CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.1101 |
0.0114 |
1.0% |
1.0914 |
| High |
1.1102 |
1.1200 |
0.0098 |
0.9% |
1.1200 |
| Low |
1.0974 |
1.1062 |
0.0088 |
0.8% |
1.0890 |
| Close |
1.1062 |
1.1177 |
0.0115 |
1.0% |
1.1177 |
| Range |
0.0128 |
0.0138 |
0.0010 |
7.8% |
0.0310 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
2.0% |
0.0000 |
| Volume |
51,231 |
42,792 |
-8,439 |
-16.5% |
185,764 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1507 |
1.1253 |
|
| R3 |
1.1422 |
1.1369 |
1.1215 |
|
| R2 |
1.1284 |
1.1284 |
1.1202 |
|
| R1 |
1.1231 |
1.1231 |
1.1190 |
1.1258 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1160 |
| S1 |
1.1093 |
1.1093 |
1.1164 |
1.1120 |
| S2 |
1.1008 |
1.1008 |
1.1152 |
|
| S3 |
1.0870 |
1.0955 |
1.1139 |
|
| S4 |
1.0732 |
1.0817 |
1.1101 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1908 |
1.1348 |
|
| R3 |
1.1709 |
1.1598 |
1.1262 |
|
| R2 |
1.1399 |
1.1399 |
1.1234 |
|
| R1 |
1.1288 |
1.1288 |
1.1205 |
1.1344 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1117 |
| S1 |
1.0978 |
1.0978 |
1.1149 |
1.1034 |
| S2 |
1.0779 |
1.0779 |
1.1120 |
|
| S3 |
1.0469 |
1.0668 |
1.1092 |
|
| S4 |
1.0159 |
1.0358 |
1.1007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0864 |
0.0336 |
3.0% |
0.0101 |
0.9% |
93% |
True |
False |
42,954 |
| 10 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0107 |
1.0% |
95% |
True |
False |
38,545 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0109 |
1.0% |
95% |
True |
False |
33,775 |
| 40 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0112 |
1.0% |
97% |
True |
False |
29,248 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0114 |
1.0% |
97% |
True |
False |
22,516 |
| 80 |
1.1532 |
1.0431 |
0.1101 |
9.9% |
0.0107 |
1.0% |
68% |
False |
False |
16,892 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.4% |
0.0098 |
0.9% |
59% |
False |
False |
13,516 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
21.6% |
0.0086 |
0.8% |
31% |
False |
False |
11,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1561 |
|
1.618 |
1.1423 |
|
1.000 |
1.1338 |
|
0.618 |
1.1285 |
|
HIGH |
1.1200 |
|
0.618 |
1.1147 |
|
0.500 |
1.1131 |
|
0.382 |
1.1115 |
|
LOW |
1.1062 |
|
0.618 |
1.0977 |
|
1.000 |
1.0924 |
|
1.618 |
1.0839 |
|
2.618 |
1.0701 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1162 |
1.1142 |
| PP |
1.1146 |
1.1108 |
| S1 |
1.1131 |
1.1073 |
|