CME Swiss Franc Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2012 | 
                    27-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1108 | 
                        1.1199 | 
                        0.0091 | 
                        0.8% | 
                        1.0941 | 
                     
                    
                        | High | 
                        1.1213 | 
                        1.1199 | 
                        -0.0014 | 
                        -0.1% | 
                        1.1213 | 
                     
                    
                        | Low | 
                        1.1101 | 
                        1.1117 | 
                        0.0016 | 
                        0.1% | 
                        1.0937 | 
                     
                    
                        | Close | 
                        1.1193 | 
                        1.1131 | 
                        -0.0062 | 
                        -0.6% | 
                        1.1193 | 
                     
                    
                        | Range | 
                        0.0112 | 
                        0.0082 | 
                        -0.0030 | 
                        -26.8% | 
                        0.0276 | 
                     
                    
                        | ATR | 
                        0.0075 | 
                        0.0075 | 
                        0.0001 | 
                        0.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        75 | 
                        112 | 
                        37 | 
                        49.3% | 
                        390 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1395 | 
                1.1345 | 
                1.1176 | 
                 | 
             
            
                | R3 | 
                1.1313 | 
                1.1263 | 
                1.1154 | 
                 | 
             
            
                | R2 | 
                1.1231 | 
                1.1231 | 
                1.1146 | 
                 | 
             
            
                | R1 | 
                1.1181 | 
                1.1181 | 
                1.1139 | 
                1.1165 | 
             
            
                | PP | 
                1.1149 | 
                1.1149 | 
                1.1149 | 
                1.1141 | 
             
            
                | S1 | 
                1.1099 | 
                1.1099 | 
                1.1123 | 
                1.1083 | 
             
            
                | S2 | 
                1.1067 | 
                1.1067 | 
                1.1116 | 
                 | 
             
            
                | S3 | 
                1.0985 | 
                1.1017 | 
                1.1108 | 
                 | 
             
            
                | S4 | 
                1.0903 | 
                1.0935 | 
                1.1086 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1942 | 
                1.1844 | 
                1.1345 | 
                 | 
             
            
                | R3 | 
                1.1666 | 
                1.1568 | 
                1.1269 | 
                 | 
             
            
                | R2 | 
                1.1390 | 
                1.1390 | 
                1.1244 | 
                 | 
             
            
                | R1 | 
                1.1292 | 
                1.1292 | 
                1.1218 | 
                1.1341 | 
             
            
                | PP | 
                1.1114 | 
                1.1114 | 
                1.1114 | 
                1.1139 | 
             
            
                | S1 | 
                1.1016 | 
                1.1016 | 
                1.1168 | 
                1.1065 | 
             
            
                | S2 | 
                1.0838 | 
                1.0838 | 
                1.1142 | 
                 | 
             
            
                | S3 | 
                1.0562 | 
                1.0740 | 
                1.1117 | 
                 | 
             
            
                | S4 | 
                1.0286 | 
                1.0464 | 
                1.1041 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1548 | 
         
        
            | 
2.618             | 
            1.1414 | 
         
        
            | 
1.618             | 
            1.1332 | 
         
        
            | 
1.000             | 
            1.1281 | 
         
        
            | 
0.618             | 
            1.1250 | 
         
        
            | 
HIGH             | 
            1.1199 | 
         
        
            | 
0.618             | 
            1.1168 | 
         
        
            | 
0.500             | 
            1.1158 | 
         
        
            | 
0.382             | 
            1.1148 | 
         
        
            | 
LOW             | 
            1.1117 | 
         
        
            | 
0.618             | 
            1.1066 | 
         
        
            | 
1.000             | 
            1.1035 | 
         
        
            | 
1.618             | 
            1.0984 | 
         
        
            | 
2.618             | 
            1.0902 | 
         
        
            | 
4.250             | 
            1.0769 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1158 | 
                                1.1126 | 
                             
                            
                                | PP | 
                                1.1149 | 
                                1.1121 | 
                             
                            
                                | S1 | 
                                1.1140 | 
                                1.1116 | 
                             
             
         |