CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1400 |
0.0000 |
0.0% |
1.1157 |
| High |
1.1400 |
1.1420 |
0.0020 |
0.2% |
1.1359 |
| Low |
1.1380 |
1.1380 |
0.0000 |
0.0% |
1.1067 |
| Close |
1.1399 |
1.1425 |
0.0026 |
0.2% |
1.1344 |
| Range |
0.0020 |
0.0040 |
0.0020 |
100.0% |
0.0292 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
17 |
3 |
-14 |
-82.4% |
48 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1517 |
1.1447 |
|
| R3 |
1.1488 |
1.1477 |
1.1436 |
|
| R2 |
1.1448 |
1.1448 |
1.1432 |
|
| R1 |
1.1437 |
1.1437 |
1.1429 |
1.1443 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1411 |
| S1 |
1.1397 |
1.1397 |
1.1421 |
1.1403 |
| S2 |
1.1368 |
1.1368 |
1.1418 |
|
| S3 |
1.1328 |
1.1357 |
1.1414 |
|
| S4 |
1.1288 |
1.1317 |
1.1403 |
|
|
| 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 |
1.1420 |
1.1067 |
0.0353 |
3.1% |
0.0051 |
0.4% |
101% |
True |
False |
10 |
| 10 |
1.1420 |
1.1067 |
0.0353 |
3.1% |
0.0027 |
0.2% |
101% |
True |
False |
8 |
| 20 |
1.1420 |
1.0805 |
0.0615 |
5.4% |
0.0041 |
0.4% |
101% |
True |
False |
13 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
17.9% |
0.0033 |
0.3% |
30% |
False |
False |
24 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
28.8% |
0.0041 |
0.4% |
19% |
False |
False |
19 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
28.8% |
0.0031 |
0.3% |
19% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1525 |
|
1.618 |
1.1485 |
|
1.000 |
1.1460 |
|
0.618 |
1.1445 |
|
HIGH |
1.1420 |
|
0.618 |
1.1405 |
|
0.500 |
1.1400 |
|
0.382 |
1.1395 |
|
LOW |
1.1380 |
|
0.618 |
1.1355 |
|
1.000 |
1.1340 |
|
1.618 |
1.1315 |
|
2.618 |
1.1275 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1417 |
1.1404 |
| PP |
1.1408 |
1.1383 |
| S1 |
1.1400 |
1.1362 |
|