CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0882 |
-0.0002 |
0.0% |
1.0962 |
| High |
1.0902 |
1.0984 |
0.0082 |
0.8% |
1.0979 |
| Low |
1.0802 |
1.0842 |
0.0040 |
0.4% |
1.0819 |
| Close |
1.0888 |
1.0963 |
0.0075 |
0.7% |
1.0901 |
| Range |
0.0100 |
0.0142 |
0.0042 |
42.0% |
0.0160 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.5% |
0.0000 |
| Volume |
24,279 |
33,263 |
8,984 |
37.0% |
147,102 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1301 |
1.1041 |
|
| R3 |
1.1214 |
1.1159 |
1.1002 |
|
| R2 |
1.1072 |
1.1072 |
1.0989 |
|
| R1 |
1.1017 |
1.1017 |
1.0976 |
1.1045 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0943 |
| S1 |
1.0875 |
1.0875 |
1.0950 |
1.0903 |
| S2 |
1.0788 |
1.0788 |
1.0937 |
|
| S3 |
1.0646 |
1.0733 |
1.0924 |
|
| S4 |
1.0504 |
1.0591 |
1.0885 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1300 |
1.0989 |
|
| R3 |
1.1220 |
1.1140 |
1.0945 |
|
| R2 |
1.1060 |
1.1060 |
1.0930 |
|
| R1 |
1.0980 |
1.0980 |
1.0916 |
1.0940 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0880 |
| S1 |
1.0820 |
1.0820 |
1.0886 |
1.0780 |
| S2 |
1.0740 |
1.0740 |
1.0872 |
|
| S3 |
1.0580 |
1.0660 |
1.0857 |
|
| S4 |
1.0420 |
1.0500 |
1.0813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0802 |
0.0182 |
1.7% |
0.0125 |
1.1% |
88% |
True |
False |
30,508 |
| 10 |
1.0984 |
1.0715 |
0.0269 |
2.5% |
0.0123 |
1.1% |
92% |
True |
False |
30,271 |
| 20 |
1.0984 |
1.0453 |
0.0531 |
4.8% |
0.0120 |
1.1% |
96% |
True |
False |
28,871 |
| 40 |
1.0984 |
1.0431 |
0.0553 |
5.0% |
0.0117 |
1.1% |
96% |
True |
False |
22,565 |
| 60 |
1.1147 |
1.0431 |
0.0716 |
6.5% |
0.0111 |
1.0% |
74% |
False |
False |
15,177 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0101 |
0.9% |
42% |
False |
False |
11,386 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0091 |
0.8% |
42% |
False |
False |
9,113 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.1% |
0.0078 |
0.7% |
22% |
False |
False |
7,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1356 |
|
1.618 |
1.1214 |
|
1.000 |
1.1126 |
|
0.618 |
1.1072 |
|
HIGH |
1.0984 |
|
0.618 |
1.0930 |
|
0.500 |
1.0913 |
|
0.382 |
1.0896 |
|
LOW |
1.0842 |
|
0.618 |
1.0754 |
|
1.000 |
1.0700 |
|
1.618 |
1.0612 |
|
2.618 |
1.0470 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0946 |
1.0940 |
| PP |
1.0930 |
1.0916 |
| S1 |
1.0913 |
1.0893 |
|