CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.1515 |
1.1373 |
-0.0142 |
-1.2% |
1.1321 |
High |
1.1515 |
1.1373 |
-0.0142 |
-1.2% |
1.1564 |
Low |
1.1468 |
1.1373 |
-0.0095 |
-0.8% |
1.1321 |
Close |
1.1482 |
1.1394 |
-0.0088 |
-0.8% |
1.1482 |
Range |
0.0047 |
0.0000 |
-0.0047 |
-100.0% |
0.0243 |
ATR |
0.0150 |
0.0147 |
-0.0003 |
-1.9% |
0.0000 |
Volume |
6 |
30 |
24 |
400.0% |
19 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1380 |
1.1387 |
1.1394 |
|
R3 |
1.1380 |
1.1387 |
1.1394 |
|
R2 |
1.1380 |
1.1380 |
1.1394 |
|
R1 |
1.1387 |
1.1387 |
1.1394 |
1.1384 |
PP |
1.1380 |
1.1380 |
1.1380 |
1.1378 |
S1 |
1.1387 |
1.1387 |
1.1394 |
1.1384 |
S2 |
1.1380 |
1.1380 |
1.1394 |
|
S3 |
1.1380 |
1.1387 |
1.1394 |
|
S4 |
1.1380 |
1.1387 |
1.1394 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2185 |
1.2076 |
1.1616 |
|
R3 |
1.1942 |
1.1833 |
1.1549 |
|
R2 |
1.1699 |
1.1699 |
1.1527 |
|
R1 |
1.1590 |
1.1590 |
1.1504 |
1.1645 |
PP |
1.1456 |
1.1456 |
1.1456 |
1.1483 |
S1 |
1.1347 |
1.1347 |
1.1460 |
1.1402 |
S2 |
1.1213 |
1.1213 |
1.1437 |
|
S3 |
1.0970 |
1.1104 |
1.1415 |
|
S4 |
1.0727 |
1.0861 |
1.1348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1564 |
1.1373 |
0.0191 |
1.7% |
0.0011 |
0.1% |
11% |
False |
True |
9 |
10 |
1.1850 |
1.1321 |
0.0529 |
4.6% |
0.0010 |
0.1% |
14% |
False |
False |
56 |
20 |
1.2850 |
1.1321 |
0.1529 |
13.4% |
0.0007 |
0.1% |
5% |
False |
False |
31 |
40 |
1.4099 |
1.1321 |
0.2778 |
24.4% |
0.0031 |
0.3% |
3% |
False |
False |
20 |
60 |
1.4099 |
1.1321 |
0.2778 |
24.4% |
0.0022 |
0.2% |
3% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1373 |
2.618 |
1.1373 |
1.618 |
1.1373 |
1.000 |
1.1373 |
0.618 |
1.1373 |
HIGH |
1.1373 |
0.618 |
1.1373 |
0.500 |
1.1373 |
0.382 |
1.1373 |
LOW |
1.1373 |
0.618 |
1.1373 |
1.000 |
1.1373 |
1.618 |
1.1373 |
2.618 |
1.1373 |
4.250 |
1.1373 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1387 |
1.1469 |
PP |
1.1380 |
1.1444 |
S1 |
1.1373 |
1.1419 |
|