CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0940 |
0.0064 |
0.6% |
1.0675 |
| High |
1.0979 |
1.0959 |
-0.0020 |
-0.2% |
1.0979 |
| Low |
1.0819 |
1.0867 |
0.0048 |
0.4% |
1.0674 |
| Close |
1.0928 |
1.0914 |
-0.0014 |
-0.1% |
1.0959 |
| Range |
0.0160 |
0.0092 |
-0.0068 |
-42.5% |
0.0305 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
28,663 |
29,151 |
488 |
1.7% |
150,470 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1144 |
1.0965 |
|
| R3 |
1.1097 |
1.1052 |
1.0939 |
|
| R2 |
1.1005 |
1.1005 |
1.0931 |
|
| R1 |
1.0960 |
1.0960 |
1.0922 |
1.0937 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0902 |
| S1 |
1.0868 |
1.0868 |
1.0906 |
1.0845 |
| S2 |
1.0821 |
1.0821 |
1.0897 |
|
| S3 |
1.0729 |
1.0776 |
1.0889 |
|
| S4 |
1.0637 |
1.0684 |
1.0863 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1677 |
1.1127 |
|
| R3 |
1.1481 |
1.1372 |
1.1043 |
|
| R2 |
1.1176 |
1.1176 |
1.1015 |
|
| R1 |
1.1067 |
1.1067 |
1.0987 |
1.1122 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0898 |
| S1 |
1.0762 |
1.0762 |
1.0931 |
1.0817 |
| S2 |
1.0566 |
1.0566 |
1.0903 |
|
| S3 |
1.0261 |
1.0457 |
1.0875 |
|
| S4 |
0.9956 |
1.0152 |
1.0791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0979 |
1.0819 |
0.0160 |
1.5% |
0.0123 |
1.1% |
59% |
False |
False |
28,027 |
| 10 |
1.0979 |
1.0674 |
0.0305 |
2.8% |
0.0116 |
1.1% |
79% |
False |
False |
28,045 |
| 20 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0119 |
1.1% |
88% |
False |
False |
27,628 |
| 40 |
1.0979 |
1.0431 |
0.0548 |
5.0% |
0.0115 |
1.1% |
88% |
False |
False |
20,356 |
| 60 |
1.1324 |
1.0431 |
0.0893 |
8.2% |
0.0113 |
1.0% |
54% |
False |
False |
13,599 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0100 |
0.9% |
38% |
False |
False |
10,203 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0088 |
0.8% |
38% |
False |
False |
8,165 |
| 120 |
1.2957 |
1.0431 |
0.2526 |
23.1% |
0.0077 |
0.7% |
19% |
False |
False |
6,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1200 |
|
1.618 |
1.1108 |
|
1.000 |
1.1051 |
|
0.618 |
1.1016 |
|
HIGH |
1.0959 |
|
0.618 |
1.0924 |
|
0.500 |
1.0913 |
|
0.382 |
1.0902 |
|
LOW |
1.0867 |
|
0.618 |
1.0810 |
|
1.000 |
1.0775 |
|
1.618 |
1.0718 |
|
2.618 |
1.0626 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0909 |
| PP |
1.0913 |
1.0904 |
| S1 |
1.0913 |
1.0899 |
|