048 |
|
1.618 |
1.1021 |
|
2.618 |
1.0978 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1120 |
| PP |
1.1102 |
1.1107 |
| S1 |
1.1092 |
1.1095 |
|