CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.1499 |
1.1527 |
0.0028 |
0.2% |
1.1850 |
High |
1.1499 |
1.1527 |
0.0028 |
0.2% |
1.1850 |
Low |
1.1499 |
1.1527 |
0.0028 |
0.2% |
1.1499 |
Close |
1.1499 |
1.1376 |
-0.0123 |
-1.1% |
1.1376 |
Range |
|
|
|
|
|
ATR |
0.0190 |
0.0178 |
-0.0012 |
-6.1% |
0.0000 |
Volume |
9 |
500 |
491 |
5,455.6% |
517 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1477 |
1.1426 |
1.1376 |
|
R3 |
1.1477 |
1.1426 |
1.1376 |
|
R2 |
1.1477 |
1.1477 |
1.1376 |
|
R1 |
1.1426 |
1.1426 |
1.1376 |
1.1452 |
PP |
1.1477 |
1.1477 |
1.1477 |
1.1489 |
S1 |
1.1426 |
1.1426 |
1.1376 |
1.1452 |
S2 |
1.1477 |
1.1477 |
1.1376 |
|
S3 |
1.1477 |
1.1426 |
1.1376 |
|
S4 |
1.1477 |
1.1426 |
1.1376 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2628 |
1.2353 |
1.1569 |
|
R3 |
1.2277 |
1.2002 |
1.1473 |
|
R2 |
1.1926 |
1.1926 |
1.1440 |
|
R1 |
1.1651 |
1.1651 |
1.1408 |
1.1613 |
PP |
1.1575 |
1.1575 |
1.1575 |
1.1556 |
S1 |
1.1300 |
1.1300 |
1.1344 |
1.1262 |
S2 |
1.1224 |
1.1224 |
1.1312 |
|
S3 |
1.0873 |
1.0949 |
1.1279 |
|
S4 |
1.0522 |
1.0598 |
1.1183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2850 |
1.1499 |
0.1351 |
11.9% |
0.0001 |
0.0% |
-9% |
False |
False |
104 |
10 |
1.2850 |
1.1499 |
0.1351 |
11.9% |
0.0003 |
0.0% |
-9% |
False |
False |
52 |
20 |
1.2957 |
1.1499 |
0.1458 |
12.8% |
0.0025 |
0.2% |
-8% |
False |
False |
36 |
40 |
1.4099 |
1.1499 |
0.2600 |
22.9% |
0.0030 |
0.3% |
-5% |
False |
False |
19 |
60 |
1.4099 |
1.1499 |
0.2600 |
22.9% |
0.0020 |
0.2% |
-5% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1527 |
2.618 |
1.1527 |
1.618 |
1.1527 |
1.000 |
1.1527 |
0.618 |
1.1527 |
HIGH |
1.1527 |
0.618 |
1.1527 |
0.500 |
1.1527 |
0.382 |
1.1527 |
LOW |
1.1527 |
0.618 |
1.1527 |
1.000 |
1.1527 |
1.618 |
1.1527 |
2.618 |
1.1527 |
4.250 |
1.1527 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1527 |
1.1617 |
PP |
1.1477 |
1.1536 |
S1 |
1.1426 |
1.1456 |
|