CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0913 |
-0.0027 |
-0.2% |
1.0962 |
| High |
1.0959 |
1.0963 |
0.0004 |
0.0% |
1.0979 |
| Low |
1.0867 |
1.0833 |
-0.0034 |
-0.3% |
1.0819 |
| Close |
1.0914 |
1.0901 |
-0.0013 |
-0.1% |
1.0901 |
| Range |
0.0092 |
0.0130 |
0.0038 |
41.3% |
0.0160 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
0.7% |
0.0000 |
| Volume |
29,151 |
37,185 |
8,034 |
27.6% |
147,102 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1225 |
1.0973 |
|
| R3 |
1.1159 |
1.1095 |
1.0937 |
|
| R2 |
1.1029 |
1.1029 |
1.0925 |
|
| R1 |
1.0965 |
1.0965 |
1.0913 |
1.0932 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0883 |
| S1 |
1.0835 |
1.0835 |
1.0889 |
1.0802 |
| S2 |
1.0769 |
1.0769 |
1.0877 |
|
| S3 |
1.0639 |
1.0705 |
1.0865 |
|
| S4 |
1.0509 |
1.0575 |
1.0830 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1300 |
1.0989 |
|
| R3 |
1.1220 |
1.1140 |
1.0945 |
|
| R2 |
1.1060 |
1.1060 |
1.0930 |
|
| R1 |
1.0980 |
1.0980 |
1.0916 |
1.0940 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0880 |
| S1 |
1.0820 |
1.0820 |
1.0886 |
1.0780 |
| S2 |
1.0740 |
1.0740 |
1.0872 |
|
| S3 |
1.0580 |
1.0660 |
1.0857 |
|
| S4 |
1.0420 |
1.0500 |
1.0813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0979 |
1.0819 |
0.0160 |
1.5% |
0.0121 |
1.1% |
51% |
False |
False |
29,420 |
| 10 |
1.0979 |
1.0674 |
0.0305 |
2.8% |
0.0122 |
1.1% |
74% |
False |
False |
29,757 |
| 20 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0118 |
1.1% |
86% |
False |
False |
28,265 |
| 40 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0116 |
1.1% |
86% |
False |
False |
21,277 |
| 60 |
1.1213 |
1.0431 |
0.0782 |
7.2% |
0.0111 |
1.0% |
60% |
False |
False |
14,219 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0099 |
0.9% |
37% |
False |
False |
10,667 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0088 |
0.8% |
37% |
False |
False |
8,537 |
| 120 |
1.2895 |
1.0431 |
0.2464 |
22.6% |
0.0078 |
0.7% |
19% |
False |
False |
7,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1303 |
|
1.618 |
1.1173 |
|
1.000 |
1.1093 |
|
0.618 |
1.1043 |
|
HIGH |
1.0963 |
|
0.618 |
1.0913 |
|
0.500 |
1.0898 |
|
0.382 |
1.0883 |
|
LOW |
1.0833 |
|
0.618 |
1.0753 |
|
1.000 |
1.0703 |
|
1.618 |
1.0623 |
|
2.618 |
1.0493 |
|
4.250 |
1.0281 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0900 |
| PP |
1.0899 |
1.0900 |
| S1 |
1.0898 |
1.0899 |
|