CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1112 |
1.1069 |
-0.0043 |
-0.4% |
1.0904 |
| High |
1.1112 |
1.1208 |
0.0096 |
0.9% |
1.1235 |
| Low |
1.1112 |
1.1067 |
-0.0045 |
-0.4% |
1.0904 |
| Close |
1.1112 |
1.1218 |
0.0106 |
1.0% |
1.1235 |
| Range |
0.0000 |
0.0141 |
0.0141 |
|
0.0331 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1544 |
1.1296 |
|
| R3 |
1.1446 |
1.1403 |
1.1257 |
|
| R2 |
1.1305 |
1.1305 |
1.1244 |
|
| R1 |
1.1262 |
1.1262 |
1.1231 |
1.1284 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1175 |
| S1 |
1.1121 |
1.1121 |
1.1205 |
1.1143 |
| S2 |
1.1023 |
1.1023 |
1.1192 |
|
| S3 |
1.0882 |
1.0980 |
1.1179 |
|
| S4 |
1.0741 |
1.0839 |
1.1140 |
|
|
| 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 |
1.1067 |
0.0168 |
1.5% |
0.0032 |
0.3% |
90% |
False |
True |
3 |
| 10 |
1.1235 |
1.0876 |
0.0359 |
3.2% |
0.0044 |
0.4% |
95% |
False |
False |
6 |
| 20 |
1.1235 |
1.0805 |
0.0430 |
3.8% |
0.0041 |
0.4% |
96% |
False |
False |
14 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
18.2% |
0.0030 |
0.3% |
20% |
False |
False |
22 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.4% |
0.0039 |
0.3% |
13% |
False |
False |
19 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.4% |
0.0030 |
0.3% |
13% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1807 |
|
2.618 |
1.1577 |
|
1.618 |
1.1436 |
|
1.000 |
1.1349 |
|
0.618 |
1.1295 |
|
HIGH |
1.1208 |
|
0.618 |
1.1154 |
|
0.500 |
1.1138 |
|
0.382 |
1.1121 |
|
LOW |
1.1067 |
|
0.618 |
1.0980 |
|
1.000 |
1.0926 |
|
1.618 |
1.0839 |
|
2.618 |
1.0698 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1191 |
| PP |
1.1164 |
1.1164 |
| S1 |
1.1138 |
1.1138 |
|