CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.1007 |
0.0022 |
0.2% |
1.0933 |
| High |
1.0998 |
1.1007 |
0.0009 |
0.1% |
1.0945 |
| Low |
1.0985 |
1.0979 |
-0.0006 |
-0.1% |
1.0754 |
| Close |
1.0998 |
1.0979 |
-0.0019 |
-0.2% |
1.0945 |
| Range |
0.0013 |
0.0028 |
0.0015 |
115.4% |
0.0191 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
510 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1054 |
1.0994 |
|
| R3 |
1.1044 |
1.1026 |
1.0987 |
|
| R2 |
1.1016 |
1.1016 |
1.0984 |
|
| R1 |
1.0998 |
1.0998 |
1.0982 |
1.0993 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0986 |
| S1 |
1.0970 |
1.0970 |
1.0976 |
1.0965 |
| S2 |
1.0960 |
1.0960 |
1.0974 |
|
| S3 |
1.0932 |
1.0942 |
1.0971 |
|
| S4 |
1.0904 |
1.0914 |
1.0964 |
|
|
| 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 |
1.1126 |
|
2.618 |
1.1080 |
|
1.618 |
1.1052 |
|
1.000 |
1.1035 |
|
0.618 |
1.1024 |
|
HIGH |
1.1007 |
|
0.618 |
1.0996 |
|
0.500 |
1.0993 |
|
0.382 |
1.0990 |
|
LOW |
1.0979 |
|
0.618 |
1.0962 |
|
1.000 |
1.0951 |
|
1.618 |
1.0934 |
|
2.618 |
1.0906 |
|
4.250 |
1.0860 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0993 |
| PP |
1.0988 |
1.0988 |
| S1 |
1.0984 |
1.0984 |
|