CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0514 |
1.0458 |
-0.0056 |
-0.5% |
1.0742 |
| High |
1.0533 |
1.0550 |
0.0017 |
0.2% |
1.0768 |
| Low |
1.0451 |
1.0431 |
-0.0020 |
-0.2% |
1.0451 |
| Close |
1.0483 |
1.0528 |
0.0045 |
0.4% |
1.0483 |
| Range |
0.0082 |
0.0119 |
0.0037 |
45.1% |
0.0317 |
| ATR |
0.0112 |
0.0112 |
0.0001 |
0.5% |
0.0000 |
| Volume |
22,412 |
23,026 |
614 |
2.7% |
83,995 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0813 |
1.0593 |
|
| R3 |
1.0741 |
1.0694 |
1.0561 |
|
| R2 |
1.0622 |
1.0622 |
1.0550 |
|
| R1 |
1.0575 |
1.0575 |
1.0539 |
1.0599 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0515 |
| S1 |
1.0456 |
1.0456 |
1.0517 |
1.0480 |
| S2 |
1.0384 |
1.0384 |
1.0506 |
|
| S3 |
1.0265 |
1.0337 |
1.0495 |
|
| S4 |
1.0146 |
1.0218 |
1.0463 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1318 |
1.0657 |
|
| R3 |
1.1201 |
1.1001 |
1.0570 |
|
| R2 |
1.0884 |
1.0884 |
1.0541 |
|
| R1 |
1.0684 |
1.0684 |
1.0512 |
1.0626 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0538 |
| S1 |
1.0367 |
1.0367 |
1.0454 |
1.0309 |
| S2 |
1.0250 |
1.0250 |
1.0425 |
|
| S3 |
0.9933 |
1.0050 |
1.0396 |
|
| S4 |
0.9616 |
0.9733 |
1.0309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0768 |
1.0431 |
0.0337 |
3.2% |
0.0113 |
1.1% |
29% |
False |
True |
21,404 |
| 10 |
1.0768 |
1.0431 |
0.0337 |
3.2% |
0.0099 |
0.9% |
29% |
False |
True |
16,634 |
| 20 |
1.0915 |
1.0431 |
0.0484 |
4.6% |
0.0113 |
1.1% |
20% |
False |
True |
16,260 |
| 40 |
1.1147 |
1.0431 |
0.0716 |
6.8% |
0.0107 |
1.0% |
14% |
False |
True |
8,331 |
| 60 |
1.1700 |
1.0431 |
0.1269 |
12.1% |
0.0095 |
0.9% |
8% |
False |
True |
5,558 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
12.1% |
0.0083 |
0.8% |
8% |
False |
True |
4,173 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
23.0% |
0.0070 |
0.7% |
4% |
False |
True |
3,345 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
34.8% |
0.0066 |
0.6% |
3% |
False |
True |
2,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0862 |
|
1.618 |
1.0743 |
|
1.000 |
1.0669 |
|
0.618 |
1.0624 |
|
HIGH |
1.0550 |
|
0.618 |
1.0505 |
|
0.500 |
1.0491 |
|
0.382 |
1.0476 |
|
LOW |
1.0431 |
|
0.618 |
1.0357 |
|
1.000 |
1.0312 |
|
1.618 |
1.0238 |
|
2.618 |
1.0119 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0533 |
| PP |
1.0503 |
1.0531 |
| S1 |
1.0491 |
1.0530 |
|