CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0973 |
0.0014 |
0.1% |
1.0884 |
| High |
1.1008 |
1.0989 |
-0.0019 |
-0.2% |
1.1008 |
| Low |
1.0929 |
1.0873 |
-0.0056 |
-0.5% |
1.0802 |
| Close |
1.0975 |
1.0903 |
-0.0072 |
-0.7% |
1.0903 |
| Range |
0.0079 |
0.0116 |
0.0037 |
46.8% |
0.0206 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.3% |
0.0000 |
| Volume |
27,848 |
27,485 |
-363 |
-1.3% |
140,217 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1202 |
1.0967 |
|
| R3 |
1.1154 |
1.1086 |
1.0935 |
|
| R2 |
1.1038 |
1.1038 |
1.0924 |
|
| R1 |
1.0970 |
1.0970 |
1.0914 |
1.0946 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0910 |
| S1 |
1.0854 |
1.0854 |
1.0892 |
1.0830 |
| S2 |
1.0806 |
1.0806 |
1.0882 |
|
| S3 |
1.0690 |
1.0738 |
1.0871 |
|
| S4 |
1.0574 |
1.0622 |
1.0839 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1419 |
1.1016 |
|
| R3 |
1.1316 |
1.1213 |
1.0960 |
|
| R2 |
1.1110 |
1.1110 |
1.0941 |
|
| R1 |
1.1007 |
1.1007 |
1.0922 |
1.1059 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0930 |
| S1 |
1.0801 |
1.0801 |
1.0884 |
1.0853 |
| S2 |
1.0698 |
1.0698 |
1.0865 |
|
| S3 |
1.0492 |
1.0595 |
1.0846 |
|
| S4 |
1.0286 |
1.0389 |
1.0790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0098 |
0.9% |
49% |
False |
False |
28,043 |
| 10 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0110 |
1.0% |
49% |
False |
False |
28,731 |
| 20 |
1.1008 |
1.0453 |
0.0555 |
5.1% |
0.0118 |
1.1% |
81% |
False |
False |
29,452 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0112 |
1.0% |
82% |
False |
False |
23,962 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0112 |
1.0% |
75% |
False |
False |
16,554 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0104 |
1.0% |
37% |
False |
False |
12,420 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0093 |
0.9% |
37% |
False |
False |
9,939 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.2% |
0.0078 |
0.7% |
20% |
False |
False |
8,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1293 |
|
1.618 |
1.1177 |
|
1.000 |
1.1105 |
|
0.618 |
1.1061 |
|
HIGH |
1.0989 |
|
0.618 |
1.0945 |
|
0.500 |
1.0931 |
|
0.382 |
1.0917 |
|
LOW |
1.0873 |
|
0.618 |
1.0801 |
|
1.000 |
1.0757 |
|
1.618 |
1.0685 |
|
2.618 |
1.0569 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0941 |
| PP |
1.0922 |
1.0928 |
| S1 |
1.0912 |
1.0916 |
|