CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1400 |
0.0096 |
0.8% |
1.1157 |
| High |
1.1359 |
1.1400 |
0.0041 |
0.4% |
1.1359 |
| Low |
1.1304 |
1.1380 |
0.0076 |
0.7% |
1.1067 |
| Close |
1.1344 |
1.1399 |
0.0055 |
0.5% |
1.1344 |
| Range |
0.0055 |
0.0020 |
-0.0035 |
-63.6% |
0.0292 |
| ATR |
0.0103 |
0.0099 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
31 |
17 |
-14 |
-45.2% |
48 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1446 |
1.1410 |
|
| R3 |
1.1433 |
1.1426 |
1.1405 |
|
| R2 |
1.1413 |
1.1413 |
1.1403 |
|
| R1 |
1.1406 |
1.1406 |
1.1401 |
1.1400 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1390 |
| S1 |
1.1386 |
1.1386 |
1.1397 |
1.1380 |
| S2 |
1.1373 |
1.1373 |
1.1395 |
|
| S3 |
1.1353 |
1.1366 |
1.1394 |
|
| S4 |
1.1333 |
1.1346 |
1.1388 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2030 |
1.1505 |
|
| R3 |
1.1841 |
1.1738 |
1.1424 |
|
| R2 |
1.1549 |
1.1549 |
1.1398 |
|
| R1 |
1.1446 |
1.1446 |
1.1371 |
1.1498 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1282 |
| S1 |
1.1154 |
1.1154 |
1.1317 |
1.1206 |
| S2 |
1.0965 |
1.0965 |
1.1290 |
|
| S3 |
1.0673 |
1.0862 |
1.1264 |
|
| S4 |
1.0381 |
1.0570 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1400 |
1.1067 |
0.0333 |
2.9% |
0.0043 |
0.4% |
100% |
True |
False |
12 |
| 10 |
1.1400 |
1.1019 |
0.0381 |
3.3% |
0.0030 |
0.3% |
100% |
True |
False |
9 |
| 20 |
1.1400 |
1.0805 |
0.0595 |
5.2% |
0.0042 |
0.4% |
100% |
True |
False |
14 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
17.9% |
0.0032 |
0.3% |
29% |
False |
False |
24 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
28.9% |
0.0040 |
0.4% |
18% |
False |
False |
19 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
28.9% |
0.0031 |
0.3% |
18% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1452 |
|
1.618 |
1.1432 |
|
1.000 |
1.1420 |
|
0.618 |
1.1412 |
|
HIGH |
1.1400 |
|
0.618 |
1.1392 |
|
0.500 |
1.1390 |
|
0.382 |
1.1388 |
|
LOW |
1.1380 |
|
0.618 |
1.1368 |
|
1.000 |
1.1360 |
|
1.618 |
1.1348 |
|
2.618 |
1.1328 |
|
4.250 |
1.1295 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1344 |
| PP |
1.1393 |
1.1289 |
| S1 |
1.1390 |
1.1234 |
|