CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0883 |
0.0055 |
0.5% |
1.0946 |
| High |
1.0901 |
1.0921 |
0.0020 |
0.2% |
1.0990 |
| Low |
1.0755 |
1.0864 |
0.0109 |
1.0% |
1.0755 |
| Close |
1.0888 |
1.0890 |
0.0002 |
0.0% |
1.0890 |
| Range |
0.0146 |
0.0057 |
-0.0089 |
-61.0% |
0.0235 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
41,460 |
29,006 |
-12,454 |
-30.0% |
172,207 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1033 |
1.0921 |
|
| R3 |
1.1006 |
1.0976 |
1.0906 |
|
| R2 |
1.0949 |
1.0949 |
1.0900 |
|
| R1 |
1.0919 |
1.0919 |
1.0895 |
1.0934 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0899 |
| S1 |
1.0862 |
1.0862 |
1.0885 |
1.0877 |
| S2 |
1.0835 |
1.0835 |
1.0880 |
|
| S3 |
1.0778 |
1.0805 |
1.0874 |
|
| S4 |
1.0721 |
1.0748 |
1.0859 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1472 |
1.1019 |
|
| R3 |
1.1348 |
1.1237 |
1.0955 |
|
| R2 |
1.1113 |
1.1113 |
1.0933 |
|
| R1 |
1.1002 |
1.1002 |
1.0912 |
1.0940 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0848 |
| S1 |
1.0767 |
1.0767 |
1.0868 |
1.0705 |
| S2 |
1.0643 |
1.0643 |
1.0847 |
|
| S3 |
1.0408 |
1.0532 |
1.0825 |
|
| S4 |
1.0173 |
1.0297 |
1.0761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0990 |
1.0755 |
0.0235 |
2.2% |
0.0101 |
0.9% |
57% |
False |
False |
34,441 |
| 10 |
1.1008 |
1.0755 |
0.0253 |
2.3% |
0.0100 |
0.9% |
53% |
False |
False |
31,242 |
| 20 |
1.1008 |
1.0674 |
0.0334 |
3.1% |
0.0111 |
1.0% |
65% |
False |
False |
30,499 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0111 |
1.0% |
80% |
False |
False |
25,971 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0113 |
1.0% |
73% |
False |
False |
19,423 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0108 |
1.0% |
36% |
False |
False |
14,571 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0095 |
0.9% |
36% |
False |
False |
11,660 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.2% |
0.0083 |
0.8% |
19% |
False |
False |
9,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.1070 |
|
1.618 |
1.1013 |
|
1.000 |
1.0978 |
|
0.618 |
1.0956 |
|
HIGH |
1.0921 |
|
0.618 |
1.0899 |
|
0.500 |
1.0893 |
|
0.382 |
1.0886 |
|
LOW |
1.0864 |
|
0.618 |
1.0829 |
|
1.000 |
1.0807 |
|
1.618 |
1.0772 |
|
2.618 |
1.0715 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0874 |
| PP |
1.0892 |
1.0857 |
| S1 |
1.0891 |
1.0841 |
|