CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0921 |
1.1022 |
0.0101 |
0.9% |
1.0954 |
| High |
1.1034 |
1.1024 |
-0.0010 |
-0.1% |
1.1034 |
| Low |
1.0912 |
1.0873 |
-0.0039 |
-0.4% |
1.0873 |
| Close |
1.1024 |
1.0881 |
-0.0143 |
-1.3% |
1.0881 |
| Range |
0.0122 |
0.0151 |
0.0029 |
23.8% |
0.0161 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
6.2% |
0.0000 |
| Volume |
2,267 |
7,845 |
5,578 |
246.1% |
12,941 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1281 |
1.0964 |
|
| R3 |
1.1228 |
1.1130 |
1.0923 |
|
| R2 |
1.1077 |
1.1077 |
1.0909 |
|
| R1 |
1.0979 |
1.0979 |
1.0895 |
1.0953 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0913 |
| S1 |
1.0828 |
1.0828 |
1.0867 |
1.0802 |
| S2 |
1.0775 |
1.0775 |
1.0853 |
|
| S3 |
1.0624 |
1.0677 |
1.0839 |
|
| S4 |
1.0473 |
1.0526 |
1.0798 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1308 |
1.0970 |
|
| R3 |
1.1251 |
1.1147 |
1.0925 |
|
| R2 |
1.1090 |
1.1090 |
1.0911 |
|
| R1 |
1.0986 |
1.0986 |
1.0896 |
1.0958 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0915 |
| S1 |
1.0825 |
1.0825 |
1.0866 |
1.0797 |
| S2 |
1.0768 |
1.0768 |
1.0851 |
|
| S3 |
1.0607 |
1.0664 |
1.0837 |
|
| S4 |
1.0446 |
1.0503 |
1.0792 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1666 |
|
2.618 |
1.1419 |
|
1.618 |
1.1268 |
|
1.000 |
1.1175 |
|
0.618 |
1.1117 |
|
HIGH |
1.1024 |
|
0.618 |
1.0966 |
|
0.500 |
1.0949 |
|
0.382 |
1.0931 |
|
LOW |
1.0873 |
|
0.618 |
1.0780 |
|
1.000 |
1.0722 |
|
1.618 |
1.0629 |
|
2.618 |
1.0478 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0954 |
| PP |
1.0926 |
1.0929 |
| S1 |
1.0904 |
1.0905 |
|