CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0856 |
0.0067 |
0.6% |
1.0480 |
| High |
1.0872 |
1.0927 |
0.0055 |
0.5% |
1.0755 |
| Low |
1.0715 |
1.0842 |
0.0127 |
1.2% |
1.0457 |
| Close |
1.0842 |
1.0876 |
0.0034 |
0.3% |
1.0699 |
| Range |
0.0157 |
0.0085 |
-0.0072 |
-45.9% |
0.0298 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
37,233 |
30,616 |
-6,617 |
-17.8% |
118,633 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1091 |
1.0923 |
|
| R3 |
1.1052 |
1.1006 |
1.0899 |
|
| R2 |
1.0967 |
1.0967 |
1.0892 |
|
| R1 |
1.0921 |
1.0921 |
1.0884 |
1.0944 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0893 |
| S1 |
1.0836 |
1.0836 |
1.0868 |
1.0859 |
| S2 |
1.0797 |
1.0797 |
1.0860 |
|
| S3 |
1.0712 |
1.0751 |
1.0853 |
|
| S4 |
1.0627 |
1.0666 |
1.0829 |
|
|
| 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 |
1.0927 |
1.0674 |
0.0253 |
2.3% |
0.0110 |
1.0% |
80% |
True |
False |
28,063 |
| 10 |
1.0927 |
1.0453 |
0.0474 |
4.4% |
0.0127 |
1.2% |
89% |
True |
False |
29,893 |
| 20 |
1.0927 |
1.0431 |
0.0496 |
4.6% |
0.0115 |
1.1% |
90% |
True |
False |
24,722 |
| 40 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0116 |
1.1% |
71% |
False |
False |
16,886 |
| 60 |
1.1532 |
1.0431 |
0.1101 |
10.1% |
0.0107 |
1.0% |
40% |
False |
False |
11,265 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0096 |
0.9% |
35% |
False |
False |
8,452 |
| 100 |
1.2850 |
1.0431 |
0.2419 |
22.2% |
0.0081 |
0.7% |
18% |
False |
False |
6,769 |
| 120 |
1.4099 |
1.0431 |
0.3668 |
33.7% |
0.0077 |
0.7% |
12% |
False |
False |
5,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1150 |
|
1.618 |
1.1065 |
|
1.000 |
1.1012 |
|
0.618 |
1.0980 |
|
HIGH |
1.0927 |
|
0.618 |
1.0895 |
|
0.500 |
1.0885 |
|
0.382 |
1.0874 |
|
LOW |
1.0842 |
|
0.618 |
1.0789 |
|
1.000 |
1.0757 |
|
1.618 |
1.0704 |
|
2.618 |
1.0619 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0858 |
| PP |
1.0882 |
1.0839 |
| S1 |
1.0879 |
1.0821 |
|