CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.1114 |
1.1235 |
0.0121 |
1.1% |
1.0904 |
High |
1.1114 |
1.1235 |
0.0121 |
1.1% |
1.1235 |
Low |
1.1114 |
1.1235 |
0.0121 |
1.1% |
1.0904 |
Close |
1.1181 |
1.1235 |
0.0054 |
0.5% |
1.1235 |
Range |
|
|
|
|
|
ATR |
0.0115 |
0.0110 |
-0.0004 |
-3.8% |
0.0000 |
Volume |
8 |
1 |
-7 |
-87.5% |
28 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1235 |
1.1235 |
1.1235 |
|
R3 |
1.1235 |
1.1235 |
1.1235 |
|
R2 |
1.1235 |
1.1235 |
1.1235 |
|
R1 |
1.1235 |
1.1235 |
1.1235 |
1.1235 |
PP |
1.1235 |
1.1235 |
1.1235 |
1.1235 |
S1 |
1.1235 |
1.1235 |
1.1235 |
1.1235 |
S2 |
1.1235 |
1.1235 |
1.1235 |
|
S3 |
1.1235 |
1.1235 |
1.1235 |
|
S4 |
1.1235 |
1.1235 |
1.1235 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2118 |
1.2007 |
1.1417 |
|
R3 |
1.1787 |
1.1676 |
1.1326 |
|
R2 |
1.1456 |
1.1456 |
1.1296 |
|
R1 |
1.1345 |
1.1345 |
1.1265 |
1.1401 |
PP |
1.1125 |
1.1125 |
1.1125 |
1.1152 |
S1 |
1.1014 |
1.1014 |
1.1205 |
1.1070 |
S2 |
1.0794 |
1.0794 |
1.1174 |
|
S3 |
1.0463 |
1.0683 |
1.1144 |
|
S4 |
1.0132 |
1.0352 |
1.1053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1235 |
1.0904 |
0.0331 |
2.9% |
0.0057 |
0.5% |
100% |
True |
False |
5 |
10 |
1.1235 |
1.0805 |
0.0430 |
3.8% |
0.0052 |
0.5% |
100% |
True |
False |
11 |
20 |
1.1375 |
1.0805 |
0.0570 |
5.1% |
0.0046 |
0.4% |
75% |
False |
False |
17 |
40 |
1.2850 |
1.0805 |
0.2045 |
18.2% |
0.0026 |
0.2% |
21% |
False |
False |
25 |
60 |
1.4099 |
1.0805 |
0.3294 |
29.3% |
0.0036 |
0.3% |
13% |
False |
False |
19 |
80 |
1.4099 |
1.0805 |
0.3294 |
29.3% |
0.0028 |
0.2% |
13% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1235 |
2.618 |
1.1235 |
1.618 |
1.1235 |
1.000 |
1.1235 |
0.618 |
1.1235 |
HIGH |
1.1235 |
0.618 |
1.1235 |
0.500 |
1.1235 |
0.382 |
1.1235 |
LOW |
1.1235 |
0.618 |
1.1235 |
1.000 |
1.1235 |
1.618 |
1.1235 |
2.618 |
1.1235 |
4.250 |
1.1235 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1235 |
1.1215 |
PP |
1.1235 |
1.1195 |
S1 |
1.1235 |
1.1175 |
|