CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1157 |
-0.0078 |
-0.7% |
1.0904 |
| High |
1.1235 |
1.1173 |
-0.0062 |
-0.6% |
1.1235 |
| Low |
1.1235 |
1.1156 |
-0.0079 |
-0.7% |
1.0904 |
| Close |
1.1235 |
1.1163 |
-0.0072 |
-0.6% |
1.1235 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0331 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1206 |
1.1172 |
|
| R3 |
1.1198 |
1.1189 |
1.1168 |
|
| R2 |
1.1181 |
1.1181 |
1.1166 |
|
| R1 |
1.1172 |
1.1172 |
1.1165 |
1.1177 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1166 |
| S1 |
1.1155 |
1.1155 |
1.1161 |
1.1160 |
| S2 |
1.1147 |
1.1147 |
1.1160 |
|
| S3 |
1.1130 |
1.1138 |
1.1158 |
|
| S4 |
1.1113 |
1.1121 |
1.1154 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.2007 |
1.1417 |
|
| R3 |
1.1787 |
1.1676 |
1.1326 |
|
| R2 |
1.1456 |
1.1456 |
1.1296 |
|
| R1 |
1.1345 |
1.1345 |
1.1265 |
1.1401 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1152 |
| S1 |
1.1014 |
1.1014 |
1.1205 |
1.1070 |
| S2 |
1.0794 |
1.0794 |
1.1174 |
|
| S3 |
1.0463 |
1.0683 |
1.1144 |
|
| S4 |
1.0132 |
1.0352 |
1.1053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1235 |
1.1019 |
0.0216 |
1.9% |
0.0017 |
0.2% |
67% |
False |
False |
5 |
| 10 |
1.1235 |
1.0805 |
0.0430 |
3.9% |
0.0045 |
0.4% |
83% |
False |
False |
10 |
| 20 |
1.1375 |
1.0805 |
0.0570 |
5.1% |
0.0047 |
0.4% |
63% |
False |
False |
16 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
18.3% |
0.0027 |
0.2% |
18% |
False |
False |
23 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.5% |
0.0036 |
0.3% |
11% |
False |
False |
18 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.5% |
0.0028 |
0.2% |
11% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1218 |
|
1.618 |
1.1201 |
|
1.000 |
1.1190 |
|
0.618 |
1.1184 |
|
HIGH |
1.1173 |
|
0.618 |
1.1167 |
|
0.500 |
1.1165 |
|
0.382 |
1.1162 |
|
LOW |
1.1156 |
|
0.618 |
1.1145 |
|
1.000 |
1.1139 |
|
1.618 |
1.1128 |
|
2.618 |
1.1111 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1175 |
| PP |
1.1164 |
1.1171 |
| S1 |
1.1164 |
1.1167 |
|