CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.1157 |
1.1156 |
-0.0001 |
0.0% |
1.0904 |
High |
1.1173 |
1.1156 |
-0.0017 |
-0.2% |
1.1235 |
Low |
1.1156 |
1.1156 |
0.0000 |
0.0% |
1.0904 |
Close |
1.1163 |
1.1156 |
-0.0007 |
-0.1% |
1.1235 |
Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0331 |
ATR |
0.0108 |
0.0101 |
-0.0007 |
-6.7% |
0.0000 |
Volume |
1 |
14 |
13 |
1,300.0% |
28 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1156 |
1.1156 |
1.1156 |
|
R3 |
1.1156 |
1.1156 |
1.1156 |
|
R2 |
1.1156 |
1.1156 |
1.1156 |
|
R1 |
1.1156 |
1.1156 |
1.1156 |
1.1156 |
PP |
1.1156 |
1.1156 |
1.1156 |
1.1156 |
S1 |
1.1156 |
1.1156 |
1.1156 |
1.1156 |
S2 |
1.1156 |
1.1156 |
1.1156 |
|
S3 |
1.1156 |
1.1156 |
1.1156 |
|
S4 |
1.1156 |
1.1156 |
1.1156 |
|
|
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 |
1.1114 |
0.0121 |
1.1% |
0.0003 |
0.0% |
35% |
False |
False |
6 |
10 |
1.1235 |
1.0805 |
0.0430 |
3.9% |
0.0044 |
0.4% |
82% |
False |
False |
8 |
20 |
1.1270 |
1.0805 |
0.0465 |
4.2% |
0.0043 |
0.4% |
75% |
False |
False |
16 |
40 |
1.2850 |
1.0805 |
0.2045 |
18.3% |
0.0027 |
0.2% |
17% |
False |
False |
22 |
60 |
1.4099 |
1.0805 |
0.3294 |
29.5% |
0.0036 |
0.3% |
11% |
False |
False |
19 |
80 |
1.4099 |
1.0805 |
0.3294 |
29.5% |
0.0028 |
0.2% |
11% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1156 |
2.618 |
1.1156 |
1.618 |
1.1156 |
1.000 |
1.1156 |
0.618 |
1.1156 |
HIGH |
1.1156 |
0.618 |
1.1156 |
0.500 |
1.1156 |
0.382 |
1.1156 |
LOW |
1.1156 |
0.618 |
1.1156 |
1.000 |
1.1156 |
1.618 |
1.1156 |
2.618 |
1.1156 |
4.250 |
1.1156 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1156 |
1.1196 |
PP |
1.1156 |
1.1182 |
S1 |
1.1156 |
1.1169 |
|