CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0946 |
-0.0027 |
-0.2% |
1.0884 |
| High |
1.0989 |
1.0990 |
0.0001 |
0.0% |
1.1008 |
| Low |
1.0873 |
1.0903 |
0.0030 |
0.3% |
1.0802 |
| Close |
1.0903 |
1.0923 |
0.0020 |
0.2% |
1.0903 |
| Range |
0.0116 |
0.0087 |
-0.0029 |
-25.0% |
0.0206 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
27,485 |
25,775 |
-1,710 |
-6.2% |
140,217 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1148 |
1.0971 |
|
| R3 |
1.1113 |
1.1061 |
1.0947 |
|
| R2 |
1.1026 |
1.1026 |
1.0939 |
|
| R1 |
1.0974 |
1.0974 |
1.0931 |
1.0957 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0930 |
| S1 |
1.0887 |
1.0887 |
1.0915 |
1.0870 |
| S2 |
1.0852 |
1.0852 |
1.0907 |
|
| S3 |
1.0765 |
1.0800 |
1.0899 |
|
| S4 |
1.0678 |
1.0713 |
1.0875 |
|
|
| 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 |
1.0842 |
0.0166 |
1.5% |
0.0095 |
0.9% |
49% |
False |
False |
28,342 |
| 10 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0108 |
1.0% |
59% |
False |
False |
28,690 |
| 20 |
1.1008 |
1.0457 |
0.0551 |
5.0% |
0.0113 |
1.0% |
85% |
False |
False |
29,109 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0111 |
1.0% |
85% |
False |
False |
24,197 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.7% |
0.0112 |
1.0% |
78% |
False |
False |
16,983 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0105 |
1.0% |
39% |
False |
False |
12,742 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0093 |
0.9% |
39% |
False |
False |
10,197 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.1% |
0.0079 |
0.7% |
20% |
False |
False |
8,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1218 |
|
1.618 |
1.1131 |
|
1.000 |
1.1077 |
|
0.618 |
1.1044 |
|
HIGH |
1.0990 |
|
0.618 |
1.0957 |
|
0.500 |
1.0947 |
|
0.382 |
1.0936 |
|
LOW |
1.0903 |
|
0.618 |
1.0849 |
|
1.000 |
1.0816 |
|
1.618 |
1.0762 |
|
2.618 |
1.0675 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0941 |
| PP |
1.0939 |
1.0935 |
| S1 |
1.0931 |
1.0929 |
|