CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0926 |
0.0029 |
0.3% |
1.0954 |
| High |
1.0926 |
1.0951 |
0.0025 |
0.2% |
1.1034 |
| Low |
1.0859 |
1.0824 |
-0.0035 |
-0.3% |
1.0873 |
| Close |
1.0917 |
1.0848 |
-0.0069 |
-0.6% |
1.0881 |
| Range |
0.0067 |
0.0127 |
0.0060 |
89.6% |
0.0161 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0000 |
| Volume |
6,177 |
11,423 |
5,246 |
84.9% |
12,941 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1179 |
1.0918 |
|
| R3 |
1.1128 |
1.1052 |
1.0883 |
|
| R2 |
1.1001 |
1.1001 |
1.0871 |
|
| R1 |
1.0925 |
1.0925 |
1.0860 |
1.0900 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0862 |
| S1 |
1.0798 |
1.0798 |
1.0836 |
1.0773 |
| S2 |
1.0747 |
1.0747 |
1.0825 |
|
| S3 |
1.0620 |
1.0671 |
1.0813 |
|
| S4 |
1.0493 |
1.0544 |
1.0778 |
|
|
| 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 |
1.0824 |
0.0210 |
1.9% |
0.0103 |
1.0% |
11% |
False |
True |
5,876 |
| 10 |
1.1205 |
1.0824 |
0.0381 |
3.5% |
0.0094 |
0.9% |
6% |
False |
True |
3,792 |
| 20 |
1.1213 |
1.0781 |
0.0432 |
4.0% |
0.0085 |
0.8% |
16% |
False |
False |
1,933 |
| 40 |
1.1213 |
1.0502 |
0.0711 |
6.6% |
0.0066 |
0.6% |
49% |
False |
False |
970 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0052 |
0.5% |
50% |
False |
False |
648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1491 |
|
2.618 |
1.1283 |
|
1.618 |
1.1156 |
|
1.000 |
1.1078 |
|
0.618 |
1.1029 |
|
HIGH |
1.0951 |
|
0.618 |
1.0902 |
|
0.500 |
1.0888 |
|
0.382 |
1.0873 |
|
LOW |
1.0824 |
|
0.618 |
1.0746 |
|
1.000 |
1.0697 |
|
1.618 |
1.0619 |
|
2.618 |
1.0492 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0924 |
| PP |
1.0874 |
1.0899 |
| S1 |
1.0861 |
1.0873 |
|