CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1062 |
-0.0023 |
-0.2% |
1.0939 |
| High |
1.1102 |
1.1101 |
-0.0001 |
0.0% |
1.1042 |
| Low |
1.1057 |
1.1021 |
-0.0036 |
-0.3% |
1.0905 |
| Close |
1.1073 |
1.1063 |
-0.0010 |
-0.1% |
1.1018 |
| Range |
0.0045 |
0.0080 |
0.0035 |
77.8% |
0.0137 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
32,354 |
36,109 |
3,755 |
11.6% |
170,061 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1262 |
1.1107 |
|
| R3 |
1.1222 |
1.1182 |
1.1085 |
|
| R2 |
1.1142 |
1.1142 |
1.1078 |
|
| R1 |
1.1102 |
1.1102 |
1.1070 |
1.1122 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1072 |
| S1 |
1.1022 |
1.1022 |
1.1056 |
1.1042 |
| S2 |
1.0982 |
1.0982 |
1.1048 |
|
| S3 |
1.0902 |
1.0942 |
1.1041 |
|
| S4 |
1.0822 |
1.0862 |
1.1019 |
|
|
| 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 |
1.1102 |
1.0905 |
0.0197 |
1.8% |
0.0093 |
0.8% |
80% |
False |
False |
34,557 |
| 10 |
1.1102 |
1.0725 |
0.0377 |
3.4% |
0.0100 |
0.9% |
90% |
False |
False |
34,173 |
| 20 |
1.1103 |
1.0725 |
0.0378 |
3.4% |
0.0096 |
0.9% |
89% |
False |
False |
20,016 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0079 |
0.7% |
69% |
False |
False |
10,093 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.5% |
0.0067 |
0.6% |
79% |
False |
False |
6,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1310 |
|
1.618 |
1.1230 |
|
1.000 |
1.1181 |
|
0.618 |
1.1150 |
|
HIGH |
1.1101 |
|
0.618 |
1.1070 |
|
0.500 |
1.1061 |
|
0.382 |
1.1052 |
|
LOW |
1.1021 |
|
0.618 |
1.0972 |
|
1.000 |
1.0941 |
|
1.618 |
1.0892 |
|
2.618 |
1.0812 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1062 |
1.1052 |
| PP |
1.1062 |
1.1040 |
| S1 |
1.1061 |
1.1029 |
|