CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1059 |
-0.0111 |
-1.0% |
1.0914 |
| High |
1.1193 |
1.1086 |
-0.0107 |
-1.0% |
1.1200 |
| Low |
1.1049 |
1.1024 |
-0.0025 |
-0.2% |
1.0890 |
| Close |
1.1069 |
1.1040 |
-0.0029 |
-0.3% |
1.1177 |
| Range |
0.0144 |
0.0062 |
-0.0082 |
-56.9% |
0.0310 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
61,316 |
48,413 |
-12,903 |
-21.0% |
185,764 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1200 |
1.1074 |
|
| R3 |
1.1174 |
1.1138 |
1.1057 |
|
| R2 |
1.1112 |
1.1112 |
1.1051 |
|
| R1 |
1.1076 |
1.1076 |
1.1046 |
1.1063 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1044 |
| S1 |
1.1014 |
1.1014 |
1.1034 |
1.1001 |
| S2 |
1.0988 |
1.0988 |
1.1029 |
|
| S3 |
1.0926 |
1.0952 |
1.1023 |
|
| S4 |
1.0864 |
1.0890 |
1.1006 |
|
|
| 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 |
1.1024 |
0.0176 |
1.6% |
0.0100 |
0.9% |
9% |
False |
True |
48,753 |
| 10 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0101 |
0.9% |
64% |
False |
False |
45,720 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0101 |
0.9% |
64% |
False |
False |
38,275 |
| 40 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0111 |
1.0% |
79% |
False |
False |
32,785 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0110 |
1.0% |
79% |
False |
False |
25,846 |
| 80 |
1.1336 |
1.0431 |
0.0905 |
8.2% |
0.0109 |
1.0% |
67% |
False |
False |
19,404 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.5% |
0.0100 |
0.9% |
48% |
False |
False |
15,526 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.5% |
0.0089 |
0.8% |
48% |
False |
False |
12,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1248 |
|
1.618 |
1.1186 |
|
1.000 |
1.1148 |
|
0.618 |
1.1124 |
|
HIGH |
1.1086 |
|
0.618 |
1.1062 |
|
0.500 |
1.1055 |
|
0.382 |
1.1048 |
|
LOW |
1.1024 |
|
0.618 |
1.0986 |
|
1.000 |
1.0962 |
|
1.618 |
1.0924 |
|
2.618 |
1.0862 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1109 |
| PP |
1.1050 |
1.1086 |
| S1 |
1.1045 |
1.1063 |
|