CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0755 |
-0.0078 |
-0.7% |
1.0954 |
| High |
1.0848 |
1.0878 |
0.0030 |
0.3% |
1.1034 |
| Low |
1.0727 |
1.0725 |
-0.0002 |
0.0% |
1.0873 |
| Close |
1.0760 |
1.0862 |
0.0102 |
0.9% |
1.0881 |
| Range |
0.0121 |
0.0153 |
0.0032 |
26.4% |
0.0161 |
| ATR |
0.0090 |
0.0094 |
0.0005 |
5.0% |
0.0000 |
| Volume |
23,262 |
21,729 |
-1,533 |
-6.6% |
12,941 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1224 |
1.0946 |
|
| R3 |
1.1128 |
1.1071 |
1.0904 |
|
| R2 |
1.0975 |
1.0975 |
1.0890 |
|
| R1 |
1.0918 |
1.0918 |
1.0876 |
1.0947 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0836 |
| S1 |
1.0765 |
1.0765 |
1.0848 |
1.0794 |
| S2 |
1.0669 |
1.0669 |
1.0834 |
|
| S3 |
1.0516 |
1.0612 |
1.0820 |
|
| S4 |
1.0363 |
1.0459 |
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 |
1.1024 |
1.0725 |
0.0299 |
2.8% |
0.0124 |
1.1% |
46% |
False |
True |
14,087 |
| 10 |
1.1034 |
1.0725 |
0.0309 |
2.8% |
0.0101 |
0.9% |
44% |
False |
True |
7,730 |
| 20 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0093 |
0.9% |
28% |
False |
True |
4,182 |
| 40 |
1.1213 |
1.0705 |
0.0508 |
4.7% |
0.0070 |
0.6% |
31% |
False |
False |
2,094 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0056 |
0.5% |
52% |
False |
False |
1,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1279 |
|
1.618 |
1.1126 |
|
1.000 |
1.1031 |
|
0.618 |
1.0973 |
|
HIGH |
1.0878 |
|
0.618 |
1.0820 |
|
0.500 |
1.0802 |
|
0.382 |
1.0783 |
|
LOW |
1.0725 |
|
0.618 |
1.0630 |
|
1.000 |
1.0572 |
|
1.618 |
1.0477 |
|
2.618 |
1.0324 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0854 |
| PP |
1.0822 |
1.0846 |
| S1 |
1.0802 |
1.0838 |
|