CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0601 |
1.0480 |
-0.0121 |
-1.1% |
1.0458 |
| High |
1.0641 |
1.0594 |
-0.0047 |
-0.4% |
1.0641 |
| Low |
1.0453 |
1.0457 |
0.0004 |
0.0% |
1.0431 |
| Close |
1.0494 |
1.0532 |
0.0038 |
0.4% |
1.0494 |
| Range |
0.0188 |
0.0137 |
-0.0051 |
-27.1% |
0.0210 |
| ATR |
0.0116 |
0.0117 |
0.0002 |
1.3% |
0.0000 |
| Volume |
32,621 |
38,887 |
6,266 |
19.2% |
126,699 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0872 |
1.0607 |
|
| R3 |
1.0802 |
1.0735 |
1.0570 |
|
| R2 |
1.0665 |
1.0665 |
1.0557 |
|
| R1 |
1.0598 |
1.0598 |
1.0545 |
1.0632 |
| PP |
1.0528 |
1.0528 |
1.0528 |
1.0544 |
| S1 |
1.0461 |
1.0461 |
1.0519 |
1.0495 |
| S2 |
1.0391 |
1.0391 |
1.0507 |
|
| S3 |
1.0254 |
1.0324 |
1.0494 |
|
| S4 |
1.0117 |
1.0187 |
1.0457 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1033 |
1.0610 |
|
| R3 |
1.0942 |
1.0823 |
1.0552 |
|
| R2 |
1.0732 |
1.0732 |
1.0533 |
|
| R1 |
1.0613 |
1.0613 |
1.0513 |
1.0673 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0552 |
| S1 |
1.0403 |
1.0403 |
1.0475 |
1.0463 |
| S2 |
1.0312 |
1.0312 |
1.0456 |
|
| S3 |
1.0102 |
1.0193 |
1.0436 |
|
| S4 |
0.9892 |
0.9983 |
1.0379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0641 |
1.0453 |
0.0188 |
1.8% |
0.0125 |
1.2% |
42% |
False |
False |
28,512 |
| 10 |
1.0768 |
1.0431 |
0.0337 |
3.2% |
0.0119 |
1.1% |
30% |
False |
False |
24,958 |
| 20 |
1.0839 |
1.0431 |
0.0408 |
3.9% |
0.0108 |
1.0% |
25% |
False |
False |
20,138 |
| 40 |
1.1058 |
1.0431 |
0.0627 |
6.0% |
0.0114 |
1.1% |
16% |
False |
False |
11,892 |
| 60 |
1.1700 |
1.0431 |
0.1269 |
12.0% |
0.0105 |
1.0% |
8% |
False |
False |
7,934 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
12.0% |
0.0089 |
0.8% |
8% |
False |
False |
5,954 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
23.0% |
0.0074 |
0.7% |
4% |
False |
False |
4,769 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
34.8% |
0.0071 |
0.7% |
3% |
False |
False |
3,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.0953 |
|
1.618 |
1.0816 |
|
1.000 |
1.0731 |
|
0.618 |
1.0679 |
|
HIGH |
1.0594 |
|
0.618 |
1.0542 |
|
0.500 |
1.0526 |
|
0.382 |
1.0509 |
|
LOW |
1.0457 |
|
0.618 |
1.0372 |
|
1.000 |
1.0320 |
|
1.618 |
1.0235 |
|
2.618 |
1.0098 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0530 |
1.0547 |
| PP |
1.0528 |
1.0542 |
| S1 |
1.0526 |
1.0537 |
|