CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0962 |
0.0094 |
0.9% |
1.0675 |
| High |
1.0979 |
1.0966 |
-0.0013 |
-0.1% |
1.0979 |
| Low |
1.0841 |
1.0866 |
0.0025 |
0.2% |
1.0674 |
| Close |
1.0959 |
1.0897 |
-0.0062 |
-0.6% |
1.0959 |
| Range |
0.0138 |
0.0100 |
-0.0038 |
-27.5% |
0.0305 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
30,219 |
26,186 |
-4,033 |
-13.3% |
150,470 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1153 |
1.0952 |
|
| R3 |
1.1110 |
1.1053 |
1.0925 |
|
| R2 |
1.1010 |
1.1010 |
1.0915 |
|
| R1 |
1.0953 |
1.0953 |
1.0906 |
1.0932 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0899 |
| S1 |
1.0853 |
1.0853 |
1.0888 |
1.0832 |
| S2 |
1.0810 |
1.0810 |
1.0879 |
|
| S3 |
1.0710 |
1.0753 |
1.0870 |
|
| S4 |
1.0610 |
1.0653 |
1.0842 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1677 |
1.1127 |
|
| R3 |
1.1481 |
1.1372 |
1.1043 |
|
| R2 |
1.1176 |
1.1176 |
1.1015 |
|
| R1 |
1.1067 |
1.1067 |
1.0987 |
1.1122 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0898 |
| S1 |
1.0762 |
1.0762 |
1.0931 |
1.0817 |
| S2 |
1.0566 |
1.0566 |
1.0903 |
|
| S3 |
1.0261 |
1.0457 |
1.0875 |
|
| S4 |
0.9956 |
1.0152 |
1.0791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0979 |
1.0715 |
0.0264 |
2.4% |
0.0114 |
1.0% |
69% |
False |
False |
29,724 |
| 10 |
1.0979 |
1.0457 |
0.0522 |
4.8% |
0.0117 |
1.1% |
84% |
False |
False |
29,528 |
| 20 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0116 |
1.1% |
85% |
False |
False |
26,081 |
| 40 |
1.1047 |
1.0431 |
0.0616 |
5.7% |
0.0114 |
1.0% |
76% |
False |
False |
18,292 |
| 60 |
1.1427 |
1.0431 |
0.0996 |
9.1% |
0.0108 |
1.0% |
47% |
False |
False |
12,204 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0097 |
0.9% |
37% |
False |
False |
9,156 |
| 100 |
1.1734 |
1.0431 |
0.1303 |
12.0% |
0.0084 |
0.8% |
36% |
False |
False |
7,333 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
33.7% |
0.0078 |
0.7% |
13% |
False |
False |
6,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1391 |
|
2.618 |
1.1228 |
|
1.618 |
1.1128 |
|
1.000 |
1.1066 |
|
0.618 |
1.1028 |
|
HIGH |
1.0966 |
|
0.618 |
1.0928 |
|
0.500 |
1.0916 |
|
0.382 |
1.0904 |
|
LOW |
1.0866 |
|
0.618 |
1.0804 |
|
1.000 |
1.0766 |
|
1.618 |
1.0704 |
|
2.618 |
1.0604 |
|
4.250 |
1.0441 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0916 |
1.0910 |
| PP |
1.0910 |
1.0906 |
| S1 |
1.0903 |
1.0901 |
|