CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0495 |
1.0601 |
0.0106 |
1.0% |
1.0458 |
| High |
1.0635 |
1.0641 |
0.0006 |
0.1% |
1.0641 |
| Low |
1.0481 |
1.0453 |
-0.0028 |
-0.3% |
1.0431 |
| Close |
1.0607 |
1.0494 |
-0.0113 |
-1.1% |
1.0494 |
| Range |
0.0154 |
0.0188 |
0.0034 |
22.1% |
0.0210 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.0% |
0.0000 |
| Volume |
27,426 |
32,621 |
5,195 |
18.9% |
126,699 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.0982 |
1.0597 |
|
| R3 |
1.0905 |
1.0794 |
1.0546 |
|
| R2 |
1.0717 |
1.0717 |
1.0528 |
|
| R1 |
1.0606 |
1.0606 |
1.0511 |
1.0568 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0510 |
| S1 |
1.0418 |
1.0418 |
1.0477 |
1.0380 |
| S2 |
1.0341 |
1.0341 |
1.0460 |
|
| S3 |
1.0153 |
1.0230 |
1.0442 |
|
| S4 |
0.9965 |
1.0042 |
1.0391 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1033 |
1.0610 |
|
| R3 |
1.0942 |
1.0823 |
1.0552 |
|
| R2 |
1.0732 |
1.0732 |
1.0533 |
|
| R1 |
1.0613 |
1.0613 |
1.0513 |
1.0673 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0552 |
| S1 |
1.0403 |
1.0403 |
1.0475 |
1.0463 |
| S2 |
1.0312 |
1.0312 |
1.0456 |
|
| S3 |
1.0102 |
1.0193 |
1.0436 |
|
| S4 |
0.9892 |
0.9983 |
1.0379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0641 |
1.0431 |
0.0210 |
2.0% |
0.0121 |
1.2% |
30% |
True |
False |
25,339 |
| 10 |
1.0768 |
1.0431 |
0.0337 |
3.2% |
0.0115 |
1.1% |
19% |
False |
False |
22,633 |
| 20 |
1.0839 |
1.0431 |
0.0408 |
3.9% |
0.0110 |
1.0% |
15% |
False |
False |
19,284 |
| 40 |
1.1058 |
1.0431 |
0.0627 |
6.0% |
0.0111 |
1.1% |
10% |
False |
False |
10,920 |
| 60 |
1.1700 |
1.0431 |
0.1269 |
12.1% |
0.0103 |
1.0% |
5% |
False |
False |
7,286 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
12.1% |
0.0088 |
0.8% |
5% |
False |
False |
5,468 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
23.1% |
0.0072 |
0.7% |
3% |
False |
False |
4,380 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
35.0% |
0.0070 |
0.7% |
2% |
False |
False |
3,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1440 |
|
2.618 |
1.1133 |
|
1.618 |
1.0945 |
|
1.000 |
1.0829 |
|
0.618 |
1.0757 |
|
HIGH |
1.0641 |
|
0.618 |
1.0569 |
|
0.500 |
1.0547 |
|
0.382 |
1.0525 |
|
LOW |
1.0453 |
|
0.618 |
1.0337 |
|
1.000 |
1.0265 |
|
1.618 |
1.0149 |
|
2.618 |
0.9961 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0547 |
1.0547 |
| PP |
1.0529 |
1.0529 |
| S1 |
1.0512 |
1.0512 |
|