CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0649 |
0.0107 |
1.0% |
1.0458 |
| High |
1.0668 |
1.0742 |
0.0074 |
0.7% |
1.0641 |
| Low |
1.0532 |
1.0632 |
0.0100 |
0.9% |
1.0431 |
| Close |
1.0636 |
1.0715 |
0.0079 |
0.7% |
1.0494 |
| Range |
0.0136 |
0.0110 |
-0.0026 |
-19.1% |
0.0210 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
33,906 |
25,773 |
-8,133 |
-24.0% |
126,699 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0981 |
1.0776 |
|
| R3 |
1.0916 |
1.0871 |
1.0745 |
|
| R2 |
1.0806 |
1.0806 |
1.0735 |
|
| R1 |
1.0761 |
1.0761 |
1.0725 |
1.0784 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0708 |
| S1 |
1.0651 |
1.0651 |
1.0705 |
1.0674 |
| S2 |
1.0586 |
1.0586 |
1.0695 |
|
| S3 |
1.0476 |
1.0541 |
1.0685 |
|
| S4 |
1.0366 |
1.0431 |
1.0655 |
|
|
| 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 |
1.0742 |
1.0453 |
0.0289 |
2.7% |
0.0145 |
1.4% |
91% |
True |
False |
31,722 |
| 10 |
1.0742 |
1.0431 |
0.0311 |
2.9% |
0.0121 |
1.1% |
91% |
True |
False |
27,211 |
| 20 |
1.0839 |
1.0431 |
0.0408 |
3.8% |
0.0114 |
1.1% |
70% |
False |
False |
21,444 |
| 40 |
1.1058 |
1.0431 |
0.0627 |
5.9% |
0.0115 |
1.1% |
45% |
False |
False |
13,383 |
| 60 |
1.1700 |
1.0431 |
0.1269 |
11.8% |
0.0106 |
1.0% |
22% |
False |
False |
8,928 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.8% |
0.0090 |
0.8% |
22% |
False |
False |
6,699 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
22.6% |
0.0076 |
0.7% |
12% |
False |
False |
5,366 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
34.2% |
0.0073 |
0.7% |
8% |
False |
False |
4,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1030 |
|
1.618 |
1.0920 |
|
1.000 |
1.0852 |
|
0.618 |
1.0810 |
|
HIGH |
1.0742 |
|
0.618 |
1.0700 |
|
0.500 |
1.0687 |
|
0.382 |
1.0674 |
|
LOW |
1.0632 |
|
0.618 |
1.0564 |
|
1.000 |
1.0522 |
|
1.618 |
1.0454 |
|
2.618 |
1.0344 |
|
4.250 |
1.0165 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0677 |
| PP |
1.0696 |
1.0638 |
| S1 |
1.0687 |
1.0600 |
|