CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.1089 |
0.0185 |
1.7% |
1.1010 |
| High |
1.1119 |
1.1089 |
-0.0030 |
-0.3% |
1.1010 |
| Low |
1.0904 |
1.1019 |
0.0115 |
1.1% |
1.0805 |
| Close |
1.1116 |
1.1064 |
-0.0052 |
-0.5% |
1.0830 |
| Range |
0.0215 |
0.0070 |
-0.0145 |
-67.4% |
0.0205 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
83 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1236 |
1.1103 |
|
| R3 |
1.1197 |
1.1166 |
1.1083 |
|
| R2 |
1.1127 |
1.1127 |
1.1077 |
|
| R1 |
1.1096 |
1.1096 |
1.1070 |
1.1077 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1048 |
| S1 |
1.1026 |
1.1026 |
1.1058 |
1.1007 |
| S2 |
1.0987 |
1.0987 |
1.1051 |
|
| S3 |
1.0917 |
1.0956 |
1.1045 |
|
| S4 |
1.0847 |
1.0886 |
1.1026 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1368 |
1.0943 |
|
| R3 |
1.1292 |
1.1163 |
1.0886 |
|
| R2 |
1.1087 |
1.1087 |
1.0868 |
|
| R1 |
1.0958 |
1.0958 |
1.0849 |
1.0920 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0863 |
| S1 |
1.0753 |
1.0753 |
1.0811 |
1.0715 |
| S2 |
1.0677 |
1.0677 |
1.0792 |
|
| S3 |
1.0472 |
1.0548 |
1.0774 |
|
| S4 |
1.0267 |
1.0343 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0805 |
0.0314 |
2.8% |
0.0084 |
0.8% |
82% |
False |
False |
10 |
| 10 |
1.1192 |
1.0805 |
0.0387 |
3.5% |
0.0054 |
0.5% |
67% |
False |
False |
19 |
| 20 |
1.1564 |
1.0805 |
0.0759 |
6.9% |
0.0048 |
0.4% |
34% |
False |
False |
17 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
18.5% |
0.0032 |
0.3% |
13% |
False |
False |
26 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.8% |
0.0037 |
0.3% |
8% |
False |
False |
18 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.8% |
0.0028 |
0.2% |
8% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1272 |
|
1.618 |
1.1202 |
|
1.000 |
1.1159 |
|
0.618 |
1.1132 |
|
HIGH |
1.1089 |
|
0.618 |
1.1062 |
|
0.500 |
1.1054 |
|
0.382 |
1.1046 |
|
LOW |
1.1019 |
|
0.618 |
1.0976 |
|
1.000 |
1.0949 |
|
1.618 |
1.0906 |
|
2.618 |
1.0836 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1061 |
1.1042 |
| PP |
1.1057 |
1.1020 |
| S1 |
1.1054 |
1.0998 |
|