CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.1176 |
0.0148 |
1.3% |
1.1023 |
| High |
1.1227 |
1.1213 |
-0.0014 |
-0.1% |
1.1045 |
| Low |
1.0987 |
1.1073 |
0.0086 |
0.8% |
1.0749 |
| Close |
1.1195 |
1.1153 |
-0.0042 |
-0.4% |
1.0804 |
| Range |
0.0240 |
0.0140 |
-0.0100 |
-41.7% |
0.0296 |
| ATR |
0.0195 |
0.0191 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
26,296 |
21,007 |
-5,289 |
-20.1% |
132,532 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1500 |
1.1230 |
|
| R3 |
1.1426 |
1.1360 |
1.1192 |
|
| R2 |
1.1286 |
1.1286 |
1.1179 |
|
| R1 |
1.1220 |
1.1220 |
1.1166 |
1.1183 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1128 |
| S1 |
1.1080 |
1.1080 |
1.1140 |
1.1043 |
| S2 |
1.1006 |
1.1006 |
1.1127 |
|
| S3 |
1.0866 |
1.0940 |
1.1115 |
|
| S4 |
1.0726 |
1.0800 |
1.1076 |
|
|
| 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 |
1.1227 |
1.0788 |
0.0439 |
3.9% |
0.0196 |
1.8% |
83% |
False |
False |
23,554 |
| 10 |
1.1227 |
1.0749 |
0.0478 |
4.3% |
0.0171 |
1.5% |
85% |
False |
False |
24,499 |
| 20 |
1.1539 |
1.0749 |
0.0790 |
7.1% |
0.0166 |
1.5% |
51% |
False |
False |
23,917 |
| 40 |
1.2985 |
1.0749 |
0.2236 |
20.0% |
0.0206 |
1.8% |
18% |
False |
False |
13,290 |
| 60 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0235 |
2.1% |
12% |
False |
False |
8,974 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0203 |
1.8% |
12% |
False |
False |
6,740 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0170 |
1.5% |
12% |
False |
False |
5,395 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.5% |
0.0143 |
1.3% |
12% |
False |
False |
4,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1580 |
|
1.618 |
1.1440 |
|
1.000 |
1.1353 |
|
0.618 |
1.1300 |
|
HIGH |
1.1213 |
|
0.618 |
1.1160 |
|
0.500 |
1.1143 |
|
0.382 |
1.1126 |
|
LOW |
1.1073 |
|
0.618 |
1.0986 |
|
1.000 |
1.0933 |
|
1.618 |
1.0846 |
|
2.618 |
1.0706 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1150 |
1.1136 |
| PP |
1.1146 |
1.1119 |
| S1 |
1.1143 |
1.1102 |
|