CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0884 |
-0.0029 |
-0.3% |
1.0962 |
| High |
1.0963 |
1.0902 |
-0.0061 |
-0.6% |
1.0979 |
| Low |
1.0833 |
1.0802 |
-0.0031 |
-0.3% |
1.0819 |
| Close |
1.0901 |
1.0888 |
-0.0013 |
-0.1% |
1.0901 |
| Range |
0.0130 |
0.0100 |
-0.0030 |
-23.1% |
0.0160 |
| ATR |
0.0119 |
0.0117 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
37,185 |
24,279 |
-12,906 |
-34.7% |
147,102 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1126 |
1.0943 |
|
| R3 |
1.1064 |
1.1026 |
1.0916 |
|
| R2 |
1.0964 |
1.0964 |
1.0906 |
|
| R1 |
1.0926 |
1.0926 |
1.0897 |
1.0945 |
| PP |
1.0864 |
1.0864 |
1.0864 |
1.0874 |
| S1 |
1.0826 |
1.0826 |
1.0879 |
1.0845 |
| S2 |
1.0764 |
1.0764 |
1.0870 |
|
| S3 |
1.0664 |
1.0726 |
1.0861 |
|
| S4 |
1.0564 |
1.0626 |
1.0833 |
|
|
| 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 |
1.0802 |
0.0177 |
1.6% |
0.0121 |
1.1% |
49% |
False |
True |
29,039 |
| 10 |
1.0979 |
1.0715 |
0.0264 |
2.4% |
0.0118 |
1.1% |
66% |
False |
False |
29,381 |
| 20 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0119 |
1.1% |
83% |
False |
False |
28,359 |
| 40 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0116 |
1.1% |
83% |
False |
False |
21,835 |
| 60 |
1.1147 |
1.0431 |
0.0716 |
6.6% |
0.0111 |
1.0% |
64% |
False |
False |
14,623 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0100 |
0.9% |
36% |
False |
False |
10,971 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0089 |
0.8% |
36% |
False |
False |
8,780 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.2% |
0.0077 |
0.7% |
19% |
False |
False |
7,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1327 |
|
2.618 |
1.1164 |
|
1.618 |
1.1064 |
|
1.000 |
1.1002 |
|
0.618 |
1.0964 |
|
HIGH |
1.0902 |
|
0.618 |
1.0864 |
|
0.500 |
1.0852 |
|
0.382 |
1.0840 |
|
LOW |
1.0802 |
|
0.618 |
1.0740 |
|
1.000 |
1.0702 |
|
1.618 |
1.0640 |
|
2.618 |
1.0540 |
|
4.250 |
1.0377 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0886 |
| PP |
1.0864 |
1.0884 |
| S1 |
1.0852 |
1.0883 |
|