CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1075 |
1.1166 |
0.0091 |
0.8% |
1.1373 |
| High |
1.1090 |
1.1219 |
0.0129 |
1.2% |
1.1375 |
| Low |
1.1075 |
1.1165 |
0.0090 |
0.8% |
1.0970 |
| Close |
1.1093 |
1.1218 |
0.0125 |
1.1% |
1.1082 |
| Range |
0.0015 |
0.0054 |
0.0039 |
260.0% |
0.0405 |
| ATR |
0.0133 |
0.0132 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
6 |
7 |
1 |
16.7% |
127 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1344 |
1.1248 |
|
| R3 |
1.1309 |
1.1290 |
1.1233 |
|
| R2 |
1.1255 |
1.1255 |
1.1228 |
|
| R1 |
1.1236 |
1.1236 |
1.1223 |
1.1246 |
| PP |
1.1201 |
1.1201 |
1.1201 |
1.1205 |
| S1 |
1.1182 |
1.1182 |
1.1213 |
1.1192 |
| S2 |
1.1147 |
1.1147 |
1.1208 |
|
| S3 |
1.1093 |
1.1128 |
1.1203 |
|
| S4 |
1.1039 |
1.1074 |
1.1188 |
|
|
| 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 |
1.1270 |
1.0970 |
0.0300 |
2.7% |
0.0058 |
0.5% |
83% |
False |
False |
21 |
| 10 |
1.1564 |
1.0970 |
0.0594 |
5.3% |
0.0042 |
0.4% |
42% |
False |
False |
15 |
| 20 |
1.2850 |
1.0970 |
0.1880 |
16.8% |
0.0025 |
0.2% |
13% |
False |
False |
34 |
| 40 |
1.4099 |
1.0970 |
0.3129 |
27.9% |
0.0041 |
0.4% |
8% |
False |
False |
22 |
| 60 |
1.4099 |
1.0970 |
0.3129 |
27.9% |
0.0028 |
0.2% |
8% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1360 |
|
1.618 |
1.1306 |
|
1.000 |
1.1273 |
|
0.618 |
1.1252 |
|
HIGH |
1.1219 |
|
0.618 |
1.1198 |
|
0.500 |
1.1192 |
|
0.382 |
1.1186 |
|
LOW |
1.1165 |
|
0.618 |
1.1132 |
|
1.000 |
1.1111 |
|
1.618 |
1.1078 |
|
2.618 |
1.1024 |
|
4.250 |
1.0936 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1209 |
1.1194 |
| PP |
1.1201 |
1.1171 |
| S1 |
1.1192 |
1.1147 |
|