CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.0960 |
-0.0011 |
-0.1% |
1.0939 |
| High |
1.1008 |
1.1042 |
0.0034 |
0.3% |
1.1042 |
| Low |
1.0905 |
1.0946 |
0.0041 |
0.4% |
1.0905 |
| Close |
1.0946 |
1.1018 |
0.0072 |
0.7% |
1.1018 |
| Range |
0.0103 |
0.0096 |
-0.0007 |
-6.8% |
0.0137 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.1% |
0.0000 |
| Volume |
35,192 |
33,875 |
-1,317 |
-3.7% |
170,061 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1250 |
1.1071 |
|
| R3 |
1.1194 |
1.1154 |
1.1044 |
|
| R2 |
1.1098 |
1.1098 |
1.1036 |
|
| R1 |
1.1058 |
1.1058 |
1.1027 |
1.1078 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1012 |
| S1 |
1.0962 |
1.0962 |
1.1009 |
1.0982 |
| S2 |
1.0906 |
1.0906 |
1.1000 |
|
| S3 |
1.0810 |
1.0866 |
1.0992 |
|
| S4 |
1.0714 |
1.0770 |
1.0965 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1346 |
1.1093 |
|
| R3 |
1.1262 |
1.1209 |
1.1056 |
|
| R2 |
1.1125 |
1.1125 |
1.1043 |
|
| R1 |
1.1072 |
1.1072 |
1.1031 |
1.1099 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.1002 |
| S1 |
1.0935 |
1.0935 |
1.1005 |
1.0962 |
| S2 |
1.0851 |
1.0851 |
1.0993 |
|
| S3 |
1.0714 |
1.0798 |
1.0980 |
|
| S4 |
1.0577 |
1.0661 |
1.0943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1042 |
1.0905 |
0.0137 |
1.2% |
0.0091 |
0.8% |
82% |
True |
False |
34,012 |
| 10 |
1.1042 |
1.0725 |
0.0317 |
2.9% |
0.0105 |
1.0% |
92% |
True |
False |
27,887 |
| 20 |
1.1205 |
1.0725 |
0.0480 |
4.4% |
0.0097 |
0.9% |
61% |
False |
False |
14,967 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0078 |
0.7% |
60% |
False |
False |
7,500 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0062 |
0.6% |
73% |
False |
False |
5,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1450 |
|
2.618 |
1.1293 |
|
1.618 |
1.1197 |
|
1.000 |
1.1138 |
|
0.618 |
1.1101 |
|
HIGH |
1.1042 |
|
0.618 |
1.1005 |
|
0.500 |
1.0994 |
|
0.382 |
1.0983 |
|
LOW |
1.0946 |
|
0.618 |
1.0887 |
|
1.000 |
1.0850 |
|
1.618 |
1.0791 |
|
2.618 |
1.0695 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1003 |
| PP |
1.1002 |
1.0988 |
| S1 |
1.0994 |
1.0974 |
|