CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1176 |
1.1148 |
-0.0028 |
-0.3% |
1.0812 |
| High |
1.1213 |
1.1244 |
0.0031 |
0.3% |
1.1244 |
| Low |
1.1073 |
1.1114 |
0.0041 |
0.4% |
1.0800 |
| Close |
1.1153 |
1.1209 |
0.0056 |
0.5% |
1.1209 |
| Range |
0.0140 |
0.0130 |
-0.0010 |
-7.1% |
0.0444 |
| ATR |
0.0191 |
0.0186 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
21,007 |
17,684 |
-3,323 |
-15.8% |
109,330 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1524 |
1.1281 |
|
| R3 |
1.1449 |
1.1394 |
1.1245 |
|
| R2 |
1.1319 |
1.1319 |
1.1233 |
|
| R1 |
1.1264 |
1.1264 |
1.1221 |
1.1292 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1203 |
| S1 |
1.1134 |
1.1134 |
1.1197 |
1.1162 |
| S2 |
1.1059 |
1.1059 |
1.1185 |
|
| S3 |
1.0929 |
1.1004 |
1.1173 |
|
| S4 |
1.0799 |
1.0874 |
1.1138 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2416 |
1.2257 |
1.1453 |
|
| R3 |
1.1972 |
1.1813 |
1.1331 |
|
| R2 |
1.1528 |
1.1528 |
1.1290 |
|
| R1 |
1.1369 |
1.1369 |
1.1250 |
1.1449 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1124 |
| S1 |
1.0925 |
1.0925 |
1.1168 |
1.1005 |
| S2 |
1.0640 |
1.0640 |
1.1128 |
|
| S3 |
1.0196 |
1.0481 |
1.1087 |
|
| S4 |
0.9752 |
1.0037 |
1.0965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1244 |
1.0800 |
0.0444 |
4.0% |
0.0190 |
1.7% |
92% |
True |
False |
21,866 |
| 10 |
1.1244 |
1.0749 |
0.0495 |
4.4% |
0.0169 |
1.5% |
93% |
True |
False |
24,186 |
| 20 |
1.1447 |
1.0749 |
0.0698 |
6.2% |
0.0166 |
1.5% |
66% |
False |
False |
23,860 |
| 40 |
1.2985 |
1.0749 |
0.2236 |
19.9% |
0.0205 |
1.8% |
21% |
False |
False |
13,719 |
| 60 |
1.4150 |
1.0749 |
0.3401 |
30.3% |
0.0235 |
2.1% |
14% |
False |
False |
9,269 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.3% |
0.0203 |
1.8% |
14% |
False |
False |
6,961 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.3% |
0.0172 |
1.5% |
14% |
False |
False |
5,572 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.3% |
0.0144 |
1.3% |
14% |
False |
False |
4,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1797 |
|
2.618 |
1.1584 |
|
1.618 |
1.1454 |
|
1.000 |
1.1374 |
|
0.618 |
1.1324 |
|
HIGH |
1.1244 |
|
0.618 |
1.1194 |
|
0.500 |
1.1179 |
|
0.382 |
1.1164 |
|
LOW |
1.1114 |
|
0.618 |
1.1034 |
|
1.000 |
1.0984 |
|
1.618 |
1.0904 |
|
2.618 |
1.0774 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1178 |
| PP |
1.1189 |
1.1147 |
| S1 |
1.1179 |
1.1116 |
|