CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.0959 |
-0.0021 |
-0.2% |
1.0962 |
| High |
1.0986 |
1.1008 |
0.0022 |
0.2% |
1.0979 |
| Low |
1.0934 |
1.0929 |
-0.0005 |
0.0% |
1.0819 |
| Close |
1.0959 |
1.0975 |
0.0016 |
0.1% |
1.0901 |
| Range |
0.0052 |
0.0079 |
0.0027 |
51.9% |
0.0160 |
| ATR |
0.0114 |
0.0112 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
27,342 |
27,848 |
506 |
1.9% |
147,102 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1170 |
1.1018 |
|
| R3 |
1.1129 |
1.1091 |
1.0997 |
|
| R2 |
1.1050 |
1.1050 |
1.0989 |
|
| R1 |
1.1012 |
1.1012 |
1.0982 |
1.1031 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0980 |
| S1 |
1.0933 |
1.0933 |
1.0968 |
1.0952 |
| S2 |
1.0892 |
1.0892 |
1.0961 |
|
| S3 |
1.0813 |
1.0854 |
1.0953 |
|
| S4 |
1.0734 |
1.0775 |
1.0932 |
|
|
| 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 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0101 |
0.9% |
84% |
True |
False |
29,983 |
| 10 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0112 |
1.0% |
84% |
True |
False |
29,005 |
| 20 |
1.1008 |
1.0453 |
0.0555 |
5.1% |
0.0120 |
1.1% |
94% |
True |
False |
29,449 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0113 |
1.0% |
94% |
True |
False |
23,579 |
| 60 |
1.1147 |
1.0431 |
0.0716 |
6.5% |
0.0112 |
1.0% |
76% |
False |
False |
16,096 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0103 |
0.9% |
43% |
False |
False |
12,076 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0092 |
0.8% |
43% |
False |
False |
9,664 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.0% |
0.0077 |
0.7% |
22% |
False |
False |
8,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1215 |
|
1.618 |
1.1136 |
|
1.000 |
1.1087 |
|
0.618 |
1.1057 |
|
HIGH |
1.1008 |
|
0.618 |
1.0978 |
|
0.500 |
1.0969 |
|
0.382 |
1.0959 |
|
LOW |
1.0929 |
|
0.618 |
1.0880 |
|
1.000 |
1.0850 |
|
1.618 |
1.0801 |
|
2.618 |
1.0722 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.0958 |
| PP |
1.0971 |
1.0942 |
| S1 |
1.0969 |
1.0925 |
|