CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1059 |
1.1044 |
-0.0015 |
-0.1% |
1.1182 |
| High |
1.1086 |
1.1054 |
-0.0032 |
-0.3% |
1.1193 |
| Low |
1.1024 |
1.0930 |
-0.0094 |
-0.9% |
1.0930 |
| Close |
1.1040 |
1.0945 |
-0.0095 |
-0.9% |
1.0945 |
| Range |
0.0062 |
0.0124 |
0.0062 |
100.0% |
0.0263 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.3% |
0.0000 |
| Volume |
48,413 |
42,819 |
-5,594 |
-11.6% |
243,796 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1271 |
1.1013 |
|
| R3 |
1.1224 |
1.1147 |
1.0979 |
|
| R2 |
1.1100 |
1.1100 |
1.0968 |
|
| R1 |
1.1023 |
1.1023 |
1.0956 |
1.1000 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0965 |
| S1 |
1.0899 |
1.0899 |
1.0934 |
1.0876 |
| S2 |
1.0852 |
1.0852 |
1.0922 |
|
| S3 |
1.0728 |
1.0775 |
1.0911 |
|
| S4 |
1.0604 |
1.0651 |
1.0877 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1812 |
1.1641 |
1.1090 |
|
| R3 |
1.1549 |
1.1378 |
1.1017 |
|
| R2 |
1.1286 |
1.1286 |
1.0993 |
|
| R1 |
1.1115 |
1.1115 |
1.0969 |
1.1069 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1000 |
| S1 |
1.0852 |
1.0852 |
1.0921 |
1.0806 |
| S2 |
1.0760 |
1.0760 |
1.0897 |
|
| S3 |
1.0497 |
1.0589 |
1.0873 |
|
| S4 |
1.0234 |
1.0326 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1193 |
1.0930 |
0.0263 |
2.4% |
0.0097 |
0.9% |
6% |
False |
True |
48,759 |
| 10 |
1.1200 |
1.0864 |
0.0336 |
3.1% |
0.0099 |
0.9% |
24% |
False |
False |
45,856 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.1% |
0.0103 |
0.9% |
43% |
False |
False |
38,958 |
| 40 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0111 |
1.0% |
67% |
False |
False |
33,293 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0111 |
1.0% |
67% |
False |
False |
26,557 |
| 80 |
1.1324 |
1.0431 |
0.0893 |
8.2% |
0.0110 |
1.0% |
58% |
False |
False |
19,939 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0101 |
0.9% |
41% |
False |
False |
15,954 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0090 |
0.8% |
41% |
False |
False |
13,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1379 |
|
1.618 |
1.1255 |
|
1.000 |
1.1178 |
|
0.618 |
1.1131 |
|
HIGH |
1.1054 |
|
0.618 |
1.1007 |
|
0.500 |
1.0992 |
|
0.382 |
1.0977 |
|
LOW |
1.0930 |
|
0.618 |
1.0853 |
|
1.000 |
1.0806 |
|
1.618 |
1.0729 |
|
2.618 |
1.0605 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.1062 |
| PP |
1.0976 |
1.1023 |
| S1 |
1.0961 |
1.0984 |
|