CME Swiss Franc Future June 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 |
1.1081 |
1.1012 |
-0.0069 |
-0.6% |
1.1199 |
| High |
1.1103 |
1.1015 |
-0.0088 |
-0.8% |
1.1205 |
| Low |
1.1039 |
1.0947 |
-0.0092 |
-0.8% |
1.0947 |
| Close |
1.1053 |
1.0959 |
-0.0094 |
-0.9% |
1.0959 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0258 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.6% |
0.0000 |
| Volume |
3,029 |
1,769 |
-1,260 |
-41.6% |
7,530 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1136 |
1.0996 |
|
| R3 |
1.1110 |
1.1068 |
1.0978 |
|
| R2 |
1.1042 |
1.1042 |
1.0971 |
|
| R1 |
1.1000 |
1.1000 |
1.0965 |
1.0987 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0967 |
| S1 |
1.0932 |
1.0932 |
1.0953 |
1.0919 |
| S2 |
1.0906 |
1.0906 |
1.0947 |
|
| S3 |
1.0838 |
1.0864 |
1.0940 |
|
| S4 |
1.0770 |
1.0796 |
1.0922 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1811 |
1.1643 |
1.1101 |
|
| R3 |
1.1553 |
1.1385 |
1.1030 |
|
| R2 |
1.1295 |
1.1295 |
1.1006 |
|
| R1 |
1.1127 |
1.1127 |
1.0983 |
1.1082 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1015 |
| S1 |
1.0869 |
1.0869 |
1.0935 |
1.0824 |
| S2 |
1.0779 |
1.0779 |
1.0912 |
|
| S3 |
1.0521 |
1.0611 |
1.0888 |
|
| S4 |
1.0263 |
1.0353 |
1.0817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1193 |
|
1.618 |
1.1125 |
|
1.000 |
1.1083 |
|
0.618 |
1.1057 |
|
HIGH |
1.1015 |
|
0.618 |
1.0989 |
|
0.500 |
1.0981 |
|
0.382 |
1.0973 |
|
LOW |
1.0947 |
|
0.618 |
1.0905 |
|
1.000 |
1.0879 |
|
1.618 |
1.0837 |
|
2.618 |
1.0769 |
|
4.250 |
1.0658 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.1076 |
| PP |
1.0974 |
1.1037 |
| S1 |
1.0966 |
1.0998 |
|