CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1.0541 |
1.0542 |
0.0001 |
0.0% |
1.0742 |
High |
1.0576 |
1.0558 |
-0.0018 |
-0.2% |
1.0768 |
Low |
1.0525 |
1.0464 |
-0.0061 |
-0.6% |
1.0451 |
Close |
1.0556 |
1.0481 |
-0.0075 |
-0.7% |
1.0483 |
Range |
0.0051 |
0.0094 |
0.0043 |
84.3% |
0.0317 |
ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
20,050 |
23,576 |
3,526 |
17.6% |
83,995 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0783 |
1.0726 |
1.0533 |
|
R3 |
1.0689 |
1.0632 |
1.0507 |
|
R2 |
1.0595 |
1.0595 |
1.0498 |
|
R1 |
1.0538 |
1.0538 |
1.0490 |
1.0520 |
PP |
1.0501 |
1.0501 |
1.0501 |
1.0492 |
S1 |
1.0444 |
1.0444 |
1.0472 |
1.0426 |
S2 |
1.0407 |
1.0407 |
1.0464 |
|
S3 |
1.0313 |
1.0350 |
1.0455 |
|
S4 |
1.0219 |
1.0256 |
1.0429 |
|
|
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 |
1.0635 |
1.0431 |
0.0204 |
1.9% |
0.0097 |
0.9% |
25% |
False |
False |
22,700 |
10 |
1.0768 |
1.0431 |
0.0337 |
3.2% |
0.0104 |
1.0% |
15% |
False |
False |
19,551 |
20 |
1.0839 |
1.0431 |
0.0408 |
3.9% |
0.0106 |
1.0% |
12% |
False |
False |
17,709 |
40 |
1.1147 |
1.0431 |
0.0716 |
6.8% |
0.0108 |
1.0% |
7% |
False |
False |
9,420 |
60 |
1.1700 |
1.0431 |
0.1269 |
12.1% |
0.0098 |
0.9% |
4% |
False |
False |
6,285 |
80 |
1.1700 |
1.0431 |
0.1269 |
12.1% |
0.0085 |
0.8% |
4% |
False |
False |
4,718 |
100 |
1.2850 |
1.0431 |
0.2419 |
23.1% |
0.0069 |
0.7% |
2% |
False |
False |
3,781 |
120 |
1.4099 |
1.0431 |
0.3668 |
35.0% |
0.0067 |
0.6% |
1% |
False |
False |
3,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0958 |
2.618 |
1.0804 |
1.618 |
1.0710 |
1.000 |
1.0652 |
0.618 |
1.0616 |
HIGH |
1.0558 |
0.618 |
1.0522 |
0.500 |
1.0511 |
0.382 |
1.0500 |
LOW |
1.0464 |
0.618 |
1.0406 |
1.000 |
1.0370 |
1.618 |
1.0312 |
2.618 |
1.0218 |
4.250 |
1.0065 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0511 |
1.0504 |
PP |
1.0501 |
1.0496 |
S1 |
1.0491 |
1.0489 |
|