CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0980 |
0.0098 |
0.9% |
1.0962 |
| High |
1.0984 |
1.0986 |
0.0002 |
0.0% |
1.0979 |
| Low |
1.0842 |
1.0934 |
0.0092 |
0.8% |
1.0819 |
| Close |
1.0963 |
1.0959 |
-0.0004 |
0.0% |
1.0901 |
| Range |
0.0142 |
0.0052 |
-0.0090 |
-63.4% |
0.0160 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
33,263 |
27,342 |
-5,921 |
-17.8% |
147,102 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1089 |
1.0988 |
|
| R3 |
1.1064 |
1.1037 |
1.0973 |
|
| R2 |
1.1012 |
1.1012 |
1.0969 |
|
| R1 |
1.0985 |
1.0985 |
1.0964 |
1.0973 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0953 |
| S1 |
1.0933 |
1.0933 |
1.0954 |
1.0921 |
| S2 |
1.0908 |
1.0908 |
1.0949 |
|
| S3 |
1.0856 |
1.0881 |
1.0945 |
|
| S4 |
1.0804 |
1.0829 |
1.0930 |
|
|
| 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 |
1.0986 |
1.0802 |
0.0184 |
1.7% |
0.0103 |
0.9% |
85% |
True |
False |
30,244 |
| 10 |
1.0986 |
1.0802 |
0.0184 |
1.7% |
0.0112 |
1.0% |
85% |
True |
False |
29,282 |
| 20 |
1.0986 |
1.0453 |
0.0533 |
4.9% |
0.0120 |
1.1% |
95% |
True |
False |
29,235 |
| 40 |
1.0986 |
1.0431 |
0.0555 |
5.1% |
0.0115 |
1.1% |
95% |
True |
False |
23,179 |
| 60 |
1.1147 |
1.0431 |
0.0716 |
6.5% |
0.0111 |
1.0% |
74% |
False |
False |
15,632 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0102 |
0.9% |
42% |
False |
False |
11,728 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0091 |
0.8% |
42% |
False |
False |
9,386 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.1% |
0.0077 |
0.7% |
22% |
False |
False |
7,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.1122 |
|
1.618 |
1.1070 |
|
1.000 |
1.1038 |
|
0.618 |
1.1018 |
|
HIGH |
1.0986 |
|
0.618 |
1.0966 |
|
0.500 |
1.0960 |
|
0.382 |
1.0954 |
|
LOW |
1.0934 |
|
0.618 |
1.0902 |
|
1.000 |
1.0882 |
|
1.618 |
1.0850 |
|
2.618 |
1.0798 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0937 |
| PP |
1.0960 |
1.0916 |
| S1 |
1.0959 |
1.0894 |
|