CME Swiss Franc Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2012 | 
                    05-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1012 | 
                        1.0954 | 
                        -0.0058 | 
                        -0.5% | 
                        1.1199 | 
                     
                    
                        | High | 
                        1.1015 | 
                        1.0992 | 
                        -0.0023 | 
                        -0.2% | 
                        1.1205 | 
                     
                    
                        | Low | 
                        1.0947 | 
                        1.0931 | 
                        -0.0016 | 
                        -0.1% | 
                        1.0947 | 
                     
                    
                        | Close | 
                        1.0959 | 
                        1.0981 | 
                        0.0022 | 
                        0.2% | 
                        1.0959 | 
                     
                    
                        | Range | 
                        0.0068 | 
                        0.0061 | 
                        -0.0007 | 
                        -10.3% | 
                        0.0258 | 
                     
                    
                        | ATR | 
                        0.0080 | 
                        0.0078 | 
                        -0.0001 | 
                        -1.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,769 | 
                        667 | 
                        -1,102 | 
                        -62.3% | 
                        7,530 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1151 | 
                1.1127 | 
                1.1015 | 
                 | 
             
            
                | R3 | 
                1.1090 | 
                1.1066 | 
                1.0998 | 
                 | 
             
            
                | R2 | 
                1.1029 | 
                1.1029 | 
                1.0992 | 
                 | 
             
            
                | R1 | 
                1.1005 | 
                1.1005 | 
                1.0987 | 
                1.1017 | 
             
            
                | PP | 
                1.0968 | 
                1.0968 | 
                1.0968 | 
                1.0974 | 
             
            
                | S1 | 
                1.0944 | 
                1.0944 | 
                1.0975 | 
                1.0956 | 
             
            
                | S2 | 
                1.0907 | 
                1.0907 | 
                1.0970 | 
                 | 
             
            
                | S3 | 
                1.0846 | 
                1.0883 | 
                1.0964 | 
                 | 
             
            
                | S4 | 
                1.0785 | 
                1.0822 | 
                1.0947 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.1251 | 
         
        
            | 
2.618             | 
            1.1152 | 
         
        
            | 
1.618             | 
            1.1091 | 
         
        
            | 
1.000             | 
            1.1053 | 
         
        
            | 
0.618             | 
            1.1030 | 
         
        
            | 
HIGH             | 
            1.0992 | 
         
        
            | 
0.618             | 
            1.0969 | 
         
        
            | 
0.500             | 
            1.0962 | 
         
        
            | 
0.382             | 
            1.0954 | 
         
        
            | 
LOW             | 
            1.0931 | 
         
        
            | 
0.618             | 
            1.0893 | 
         
        
            | 
1.000             | 
            1.0870 | 
         
        
            | 
1.618             | 
            1.0832 | 
         
        
            | 
2.618             | 
            1.0771 | 
         
        
            | 
4.250             | 
            1.0672 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0975 | 
                                1.1017 | 
                             
                            
                                | PP | 
                                1.0968 | 
                                1.1005 | 
                             
                            
                                | S1 | 
                                1.0962 | 
                                1.0993 | 
                             
             
         |