CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1133 |
1.1129 |
-0.0004 |
0.0% |
1.0812 |
| High |
1.1192 |
1.1183 |
-0.0009 |
-0.1% |
1.1244 |
| Low |
1.1062 |
1.1075 |
0.0013 |
0.1% |
1.0800 |
| Close |
1.1127 |
1.1085 |
-0.0042 |
-0.4% |
1.1209 |
| Range |
0.0130 |
0.0108 |
-0.0022 |
-16.9% |
0.0444 |
| ATR |
0.0180 |
0.0175 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
26,033 |
24,203 |
-1,830 |
-7.0% |
109,330 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1370 |
1.1144 |
|
| R3 |
1.1330 |
1.1262 |
1.1115 |
|
| R2 |
1.1222 |
1.1222 |
1.1105 |
|
| R1 |
1.1154 |
1.1154 |
1.1095 |
1.1134 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1105 |
| S1 |
1.1046 |
1.1046 |
1.1075 |
1.1026 |
| S2 |
1.1006 |
1.1006 |
1.1065 |
|
| S3 |
1.0898 |
1.0938 |
1.1055 |
|
| S4 |
1.0790 |
1.0830 |
1.1026 |
|
|
| 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 |
1.1272 |
1.1062 |
0.0210 |
1.9% |
0.0133 |
1.2% |
11% |
False |
False |
21,111 |
| 10 |
1.1272 |
1.0749 |
0.0523 |
4.7% |
0.0166 |
1.5% |
64% |
False |
False |
23,389 |
| 20 |
1.1272 |
1.0749 |
0.0523 |
4.7% |
0.0160 |
1.4% |
64% |
False |
False |
23,282 |
| 40 |
1.2985 |
1.0749 |
0.2236 |
20.2% |
0.0206 |
1.9% |
15% |
False |
False |
15,375 |
| 60 |
1.4150 |
1.0749 |
0.3401 |
30.7% |
0.0236 |
2.1% |
10% |
False |
False |
10,378 |
| 80 |
1.4150 |
1.0749 |
0.3401 |
30.7% |
0.0205 |
1.8% |
10% |
False |
False |
7,793 |
| 100 |
1.4150 |
1.0749 |
0.3401 |
30.7% |
0.0176 |
1.6% |
10% |
False |
False |
6,241 |
| 120 |
1.4150 |
1.0749 |
0.3401 |
30.7% |
0.0147 |
1.3% |
10% |
False |
False |
5,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1466 |
|
1.618 |
1.1358 |
|
1.000 |
1.1291 |
|
0.618 |
1.1250 |
|
HIGH |
1.1183 |
|
0.618 |
1.1142 |
|
0.500 |
1.1129 |
|
0.382 |
1.1116 |
|
LOW |
1.1075 |
|
0.618 |
1.1008 |
|
1.000 |
1.0967 |
|
1.618 |
1.0900 |
|
2.618 |
1.0792 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1129 |
1.1167 |
| PP |
1.1114 |
1.1140 |
| S1 |
1.1100 |
1.1112 |
|