CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0904 |
0.0028 |
0.3% |
1.1010 |
| High |
1.0876 |
1.1119 |
0.0243 |
2.2% |
1.1010 |
| Low |
1.0876 |
1.0904 |
0.0028 |
0.3% |
1.0805 |
| Close |
1.0830 |
1.1116 |
0.0286 |
2.6% |
1.0830 |
| Range |
0.0000 |
0.0215 |
0.0215 |
|
0.0205 |
| ATR |
0.0100 |
0.0113 |
0.0014 |
13.6% |
0.0000 |
| Volume |
20 |
1 |
-19 |
-95.0% |
83 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1691 |
1.1619 |
1.1234 |
|
| R3 |
1.1476 |
1.1404 |
1.1175 |
|
| R2 |
1.1261 |
1.1261 |
1.1155 |
|
| R1 |
1.1189 |
1.1189 |
1.1136 |
1.1225 |
| PP |
1.1046 |
1.1046 |
1.1046 |
1.1065 |
| S1 |
1.0974 |
1.0974 |
1.1096 |
1.1010 |
| S2 |
1.0831 |
1.0831 |
1.1077 |
|
| S3 |
1.0616 |
1.0759 |
1.1057 |
|
| S4 |
1.0401 |
1.0544 |
1.0998 |
|
|
| 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 |
1.1119 |
1.0805 |
0.0314 |
2.8% |
0.0073 |
0.7% |
99% |
True |
False |
15 |
| 10 |
1.1219 |
1.0805 |
0.0414 |
3.7% |
0.0053 |
0.5% |
75% |
False |
False |
19 |
| 20 |
1.1564 |
1.0805 |
0.0759 |
6.8% |
0.0045 |
0.4% |
41% |
False |
False |
17 |
| 40 |
1.2895 |
1.0805 |
0.2090 |
18.8% |
0.0036 |
0.3% |
15% |
False |
False |
26 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.6% |
0.0036 |
0.3% |
9% |
False |
False |
18 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.6% |
0.0027 |
0.2% |
9% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2033 |
|
2.618 |
1.1682 |
|
1.618 |
1.1467 |
|
1.000 |
1.1334 |
|
0.618 |
1.1252 |
|
HIGH |
1.1119 |
|
0.618 |
1.1037 |
|
0.500 |
1.1012 |
|
0.382 |
1.0986 |
|
LOW |
1.0904 |
|
0.618 |
1.0771 |
|
1.000 |
1.0689 |
|
1.618 |
1.0556 |
|
2.618 |
1.0341 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1065 |
| PP |
1.1046 |
1.1013 |
| S1 |
1.1012 |
1.0962 |
|