CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.0897 |
-0.0125 |
-1.1% |
1.0954 |
| High |
1.1024 |
1.0926 |
-0.0098 |
-0.9% |
1.1034 |
| Low |
1.0873 |
1.0859 |
-0.0014 |
-0.1% |
1.0873 |
| Close |
1.0881 |
1.0917 |
0.0036 |
0.3% |
1.0881 |
| Range |
0.0151 |
0.0067 |
-0.0084 |
-55.6% |
0.0161 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7,845 |
6,177 |
-1,668 |
-21.3% |
12,941 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1076 |
1.0954 |
|
| R3 |
1.1035 |
1.1009 |
1.0935 |
|
| R2 |
1.0968 |
1.0968 |
1.0929 |
|
| R1 |
1.0942 |
1.0942 |
1.0923 |
1.0955 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0907 |
| S1 |
1.0875 |
1.0875 |
1.0911 |
1.0888 |
| S2 |
1.0834 |
1.0834 |
1.0905 |
|
| S3 |
1.0767 |
1.0808 |
1.0899 |
|
| S4 |
1.0700 |
1.0741 |
1.0880 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1034 |
1.0859 |
0.0175 |
1.6% |
0.0097 |
0.9% |
33% |
False |
True |
3,690 |
| 10 |
1.1205 |
1.0859 |
0.0346 |
3.2% |
0.0087 |
0.8% |
17% |
False |
True |
2,653 |
| 20 |
1.1213 |
1.0781 |
0.0432 |
4.0% |
0.0081 |
0.7% |
31% |
False |
False |
1,362 |
| 40 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0063 |
0.6% |
58% |
False |
False |
685 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0049 |
0.5% |
59% |
False |
False |
458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1211 |
|
2.618 |
1.1101 |
|
1.618 |
1.1034 |
|
1.000 |
1.0993 |
|
0.618 |
1.0967 |
|
HIGH |
1.0926 |
|
0.618 |
1.0900 |
|
0.500 |
1.0893 |
|
0.382 |
1.0885 |
|
LOW |
1.0859 |
|
0.618 |
1.0818 |
|
1.000 |
1.0792 |
|
1.618 |
1.0751 |
|
2.618 |
1.0684 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0947 |
| PP |
1.0901 |
1.0937 |
| S1 |
1.0893 |
1.0927 |
|