CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1040 |
-0.0017 |
-0.2% |
1.1026 |
| High |
1.1083 |
1.1111 |
0.0028 |
0.3% |
1.1111 |
| Low |
1.1008 |
1.1038 |
0.0030 |
0.3% |
1.0956 |
| Close |
1.1034 |
1.1086 |
0.0052 |
0.5% |
1.1086 |
| Range |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0155 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
33,663 |
39,161 |
5,498 |
16.3% |
176,542 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1265 |
1.1126 |
|
| R3 |
1.1224 |
1.1192 |
1.1106 |
|
| R2 |
1.1151 |
1.1151 |
1.1099 |
|
| R1 |
1.1119 |
1.1119 |
1.1093 |
1.1135 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1087 |
| S1 |
1.1046 |
1.1046 |
1.1079 |
1.1062 |
| S2 |
1.1005 |
1.1005 |
1.1073 |
|
| S3 |
1.0932 |
1.0973 |
1.1066 |
|
| S4 |
1.0859 |
1.0900 |
1.1046 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1456 |
1.1171 |
|
| R3 |
1.1361 |
1.1301 |
1.1129 |
|
| R2 |
1.1206 |
1.1206 |
1.1114 |
|
| R1 |
1.1146 |
1.1146 |
1.1100 |
1.1176 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1066 |
| S1 |
1.0991 |
1.0991 |
1.1072 |
1.1021 |
| S2 |
1.0896 |
1.0896 |
1.1058 |
|
| S3 |
1.0741 |
1.0836 |
1.1043 |
|
| S4 |
1.0586 |
1.0681 |
1.1001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1111 |
1.0956 |
0.0155 |
1.4% |
0.0082 |
0.7% |
84% |
True |
False |
35,308 |
| 10 |
1.1111 |
1.0905 |
0.0206 |
1.9% |
0.0087 |
0.8% |
88% |
True |
False |
34,660 |
| 20 |
1.1111 |
1.0725 |
0.0386 |
3.5% |
0.0097 |
0.9% |
94% |
True |
False |
23,417 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0081 |
0.7% |
74% |
False |
False |
11,913 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.5% |
0.0067 |
0.6% |
82% |
False |
False |
7,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1421 |
|
2.618 |
1.1302 |
|
1.618 |
1.1229 |
|
1.000 |
1.1184 |
|
0.618 |
1.1156 |
|
HIGH |
1.1111 |
|
0.618 |
1.1083 |
|
0.500 |
1.1075 |
|
0.382 |
1.1066 |
|
LOW |
1.1038 |
|
0.618 |
1.0993 |
|
1.000 |
1.0965 |
|
1.618 |
1.0920 |
|
2.618 |
1.0847 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1077 |
| PP |
1.1078 |
1.1068 |
| S1 |
1.1075 |
1.1060 |
|