CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1075 |
-0.0016 |
-0.1% |
1.1373 |
| High |
1.1134 |
1.1090 |
-0.0044 |
-0.4% |
1.1375 |
| Low |
1.1091 |
1.1075 |
-0.0016 |
-0.1% |
1.0970 |
| Close |
1.1082 |
1.1093 |
0.0011 |
0.1% |
1.1082 |
| Range |
0.0043 |
0.0015 |
-0.0028 |
-65.1% |
0.0405 |
| ATR |
0.0142 |
0.0133 |
-0.0009 |
-6.4% |
0.0000 |
| Volume |
43 |
6 |
-37 |
-86.0% |
127 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1127 |
1.1101 |
|
| R3 |
1.1116 |
1.1112 |
1.1097 |
|
| R2 |
1.1101 |
1.1101 |
1.1096 |
|
| R1 |
1.1097 |
1.1097 |
1.1094 |
1.1099 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1087 |
| S1 |
1.1082 |
1.1082 |
1.1092 |
1.1084 |
| S2 |
1.1071 |
1.1071 |
1.1090 |
|
| S3 |
1.1056 |
1.1067 |
1.1089 |
|
| S4 |
1.1041 |
1.1052 |
1.1085 |
|
|
| 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% |
0.0064 |
0.6% |
30% |
False |
False |
20 |
| 10 |
1.1564 |
1.0970 |
0.0594 |
5.4% |
0.0037 |
0.3% |
21% |
False |
False |
15 |
| 20 |
1.2850 |
1.0970 |
0.1880 |
16.9% |
0.0022 |
0.2% |
7% |
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 |
1.1154 |
|
2.618 |
1.1129 |
|
1.618 |
1.1114 |
|
1.000 |
1.1105 |
|
0.618 |
1.1099 |
|
HIGH |
1.1090 |
|
0.618 |
1.1084 |
|
0.500 |
1.1083 |
|
0.382 |
1.1081 |
|
LOW |
1.1075 |
|
0.618 |
1.1066 |
|
1.000 |
1.1060 |
|
1.618 |
1.1051 |
|
2.618 |
1.1036 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1090 |
1.1079 |
| PP |
1.1086 |
1.1066 |
| S1 |
1.1083 |
1.1052 |
|