CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0910 |
-0.0036 |
-0.3% |
1.0884 |
| High |
1.0990 |
1.0941 |
-0.0049 |
-0.4% |
1.1008 |
| Low |
1.0903 |
1.0837 |
-0.0066 |
-0.6% |
1.0802 |
| Close |
1.0923 |
1.0852 |
-0.0071 |
-0.7% |
1.0903 |
| Range |
0.0087 |
0.0104 |
0.0017 |
19.5% |
0.0206 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
25,775 |
31,934 |
6,159 |
23.9% |
140,217 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1124 |
1.0909 |
|
| R3 |
1.1085 |
1.1020 |
1.0881 |
|
| R2 |
1.0981 |
1.0981 |
1.0871 |
|
| R1 |
1.0916 |
1.0916 |
1.0862 |
1.0897 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0867 |
| S1 |
1.0812 |
1.0812 |
1.0842 |
1.0793 |
| S2 |
1.0773 |
1.0773 |
1.0833 |
|
| S3 |
1.0669 |
1.0708 |
1.0823 |
|
| S4 |
1.0565 |
1.0604 |
1.0795 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1419 |
1.1016 |
|
| R3 |
1.1316 |
1.1213 |
1.0960 |
|
| R2 |
1.1110 |
1.1110 |
1.0941 |
|
| R1 |
1.1007 |
1.1007 |
1.0922 |
1.1059 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0930 |
| S1 |
1.0801 |
1.0801 |
1.0884 |
1.0853 |
| S2 |
1.0698 |
1.0698 |
1.0865 |
|
| S3 |
1.0492 |
1.0595 |
1.0846 |
|
| S4 |
1.0286 |
1.0389 |
1.0790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1008 |
1.0837 |
0.0171 |
1.6% |
0.0088 |
0.8% |
9% |
False |
True |
28,076 |
| 10 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0106 |
1.0% |
24% |
False |
False |
29,292 |
| 20 |
1.1008 |
1.0532 |
0.0476 |
4.4% |
0.0111 |
1.0% |
67% |
False |
False |
28,762 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0110 |
1.0% |
73% |
False |
False |
24,450 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0113 |
1.0% |
67% |
False |
False |
17,515 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0107 |
1.0% |
33% |
False |
False |
13,141 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0094 |
0.9% |
33% |
False |
False |
10,516 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.3% |
0.0080 |
0.7% |
17% |
False |
False |
8,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1213 |
|
1.618 |
1.1109 |
|
1.000 |
1.1045 |
|
0.618 |
1.1005 |
|
HIGH |
1.0941 |
|
0.618 |
1.0901 |
|
0.500 |
1.0889 |
|
0.382 |
1.0877 |
|
LOW |
1.0837 |
|
0.618 |
1.0773 |
|
1.000 |
1.0733 |
|
1.618 |
1.0669 |
|
2.618 |
1.0565 |
|
4.250 |
1.0395 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0914 |
| PP |
1.0877 |
1.0893 |
| S1 |
1.0864 |
1.0873 |
|