CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1057 |
-0.0005 |
0.0% |
1.0939 |
| High |
1.1101 |
1.1083 |
-0.0018 |
-0.2% |
1.1042 |
| Low |
1.1021 |
1.1008 |
-0.0013 |
-0.1% |
1.0905 |
| Close |
1.1063 |
1.1034 |
-0.0029 |
-0.3% |
1.1018 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0137 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
36,109 |
33,663 |
-2,446 |
-6.8% |
170,061 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1225 |
1.1075 |
|
| R3 |
1.1192 |
1.1150 |
1.1055 |
|
| R2 |
1.1117 |
1.1117 |
1.1048 |
|
| R1 |
1.1075 |
1.1075 |
1.1041 |
1.1059 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1033 |
| S1 |
1.1000 |
1.1000 |
1.1027 |
1.0984 |
| S2 |
1.0967 |
1.0967 |
1.1020 |
|
| S3 |
1.0892 |
1.0925 |
1.1013 |
|
| S4 |
1.0817 |
1.0850 |
1.0993 |
|
|
| 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 |
1.0946 |
0.0156 |
1.4% |
0.0087 |
0.8% |
56% |
False |
False |
34,251 |
| 10 |
1.1102 |
1.0816 |
0.0286 |
2.6% |
0.0092 |
0.8% |
76% |
False |
False |
35,366 |
| 20 |
1.1102 |
1.0725 |
0.0377 |
3.4% |
0.0097 |
0.9% |
82% |
False |
False |
21,548 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0079 |
0.7% |
63% |
False |
False |
10,934 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0067 |
0.6% |
75% |
False |
False |
7,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1279 |
|
1.618 |
1.1204 |
|
1.000 |
1.1158 |
|
0.618 |
1.1129 |
|
HIGH |
1.1083 |
|
0.618 |
1.1054 |
|
0.500 |
1.1046 |
|
0.382 |
1.1037 |
|
LOW |
1.1008 |
|
0.618 |
1.0962 |
|
1.000 |
1.0933 |
|
1.618 |
1.0887 |
|
2.618 |
1.0812 |
|
4.250 |
1.0689 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1055 |
| PP |
1.1042 |
1.1048 |
| S1 |
1.1038 |
1.1041 |
|