CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0833 |
-0.0093 |
-0.9% |
1.0954 |
| High |
1.0951 |
1.0848 |
-0.0103 |
-0.9% |
1.1034 |
| Low |
1.0824 |
1.0727 |
-0.0097 |
-0.9% |
1.0873 |
| Close |
1.0848 |
1.0760 |
-0.0088 |
-0.8% |
1.0881 |
| Range |
0.0127 |
0.0121 |
-0.0006 |
-4.7% |
0.0161 |
| ATR |
0.0087 |
0.0090 |
0.0002 |
2.8% |
0.0000 |
| Volume |
11,423 |
23,262 |
11,839 |
103.6% |
12,941 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1072 |
1.0827 |
|
| R3 |
1.1020 |
1.0951 |
1.0793 |
|
| R2 |
1.0899 |
1.0899 |
1.0782 |
|
| R1 |
1.0830 |
1.0830 |
1.0771 |
1.0804 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0766 |
| S1 |
1.0709 |
1.0709 |
1.0749 |
1.0683 |
| S2 |
1.0657 |
1.0657 |
1.0738 |
|
| S3 |
1.0536 |
1.0588 |
1.0727 |
|
| S4 |
1.0415 |
1.0467 |
1.0693 |
|
|
| 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 |
1.0727 |
0.0307 |
2.9% |
0.0118 |
1.1% |
11% |
False |
True |
10,194 |
| 10 |
1.1103 |
1.0727 |
0.0376 |
3.5% |
0.0092 |
0.9% |
9% |
False |
True |
5,860 |
| 20 |
1.1213 |
1.0727 |
0.0486 |
4.5% |
0.0088 |
0.8% |
7% |
False |
True |
3,095 |
| 40 |
1.1213 |
1.0630 |
0.0583 |
5.4% |
0.0067 |
0.6% |
22% |
False |
False |
1,551 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0053 |
0.5% |
37% |
False |
False |
1,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1362 |
|
2.618 |
1.1165 |
|
1.618 |
1.1044 |
|
1.000 |
1.0969 |
|
0.618 |
1.0923 |
|
HIGH |
1.0848 |
|
0.618 |
1.0802 |
|
0.500 |
1.0788 |
|
0.382 |
1.0773 |
|
LOW |
1.0727 |
|
0.618 |
1.0652 |
|
1.000 |
1.0606 |
|
1.618 |
1.0531 |
|
2.618 |
1.0410 |
|
4.250 |
1.0213 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0839 |
| PP |
1.0778 |
1.0813 |
| S1 |
1.0769 |
1.0786 |
|