CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0921 |
0.0032 |
0.3% |
1.1199 |
| High |
1.0931 |
1.1034 |
0.0103 |
0.9% |
1.1205 |
| Low |
1.0882 |
1.0912 |
0.0030 |
0.3% |
1.0947 |
| Close |
1.0923 |
1.1024 |
0.0101 |
0.9% |
1.0959 |
| Range |
0.0049 |
0.0122 |
0.0073 |
149.0% |
0.0258 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.1% |
0.0000 |
| Volume |
1,671 |
2,267 |
596 |
35.7% |
7,530 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1312 |
1.1091 |
|
| R3 |
1.1234 |
1.1190 |
1.1058 |
|
| R2 |
1.1112 |
1.1112 |
1.1046 |
|
| R1 |
1.1068 |
1.1068 |
1.1035 |
1.1090 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.1001 |
| S1 |
1.0946 |
1.0946 |
1.1013 |
1.0968 |
| S2 |
1.0868 |
1.0868 |
1.1002 |
|
| S3 |
1.0746 |
1.0824 |
1.0990 |
|
| S4 |
1.0624 |
1.0702 |
1.0957 |
|
|
| 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 |
1.1553 |
|
2.618 |
1.1353 |
|
1.618 |
1.1231 |
|
1.000 |
1.1156 |
|
0.618 |
1.1109 |
|
HIGH |
1.1034 |
|
0.618 |
1.0987 |
|
0.500 |
1.0973 |
|
0.382 |
1.0959 |
|
LOW |
1.0912 |
|
0.618 |
1.0837 |
|
1.000 |
1.0790 |
|
1.618 |
1.0715 |
|
2.618 |
1.0593 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1007 |
1.1002 |
| PP |
1.0990 |
1.0980 |
| S1 |
1.0973 |
1.0958 |
|