CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1010 |
-0.0078 |
-0.7% |
1.1075 |
| High |
1.1088 |
1.1010 |
-0.0078 |
-0.7% |
1.1219 |
| Low |
1.1060 |
1.0930 |
-0.0130 |
-1.2% |
1.1060 |
| Close |
1.1086 |
1.0935 |
-0.0151 |
-1.4% |
1.1086 |
| Range |
0.0028 |
0.0080 |
0.0052 |
185.7% |
0.0159 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.5% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
112 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1147 |
1.0979 |
|
| R3 |
1.1118 |
1.1067 |
1.0957 |
|
| R2 |
1.1038 |
1.1038 |
1.0950 |
|
| R1 |
1.0987 |
1.0987 |
1.0942 |
1.0973 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0951 |
| S1 |
1.0907 |
1.0907 |
1.0928 |
1.0893 |
| S2 |
1.0878 |
1.0878 |
1.0920 |
|
| S3 |
1.0798 |
1.0827 |
1.0913 |
|
| S4 |
1.0718 |
1.0747 |
1.0891 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1501 |
1.1173 |
|
| R3 |
1.1440 |
1.1342 |
1.1130 |
|
| R2 |
1.1281 |
1.1281 |
1.1115 |
|
| R1 |
1.1183 |
1.1183 |
1.1101 |
1.1232 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1146 |
| S1 |
1.1024 |
1.1024 |
1.1071 |
1.1073 |
| S2 |
1.0963 |
1.0963 |
1.1057 |
|
| S3 |
1.0804 |
1.0865 |
1.1042 |
|
| S4 |
1.0645 |
1.0706 |
1.0999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.0930 |
0.0289 |
2.6% |
0.0032 |
0.3% |
2% |
False |
True |
22 |
| 10 |
1.1375 |
1.0930 |
0.0445 |
4.1% |
0.0048 |
0.4% |
1% |
False |
True |
21 |
| 20 |
1.1850 |
1.0930 |
0.0920 |
8.4% |
0.0029 |
0.3% |
1% |
False |
True |
39 |
| 40 |
1.4099 |
1.0930 |
0.3169 |
29.0% |
0.0040 |
0.4% |
0% |
False |
True |
25 |
| 60 |
1.4099 |
1.0930 |
0.3169 |
29.0% |
0.0030 |
0.3% |
0% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1219 |
|
1.618 |
1.1139 |
|
1.000 |
1.1090 |
|
0.618 |
1.1059 |
|
HIGH |
1.1010 |
|
0.618 |
1.0979 |
|
0.500 |
1.0970 |
|
0.382 |
1.0961 |
|
LOW |
1.0930 |
|
0.618 |
1.0881 |
|
1.000 |
1.0850 |
|
1.618 |
1.0801 |
|
2.618 |
1.0721 |
|
4.250 |
1.0590 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.1061 |
| PP |
1.0958 |
1.1019 |
| S1 |
1.0947 |
1.0977 |
|