CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1118 |
-0.0064 |
-0.6% |
1.0914 |
| High |
1.1185 |
1.1181 |
-0.0004 |
0.0% |
1.1200 |
| Low |
1.1100 |
1.1111 |
0.0011 |
0.1% |
1.0890 |
| Close |
1.1116 |
1.1169 |
0.0053 |
0.5% |
1.1177 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0310 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
45,255 |
45,993 |
738 |
1.6% |
185,764 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1336 |
1.1208 |
|
| R3 |
1.1294 |
1.1266 |
1.1188 |
|
| R2 |
1.1224 |
1.1224 |
1.1182 |
|
| R1 |
1.1196 |
1.1196 |
1.1175 |
1.1210 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1161 |
| S1 |
1.1126 |
1.1126 |
1.1163 |
1.1140 |
| S2 |
1.1084 |
1.1084 |
1.1156 |
|
| S3 |
1.1014 |
1.1056 |
1.1150 |
|
| S4 |
1.0944 |
1.0986 |
1.1131 |
|
|
| 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 |
1.0946 |
0.0254 |
2.3% |
0.0094 |
0.8% |
88% |
False |
False |
43,564 |
| 10 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0102 |
0.9% |
93% |
False |
False |
42,344 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0105 |
0.9% |
93% |
False |
False |
35,517 |
| 40 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0111 |
1.0% |
96% |
False |
False |
30,799 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0111 |
1.0% |
96% |
False |
False |
24,034 |
| 80 |
1.1427 |
1.0431 |
0.0996 |
8.9% |
0.0107 |
1.0% |
74% |
False |
False |
18,033 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.4% |
0.0099 |
0.9% |
58% |
False |
False |
14,429 |
| 120 |
1.1734 |
1.0431 |
0.1303 |
11.7% |
0.0087 |
0.8% |
57% |
False |
False |
12,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1364 |
|
1.618 |
1.1294 |
|
1.000 |
1.1251 |
|
0.618 |
1.1224 |
|
HIGH |
1.1181 |
|
0.618 |
1.1154 |
|
0.500 |
1.1146 |
|
0.382 |
1.1138 |
|
LOW |
1.1111 |
|
0.618 |
1.1068 |
|
1.000 |
1.1041 |
|
1.618 |
1.0998 |
|
2.618 |
1.0928 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1156 |
| PP |
1.1154 |
1.1144 |
| S1 |
1.1146 |
1.1131 |
|