CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0480 |
1.0542 |
0.0062 |
0.6% |
1.0458 |
| High |
1.0594 |
1.0668 |
0.0074 |
0.7% |
1.0641 |
| Low |
1.0457 |
1.0532 |
0.0075 |
0.7% |
1.0431 |
| Close |
1.0532 |
1.0636 |
0.0104 |
1.0% |
1.0494 |
| Range |
0.0137 |
0.0136 |
-0.0001 |
-0.7% |
0.0210 |
| ATR |
0.0117 |
0.0119 |
0.0001 |
1.1% |
0.0000 |
| Volume |
38,887 |
33,906 |
-4,981 |
-12.8% |
126,699 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0964 |
1.0711 |
|
| R3 |
1.0884 |
1.0828 |
1.0673 |
|
| R2 |
1.0748 |
1.0748 |
1.0661 |
|
| R1 |
1.0692 |
1.0692 |
1.0648 |
1.0720 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0626 |
| S1 |
1.0556 |
1.0556 |
1.0624 |
1.0584 |
| S2 |
1.0476 |
1.0476 |
1.0611 |
|
| S3 |
1.0340 |
1.0420 |
1.0599 |
|
| S4 |
1.0204 |
1.0284 |
1.0561 |
|
|
| 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 |
1.0668 |
1.0453 |
0.0215 |
2.0% |
0.0142 |
1.3% |
85% |
True |
False |
31,283 |
| 10 |
1.0747 |
1.0431 |
0.0316 |
3.0% |
0.0125 |
1.2% |
65% |
False |
False |
26,884 |
| 20 |
1.0839 |
1.0431 |
0.0408 |
3.8% |
0.0111 |
1.0% |
50% |
False |
False |
20,858 |
| 40 |
1.1058 |
1.0431 |
0.0627 |
5.9% |
0.0115 |
1.1% |
33% |
False |
False |
12,739 |
| 60 |
1.1700 |
1.0431 |
0.1269 |
11.9% |
0.0105 |
1.0% |
16% |
False |
False |
8,499 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.9% |
0.0089 |
0.8% |
16% |
False |
False |
6,378 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
22.7% |
0.0075 |
0.7% |
8% |
False |
False |
5,108 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
34.5% |
0.0072 |
0.7% |
6% |
False |
False |
4,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1024 |
|
1.618 |
1.0888 |
|
1.000 |
1.0804 |
|
0.618 |
1.0752 |
|
HIGH |
1.0668 |
|
0.618 |
1.0616 |
|
0.500 |
1.0600 |
|
0.382 |
1.0584 |
|
LOW |
1.0532 |
|
0.618 |
1.0448 |
|
1.000 |
1.0396 |
|
1.618 |
1.0312 |
|
2.618 |
1.0176 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0611 |
| PP |
1.0612 |
1.0586 |
| S1 |
1.0600 |
1.0561 |
|