CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0791 |
1.0789 |
-0.0002 |
0.0% |
1.0480 |
| High |
1.0836 |
1.0872 |
0.0036 |
0.3% |
1.0755 |
| Low |
1.0747 |
1.0715 |
-0.0032 |
-0.3% |
1.0457 |
| Close |
1.0777 |
1.0842 |
0.0065 |
0.6% |
1.0699 |
| Range |
0.0089 |
0.0157 |
0.0068 |
76.4% |
0.0298 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.6% |
0.0000 |
| Volume |
24,366 |
37,233 |
12,867 |
52.8% |
118,633 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1218 |
1.0928 |
|
| R3 |
1.1124 |
1.1061 |
1.0885 |
|
| R2 |
1.0967 |
1.0967 |
1.0871 |
|
| R1 |
1.0904 |
1.0904 |
1.0856 |
1.0936 |
| PP |
1.0810 |
1.0810 |
1.0810 |
1.0825 |
| S1 |
1.0747 |
1.0747 |
1.0828 |
1.0779 |
| S2 |
1.0653 |
1.0653 |
1.0813 |
|
| S3 |
1.0496 |
1.0590 |
1.0799 |
|
| S4 |
1.0339 |
1.0433 |
1.0756 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1413 |
1.0863 |
|
| R3 |
1.1233 |
1.1115 |
1.0781 |
|
| R2 |
1.0935 |
1.0935 |
1.0754 |
|
| R1 |
1.0817 |
1.0817 |
1.0726 |
1.0876 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0667 |
| S1 |
1.0519 |
1.0519 |
1.0672 |
1.0578 |
| S2 |
1.0339 |
1.0339 |
1.0644 |
|
| S3 |
1.0041 |
1.0221 |
1.0617 |
|
| S4 |
0.9743 |
0.9923 |
1.0535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0872 |
1.0632 |
0.0240 |
2.2% |
0.0115 |
1.1% |
88% |
True |
False |
27,095 |
| 10 |
1.0872 |
1.0453 |
0.0419 |
3.9% |
0.0128 |
1.2% |
93% |
True |
False |
29,189 |
| 20 |
1.0872 |
1.0431 |
0.0441 |
4.1% |
0.0113 |
1.0% |
93% |
True |
False |
23,477 |
| 40 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0117 |
1.1% |
66% |
False |
False |
16,124 |
| 60 |
1.1630 |
1.0431 |
0.1199 |
11.1% |
0.0105 |
1.0% |
34% |
False |
False |
10,755 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0095 |
0.9% |
32% |
False |
False |
8,069 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
22.3% |
0.0081 |
0.7% |
17% |
False |
False |
6,463 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
33.8% |
0.0077 |
0.7% |
11% |
False |
False |
5,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1283 |
|
1.618 |
1.1126 |
|
1.000 |
1.1029 |
|
0.618 |
1.0969 |
|
HIGH |
1.0872 |
|
0.618 |
1.0812 |
|
0.500 |
1.0794 |
|
0.382 |
1.0775 |
|
LOW |
1.0715 |
|
0.618 |
1.0618 |
|
1.000 |
1.0558 |
|
1.618 |
1.0461 |
|
2.618 |
1.0304 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0819 |
| PP |
1.0810 |
1.0796 |
| S1 |
1.0794 |
1.0773 |
|