CME Swiss Franc Future September 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 |
1.0937 |
1.0994 |
0.0057 |
0.5% |
1.0933 |
| High |
1.0945 |
1.0998 |
0.0053 |
0.5% |
1.0945 |
| Low |
1.0937 |
1.0988 |
0.0051 |
0.5% |
1.0754 |
| Close |
1.0945 |
1.0998 |
0.0053 |
0.5% |
1.0945 |
| Range |
0.0008 |
0.0010 |
0.0002 |
25.0% |
0.0191 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
510 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.1021 |
1.1004 |
|
| R3 |
1.1015 |
1.1011 |
1.1001 |
|
| R2 |
1.1005 |
1.1005 |
1.1000 |
|
| R1 |
1.1001 |
1.1001 |
1.0999 |
1.1003 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.0996 |
| S1 |
1.0991 |
1.0991 |
1.0997 |
1.0993 |
| S2 |
1.0985 |
1.0985 |
1.0996 |
|
| S3 |
1.0975 |
1.0981 |
1.0995 |
|
| S4 |
1.0965 |
1.0971 |
1.0993 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1391 |
1.1050 |
|
| R3 |
1.1263 |
1.1200 |
1.0998 |
|
| R2 |
1.1072 |
1.1072 |
1.0980 |
|
| R1 |
1.1009 |
1.1009 |
1.0963 |
1.1041 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0897 |
| S1 |
1.0818 |
1.0818 |
1.0927 |
1.0850 |
| S2 |
1.0690 |
1.0690 |
1.0910 |
|
| S3 |
1.0499 |
1.0627 |
1.0892 |
|
| S4 |
1.0308 |
1.0436 |
1.0840 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.1024 |
|
1.618 |
1.1014 |
|
1.000 |
1.1008 |
|
0.618 |
1.1004 |
|
HIGH |
1.0998 |
|
0.618 |
1.0994 |
|
0.500 |
1.0993 |
|
0.382 |
1.0992 |
|
LOW |
1.0988 |
|
0.618 |
1.0982 |
|
1.000 |
1.0978 |
|
1.618 |
1.0972 |
|
2.618 |
1.0962 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0978 |
| PP |
1.0995 |
1.0957 |
| S1 |
1.0993 |
1.0937 |
|