CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0873 |
0.0032 |
0.3% |
1.1023 |
| High |
1.0902 |
1.0947 |
0.0045 |
0.4% |
1.1045 |
| Low |
1.0749 |
1.0788 |
0.0039 |
0.4% |
1.0749 |
| Close |
1.0861 |
1.0804 |
-0.0057 |
-0.5% |
1.0804 |
| Range |
0.0153 |
0.0159 |
0.0006 |
3.9% |
0.0296 |
| ATR |
0.0189 |
0.0187 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
31,567 |
26,128 |
-5,439 |
-17.2% |
132,532 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1223 |
1.0891 |
|
| R3 |
1.1164 |
1.1064 |
1.0848 |
|
| R2 |
1.1005 |
1.1005 |
1.0833 |
|
| R1 |
1.0905 |
1.0905 |
1.0819 |
1.0876 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0832 |
| S1 |
1.0746 |
1.0746 |
1.0789 |
1.0717 |
| S2 |
1.0687 |
1.0687 |
1.0775 |
|
| S3 |
1.0528 |
1.0587 |
1.0760 |
|
| S4 |
1.0369 |
1.0428 |
1.0717 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1575 |
1.0967 |
|
| R3 |
1.1458 |
1.1279 |
1.0885 |
|
| R2 |
1.1162 |
1.1162 |
1.0858 |
|
| R1 |
1.0983 |
1.0983 |
1.0831 |
1.0925 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0837 |
| S1 |
1.0687 |
1.0687 |
1.0777 |
1.0629 |
| S2 |
1.0570 |
1.0570 |
1.0750 |
|
| S3 |
1.0274 |
1.0391 |
1.0723 |
|
| S4 |
0.9978 |
1.0095 |
1.0641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1045 |
1.0749 |
0.0296 |
2.7% |
0.0149 |
1.4% |
19% |
False |
False |
26,506 |
| 10 |
1.1235 |
1.0749 |
0.0486 |
4.5% |
0.0145 |
1.3% |
11% |
False |
False |
23,086 |
| 20 |
1.1596 |
1.0749 |
0.0847 |
7.8% |
0.0158 |
1.5% |
6% |
False |
False |
21,239 |
| 40 |
1.3295 |
1.0749 |
0.2546 |
23.6% |
0.0218 |
2.0% |
2% |
False |
False |
11,063 |
| 60 |
1.4150 |
1.0749 |
0.3401 |
31.5% |
0.0228 |
2.1% |
2% |
False |
False |
7,449 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
31.5% |
0.0196 |
1.8% |
2% |
False |
False |
5,596 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
31.5% |
0.0162 |
1.5% |
2% |
False |
False |
4,479 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
31.5% |
0.0136 |
1.3% |
2% |
False |
False |
3,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1363 |
|
1.618 |
1.1204 |
|
1.000 |
1.1106 |
|
0.618 |
1.1045 |
|
HIGH |
1.0947 |
|
0.618 |
1.0886 |
|
0.500 |
1.0868 |
|
0.382 |
1.0849 |
|
LOW |
1.0788 |
|
0.618 |
1.0690 |
|
1.000 |
1.0629 |
|
1.618 |
1.0531 |
|
2.618 |
1.0372 |
|
4.250 |
1.0112 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0868 |
1.0848 |
| PP |
1.0846 |
1.0833 |
| S1 |
1.0825 |
1.0819 |
|