CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.0897 |
-0.0113 |
-1.0% |
1.1075 |
| High |
1.1010 |
1.0910 |
-0.0100 |
-0.9% |
1.1219 |
| Low |
1.0930 |
1.0897 |
-0.0033 |
-0.3% |
1.1060 |
| Close |
1.0935 |
1.0862 |
-0.0073 |
-0.7% |
1.1086 |
| Range |
0.0080 |
0.0013 |
-0.0067 |
-83.8% |
0.0159 |
| ATR |
0.0118 |
0.0113 |
-0.0006 |
-4.8% |
0.0000 |
| Volume |
6 |
36 |
30 |
500.0% |
112 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0908 |
1.0869 |
|
| R3 |
1.0916 |
1.0895 |
1.0866 |
|
| R2 |
1.0903 |
1.0903 |
1.0864 |
|
| R1 |
1.0882 |
1.0882 |
1.0863 |
1.0886 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0892 |
| S1 |
1.0869 |
1.0869 |
1.0861 |
1.0873 |
| S2 |
1.0877 |
1.0877 |
1.0860 |
|
| S3 |
1.0864 |
1.0856 |
1.0858 |
|
| S4 |
1.0851 |
1.0843 |
1.0855 |
|
|
| 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 |
1.1192 |
1.0897 |
0.0295 |
2.7% |
0.0024 |
0.2% |
-12% |
False |
True |
28 |
| 10 |
1.1270 |
1.0897 |
0.0373 |
3.4% |
0.0041 |
0.4% |
-9% |
False |
True |
24 |
| 20 |
1.1734 |
1.0897 |
0.0837 |
7.7% |
0.0030 |
0.3% |
-4% |
False |
True |
40 |
| 40 |
1.4099 |
1.0897 |
0.3202 |
29.5% |
0.0041 |
0.4% |
-1% |
False |
True |
26 |
| 60 |
1.4099 |
1.0897 |
0.3202 |
29.5% |
0.0030 |
0.3% |
-1% |
False |
True |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0965 |
|
2.618 |
1.0944 |
|
1.618 |
1.0931 |
|
1.000 |
1.0923 |
|
0.618 |
1.0918 |
|
HIGH |
1.0910 |
|
0.618 |
1.0905 |
|
0.500 |
1.0904 |
|
0.382 |
1.0902 |
|
LOW |
1.0897 |
|
0.618 |
1.0889 |
|
1.000 |
1.0884 |
|
1.618 |
1.0876 |
|
2.618 |
1.0863 |
|
4.250 |
1.0842 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0993 |
| PP |
1.0890 |
1.0949 |
| S1 |
1.0876 |
1.0906 |
|