CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.0871 |
1.0876 |
0.0005 |
0.0% |
1.1010 |
High |
1.0876 |
1.0876 |
0.0000 |
0.0% |
1.1010 |
Low |
1.0805 |
1.0876 |
0.0071 |
0.7% |
1.0805 |
Close |
1.0887 |
1.0830 |
-0.0057 |
-0.5% |
1.0830 |
Range |
0.0071 |
0.0000 |
-0.0071 |
-100.0% |
0.0205 |
ATR |
0.0106 |
0.0100 |
-0.0007 |
-6.4% |
0.0000 |
Volume |
16 |
20 |
4 |
25.0% |
83 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0861 |
1.0845 |
1.0830 |
|
R3 |
1.0861 |
1.0845 |
1.0830 |
|
R2 |
1.0861 |
1.0861 |
1.0830 |
|
R1 |
1.0845 |
1.0845 |
1.0830 |
1.0853 |
PP |
1.0861 |
1.0861 |
1.0861 |
1.0865 |
S1 |
1.0845 |
1.0845 |
1.0830 |
1.0853 |
S2 |
1.0861 |
1.0861 |
1.0830 |
|
S3 |
1.0861 |
1.0845 |
1.0830 |
|
S4 |
1.0861 |
1.0845 |
1.0830 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1497 |
1.1368 |
1.0943 |
|
R3 |
1.1292 |
1.1163 |
1.0886 |
|
R2 |
1.1087 |
1.1087 |
1.0868 |
|
R1 |
1.0958 |
1.0958 |
1.0849 |
1.0920 |
PP |
1.0882 |
1.0882 |
1.0882 |
1.0863 |
S1 |
1.0753 |
1.0753 |
1.0811 |
1.0715 |
S2 |
1.0677 |
1.0677 |
1.0792 |
|
S3 |
1.0472 |
1.0548 |
1.0774 |
|
S4 |
1.0267 |
1.0343 |
1.0717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1010 |
1.0805 |
0.0205 |
1.9% |
0.0046 |
0.4% |
12% |
False |
False |
16 |
10 |
1.1219 |
1.0805 |
0.0414 |
3.8% |
0.0033 |
0.3% |
6% |
False |
False |
19 |
20 |
1.1564 |
1.0805 |
0.0759 |
7.0% |
0.0036 |
0.3% |
3% |
False |
False |
17 |
40 |
1.2957 |
1.0805 |
0.2152 |
19.9% |
0.0030 |
0.3% |
1% |
False |
False |
26 |
60 |
1.4099 |
1.0805 |
0.3294 |
30.4% |
0.0032 |
0.3% |
1% |
False |
False |
18 |
80 |
1.4099 |
1.0805 |
0.3294 |
30.4% |
0.0024 |
0.2% |
1% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0876 |
2.618 |
1.0876 |
1.618 |
1.0876 |
1.000 |
1.0876 |
0.618 |
1.0876 |
HIGH |
1.0876 |
0.618 |
1.0876 |
0.500 |
1.0876 |
0.382 |
1.0876 |
LOW |
1.0876 |
0.618 |
1.0876 |
1.000 |
1.0876 |
1.618 |
1.0876 |
2.618 |
1.0876 |
4.250 |
1.0876 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0876 |
1.0864 |
PP |
1.0861 |
1.0852 |
S1 |
1.0845 |
1.0841 |
|