CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1630 |
0.0230 |
2.0% |
1.1400 |
| High |
1.1700 |
1.1630 |
-0.0070 |
-0.6% |
1.1700 |
| Low |
1.1400 |
1.1611 |
0.0211 |
1.9% |
1.1342 |
| Close |
1.1668 |
1.1637 |
-0.0031 |
-0.3% |
1.1637 |
| Range |
0.0300 |
0.0019 |
-0.0281 |
-93.7% |
0.0358 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
55 |
32 |
-23 |
-41.8% |
116 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1679 |
1.1647 |
|
| R3 |
1.1664 |
1.1660 |
1.1642 |
|
| R2 |
1.1645 |
1.1645 |
1.1640 |
|
| R1 |
1.1641 |
1.1641 |
1.1639 |
1.1643 |
| PP |
1.1626 |
1.1626 |
1.1626 |
1.1627 |
| S1 |
1.1622 |
1.1622 |
1.1635 |
1.1624 |
| S2 |
1.1607 |
1.1607 |
1.1634 |
|
| S3 |
1.1588 |
1.1603 |
1.1632 |
|
| S4 |
1.1569 |
1.1584 |
1.1627 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2493 |
1.1834 |
|
| R3 |
1.2276 |
1.2135 |
1.1735 |
|
| R2 |
1.1918 |
1.1918 |
1.1703 |
|
| R1 |
1.1777 |
1.1777 |
1.1670 |
1.1848 |
| PP |
1.1560 |
1.1560 |
1.1560 |
1.1595 |
| S1 |
1.1419 |
1.1419 |
1.1604 |
1.1490 |
| S2 |
1.1202 |
1.1202 |
1.1571 |
|
| S3 |
1.0844 |
1.1061 |
1.1539 |
|
| S4 |
1.0486 |
1.0703 |
1.1440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1700 |
1.1342 |
0.0358 |
3.1% |
0.0105 |
0.9% |
82% |
False |
False |
23 |
| 10 |
1.1700 |
1.1067 |
0.0633 |
5.4% |
0.0074 |
0.6% |
90% |
False |
False |
16 |
| 20 |
1.1700 |
1.0805 |
0.0895 |
7.7% |
0.0063 |
0.5% |
93% |
False |
False |
13 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
17.6% |
0.0044 |
0.4% |
41% |
False |
False |
26 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
28.3% |
0.0048 |
0.4% |
25% |
False |
False |
21 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
28.3% |
0.0037 |
0.3% |
25% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1680 |
|
1.618 |
1.1661 |
|
1.000 |
1.1649 |
|
0.618 |
1.1642 |
|
HIGH |
1.1630 |
|
0.618 |
1.1623 |
|
0.500 |
1.1621 |
|
0.382 |
1.1618 |
|
LOW |
1.1611 |
|
0.618 |
1.1599 |
|
1.000 |
1.1592 |
|
1.618 |
1.1580 |
|
2.618 |
1.1561 |
|
4.250 |
1.1530 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1632 |
1.1598 |
| PP |
1.1626 |
1.1560 |
| S1 |
1.1621 |
1.1521 |
|