CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.1378 |
1.1564 |
0.0186 |
1.6% |
1.1850 |
High |
1.1383 |
1.1564 |
0.0181 |
1.6% |
1.1850 |
Low |
1.1378 |
1.1564 |
0.0186 |
1.6% |
1.1499 |
Close |
1.1482 |
1.1564 |
0.0082 |
0.7% |
1.1376 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0351 |
ATR |
0.0159 |
0.0154 |
-0.0006 |
-3.5% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
517 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1564 |
1.1564 |
1.1564 |
|
R3 |
1.1564 |
1.1564 |
1.1564 |
|
R2 |
1.1564 |
1.1564 |
1.1564 |
|
R1 |
1.1564 |
1.1564 |
1.1564 |
1.1564 |
PP |
1.1564 |
1.1564 |
1.1564 |
1.1564 |
S1 |
1.1564 |
1.1564 |
1.1564 |
1.1564 |
S2 |
1.1564 |
1.1564 |
1.1564 |
|
S3 |
1.1564 |
1.1564 |
1.1564 |
|
S4 |
1.1564 |
1.1564 |
1.1564 |
|
|
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 |
1.1564 |
1.1321 |
0.0243 |
2.1% |
0.0010 |
0.1% |
100% |
True |
False |
102 |
10 |
1.2850 |
1.1321 |
0.1529 |
13.2% |
0.0008 |
0.1% |
16% |
False |
False |
53 |
20 |
1.2850 |
1.1321 |
0.1529 |
13.2% |
0.0004 |
0.0% |
16% |
False |
False |
35 |
40 |
1.4099 |
1.1321 |
0.2778 |
24.0% |
0.0030 |
0.3% |
9% |
False |
False |
19 |
60 |
1.4099 |
1.1321 |
0.2778 |
24.0% |
0.0021 |
0.2% |
9% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1564 |
2.618 |
1.1564 |
1.618 |
1.1564 |
1.000 |
1.1564 |
0.618 |
1.1564 |
HIGH |
1.1564 |
0.618 |
1.1564 |
0.500 |
1.1564 |
0.382 |
1.1564 |
LOW |
1.1564 |
0.618 |
1.1564 |
1.000 |
1.1564 |
1.618 |
1.1564 |
2.618 |
1.1564 |
4.250 |
1.1564 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1564 |
1.1533 |
PP |
1.1564 |
1.1502 |
S1 |
1.1564 |
1.1471 |
|