CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0922 |
0.0025 |
0.2% |
1.1075 |
| High |
1.0910 |
1.0922 |
0.0012 |
0.1% |
1.1219 |
| Low |
1.0897 |
1.0856 |
-0.0041 |
-0.4% |
1.1060 |
| Close |
1.0862 |
1.0867 |
0.0005 |
0.0% |
1.1086 |
| Range |
0.0013 |
0.0066 |
0.0053 |
407.7% |
0.0159 |
| ATR |
0.0113 |
0.0109 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
36 |
5 |
-31 |
-86.1% |
112 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1039 |
1.0903 |
|
| R3 |
1.1014 |
1.0973 |
1.0885 |
|
| R2 |
1.0948 |
1.0948 |
1.0879 |
|
| R1 |
1.0907 |
1.0907 |
1.0873 |
1.0895 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0875 |
| S1 |
1.0841 |
1.0841 |
1.0861 |
1.0829 |
| S2 |
1.0816 |
1.0816 |
1.0855 |
|
| S3 |
1.0750 |
1.0775 |
1.0849 |
|
| S4 |
1.0684 |
1.0709 |
1.0831 |
|
|
| 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 |
1.0856 |
0.0336 |
3.1% |
0.0037 |
0.3% |
3% |
False |
True |
10 |
| 10 |
1.1219 |
1.0856 |
0.0363 |
3.3% |
0.0045 |
0.4% |
3% |
False |
True |
22 |
| 20 |
1.1564 |
1.0856 |
0.0708 |
6.5% |
0.0033 |
0.3% |
2% |
False |
True |
40 |
| 40 |
1.3800 |
1.0856 |
0.2944 |
27.1% |
0.0029 |
0.3% |
0% |
False |
True |
26 |
| 60 |
1.4099 |
1.0856 |
0.3243 |
29.8% |
0.0031 |
0.3% |
0% |
False |
True |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1203 |
|
2.618 |
1.1095 |
|
1.618 |
1.1029 |
|
1.000 |
1.0988 |
|
0.618 |
1.0963 |
|
HIGH |
1.0922 |
|
0.618 |
1.0897 |
|
0.500 |
1.0889 |
|
0.382 |
1.0881 |
|
LOW |
1.0856 |
|
0.618 |
1.0815 |
|
1.000 |
1.0790 |
|
1.618 |
1.0749 |
|
2.618 |
1.0683 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0933 |
| PP |
1.0882 |
1.0911 |
| S1 |
1.0874 |
1.0889 |
|