CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0838 |
0.0096 |
0.9% |
1.0878 |
| High |
1.0869 |
1.0928 |
0.0059 |
0.5% |
1.0941 |
| Low |
1.0713 |
1.0807 |
0.0094 |
0.9% |
1.0713 |
| Close |
1.0852 |
1.0922 |
0.0070 |
0.6% |
1.0922 |
| Range |
0.0156 |
0.0121 |
-0.0035 |
-22.4% |
0.0228 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.8% |
0.0000 |
| Volume |
45,123 |
8,126 |
-36,997 |
-82.0% |
213,680 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1206 |
1.0989 |
|
| R3 |
1.1128 |
1.1085 |
1.0955 |
|
| R2 |
1.1007 |
1.1007 |
1.0944 |
|
| R1 |
1.0964 |
1.0964 |
1.0933 |
1.0986 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0896 |
| S1 |
1.0843 |
1.0843 |
1.0911 |
1.0865 |
| S2 |
1.0765 |
1.0765 |
1.0900 |
|
| S3 |
1.0644 |
1.0722 |
1.0889 |
|
| S4 |
1.0523 |
1.0601 |
1.0855 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1460 |
1.1047 |
|
| R3 |
1.1315 |
1.1232 |
1.0985 |
|
| R2 |
1.1087 |
1.1087 |
1.0964 |
|
| R1 |
1.1004 |
1.1004 |
1.0943 |
1.1046 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0879 |
| S1 |
1.0776 |
1.0776 |
1.0901 |
1.0818 |
| S2 |
1.0631 |
1.0631 |
1.0880 |
|
| S3 |
1.0403 |
1.0548 |
1.0859 |
|
| S4 |
1.0175 |
1.0320 |
1.0797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0941 |
1.0713 |
0.0228 |
2.1% |
0.0118 |
1.1% |
92% |
False |
False |
42,736 |
| 10 |
1.1024 |
1.0713 |
0.0311 |
2.8% |
0.0109 |
1.0% |
67% |
False |
False |
43,492 |
| 20 |
1.1200 |
1.0713 |
0.0487 |
4.5% |
0.0104 |
1.0% |
43% |
False |
False |
44,674 |
| 40 |
1.1200 |
1.0674 |
0.0526 |
4.8% |
0.0108 |
1.0% |
47% |
False |
False |
37,363 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0110 |
1.0% |
64% |
False |
False |
32,057 |
| 80 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0111 |
1.0% |
64% |
False |
False |
25,373 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0107 |
1.0% |
39% |
False |
False |
20,302 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0096 |
0.9% |
39% |
False |
False |
16,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1245 |
|
1.618 |
1.1124 |
|
1.000 |
1.1049 |
|
0.618 |
1.1003 |
|
HIGH |
1.0928 |
|
0.618 |
1.0882 |
|
0.500 |
1.0868 |
|
0.382 |
1.0853 |
|
LOW |
1.0807 |
|
0.618 |
1.0732 |
|
1.000 |
1.0686 |
|
1.618 |
1.0611 |
|
2.618 |
1.0490 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0888 |
| PP |
1.0886 |
1.0854 |
| S1 |
1.0868 |
1.0821 |
|