CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0541 |
0.0083 |
0.8% |
1.0742 |
| High |
1.0550 |
1.0576 |
0.0026 |
0.2% |
1.0768 |
| Low |
1.0431 |
1.0525 |
0.0094 |
0.9% |
1.0451 |
| Close |
1.0528 |
1.0556 |
0.0028 |
0.3% |
1.0483 |
| Range |
0.0119 |
0.0051 |
-0.0068 |
-57.1% |
0.0317 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
23,026 |
20,050 |
-2,976 |
-12.9% |
83,995 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0682 |
1.0584 |
|
| R3 |
1.0654 |
1.0631 |
1.0570 |
|
| R2 |
1.0603 |
1.0603 |
1.0565 |
|
| R1 |
1.0580 |
1.0580 |
1.0561 |
1.0592 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0558 |
| S1 |
1.0529 |
1.0529 |
1.0551 |
1.0541 |
| S2 |
1.0501 |
1.0501 |
1.0547 |
|
| S3 |
1.0450 |
1.0478 |
1.0542 |
|
| S4 |
1.0399 |
1.0427 |
1.0528 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1318 |
1.0657 |
|
| R3 |
1.1201 |
1.1001 |
1.0570 |
|
| R2 |
1.0884 |
1.0884 |
1.0541 |
|
| R1 |
1.0684 |
1.0684 |
1.0512 |
1.0626 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0538 |
| S1 |
1.0367 |
1.0367 |
1.0454 |
1.0309 |
| S2 |
1.0250 |
1.0250 |
1.0425 |
|
| S3 |
0.9933 |
1.0050 |
1.0396 |
|
| S4 |
0.9616 |
0.9733 |
1.0309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0747 |
1.0431 |
0.0316 |
3.0% |
0.0108 |
1.0% |
40% |
False |
False |
22,485 |
| 10 |
1.0768 |
1.0431 |
0.0337 |
3.2% |
0.0098 |
0.9% |
37% |
False |
False |
17,765 |
| 20 |
1.0839 |
1.0431 |
0.0408 |
3.9% |
0.0110 |
1.0% |
31% |
False |
False |
17,123 |
| 40 |
1.1147 |
1.0431 |
0.0716 |
6.8% |
0.0106 |
1.0% |
17% |
False |
False |
8,831 |
| 60 |
1.1700 |
1.0431 |
0.1269 |
12.0% |
0.0096 |
0.9% |
10% |
False |
False |
5,892 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
12.0% |
0.0084 |
0.8% |
10% |
False |
False |
4,424 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
22.9% |
0.0068 |
0.6% |
5% |
False |
False |
3,546 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
34.7% |
0.0066 |
0.6% |
3% |
False |
False |
2,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0710 |
|
1.618 |
1.0659 |
|
1.000 |
1.0627 |
|
0.618 |
1.0608 |
|
HIGH |
1.0576 |
|
0.618 |
1.0557 |
|
0.500 |
1.0551 |
|
0.382 |
1.0544 |
|
LOW |
1.0525 |
|
0.618 |
1.0493 |
|
1.000 |
1.0474 |
|
1.618 |
1.0442 |
|
2.618 |
1.0391 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0554 |
1.0539 |
| PP |
1.0552 |
1.0521 |
| S1 |
1.0551 |
1.0504 |
|