CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1487 |
0.0087 |
0.8% |
1.1157 |
| High |
1.1420 |
1.1487 |
0.0067 |
0.6% |
1.1359 |
| Low |
1.1380 |
1.1342 |
-0.0038 |
-0.3% |
1.1067 |
| Close |
1.1425 |
1.1376 |
-0.0049 |
-0.4% |
1.1344 |
| Range |
0.0040 |
0.0145 |
0.0105 |
262.5% |
0.0292 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
3.7% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
48 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1837 |
1.1751 |
1.1456 |
|
| R3 |
1.1692 |
1.1606 |
1.1416 |
|
| R2 |
1.1547 |
1.1547 |
1.1403 |
|
| R1 |
1.1461 |
1.1461 |
1.1389 |
1.1432 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1387 |
| S1 |
1.1316 |
1.1316 |
1.1363 |
1.1287 |
| S2 |
1.1257 |
1.1257 |
1.1349 |
|
| S3 |
1.1112 |
1.1171 |
1.1336 |
|
| S4 |
1.0967 |
1.1026 |
1.1296 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2030 |
1.1505 |
|
| R3 |
1.1841 |
1.1738 |
1.1424 |
|
| R2 |
1.1549 |
1.1549 |
1.1398 |
|
| R1 |
1.1446 |
1.1446 |
1.1371 |
1.1498 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1282 |
| S1 |
1.1154 |
1.1154 |
1.1317 |
1.1206 |
| S2 |
1.0965 |
1.0965 |
1.1290 |
|
| S3 |
1.0673 |
1.0862 |
1.1264 |
|
| S4 |
1.0381 |
1.0570 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1487 |
1.1067 |
0.0420 |
3.7% |
0.0080 |
0.7% |
74% |
True |
False |
12 |
| 10 |
1.1487 |
1.1067 |
0.0420 |
3.7% |
0.0042 |
0.4% |
74% |
True |
False |
8 |
| 20 |
1.1487 |
1.0805 |
0.0682 |
6.0% |
0.0048 |
0.4% |
84% |
True |
False |
9 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
18.0% |
0.0037 |
0.3% |
28% |
False |
False |
24 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.0% |
0.0043 |
0.4% |
17% |
False |
False |
20 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.0% |
0.0033 |
0.3% |
17% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.1867 |
|
1.618 |
1.1722 |
|
1.000 |
1.1632 |
|
0.618 |
1.1577 |
|
HIGH |
1.1487 |
|
0.618 |
1.1432 |
|
0.500 |
1.1415 |
|
0.382 |
1.1397 |
|
LOW |
1.1342 |
|
0.618 |
1.1252 |
|
1.000 |
1.1197 |
|
1.618 |
1.1107 |
|
2.618 |
1.0962 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1415 |
1.1415 |
| PP |
1.1402 |
1.1402 |
| S1 |
1.1389 |
1.1389 |
|