CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0847 |
1.0939 |
0.0092 |
0.8% |
1.0897 |
| High |
1.0939 |
1.1011 |
0.0072 |
0.7% |
1.0951 |
| Low |
1.0816 |
1.0906 |
0.0090 |
0.8% |
1.0725 |
| Close |
1.0932 |
1.0985 |
0.0053 |
0.5% |
1.0932 |
| Range |
0.0123 |
0.0105 |
-0.0018 |
-14.6% |
0.0226 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.6% |
0.0000 |
| Volume |
46,224 |
37,874 |
-8,350 |
-18.1% |
108,815 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1239 |
1.1043 |
|
| R3 |
1.1177 |
1.1134 |
1.1014 |
|
| R2 |
1.1072 |
1.1072 |
1.1004 |
|
| R1 |
1.1029 |
1.1029 |
1.0995 |
1.1051 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0978 |
| S1 |
1.0924 |
1.0924 |
1.0975 |
1.0946 |
| S2 |
1.0862 |
1.0862 |
1.0966 |
|
| S3 |
1.0757 |
1.0819 |
1.0956 |
|
| S4 |
1.0652 |
1.0714 |
1.0927 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1466 |
1.1056 |
|
| R3 |
1.1321 |
1.1240 |
1.0994 |
|
| R2 |
1.1095 |
1.1095 |
1.0973 |
|
| R1 |
1.1014 |
1.1014 |
1.0953 |
1.1055 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0890 |
| S1 |
1.0788 |
1.0788 |
1.0911 |
1.0829 |
| S2 |
1.0643 |
1.0643 |
1.0891 |
|
| S3 |
1.0417 |
1.0562 |
1.0870 |
|
| S4 |
1.0191 |
1.0336 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0725 |
0.0286 |
2.6% |
0.0126 |
1.1% |
91% |
True |
False |
28,102 |
| 10 |
1.1034 |
1.0725 |
0.0309 |
2.8% |
0.0111 |
1.0% |
84% |
False |
False |
15,896 |
| 20 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0096 |
0.9% |
53% |
False |
False |
8,377 |
| 40 |
1.1213 |
1.0705 |
0.0508 |
4.6% |
0.0075 |
0.7% |
55% |
False |
False |
4,197 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0059 |
0.5% |
69% |
False |
False |
2,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1286 |
|
1.618 |
1.1181 |
|
1.000 |
1.1116 |
|
0.618 |
1.1076 |
|
HIGH |
1.1011 |
|
0.618 |
1.0971 |
|
0.500 |
1.0959 |
|
0.382 |
1.0946 |
|
LOW |
1.0906 |
|
0.618 |
1.0841 |
|
1.000 |
1.0801 |
|
1.618 |
1.0736 |
|
2.618 |
1.0631 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0946 |
| PP |
1.0967 |
1.0907 |
| S1 |
1.0959 |
1.0868 |
|