CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0875 |
-0.0035 |
-0.3% |
1.0884 |
| High |
1.0941 |
1.0926 |
-0.0015 |
-0.1% |
1.1008 |
| Low |
1.0837 |
1.0813 |
-0.0024 |
-0.2% |
1.0802 |
| Close |
1.0852 |
1.0827 |
-0.0025 |
-0.2% |
1.0903 |
| Range |
0.0104 |
0.0113 |
0.0009 |
8.7% |
0.0206 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.2% |
0.0000 |
| Volume |
31,934 |
44,032 |
12,098 |
37.9% |
140,217 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1124 |
1.0889 |
|
| R3 |
1.1081 |
1.1011 |
1.0858 |
|
| R2 |
1.0968 |
1.0968 |
1.0848 |
|
| R1 |
1.0898 |
1.0898 |
1.0837 |
1.0877 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0845 |
| S1 |
1.0785 |
1.0785 |
1.0817 |
1.0764 |
| S2 |
1.0742 |
1.0742 |
1.0806 |
|
| S3 |
1.0629 |
1.0672 |
1.0796 |
|
| S4 |
1.0516 |
1.0559 |
1.0765 |
|
|
| 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 |
1.0813 |
0.0195 |
1.8% |
0.0100 |
0.9% |
7% |
False |
True |
31,414 |
| 10 |
1.1008 |
1.0802 |
0.0206 |
1.9% |
0.0102 |
0.9% |
12% |
False |
False |
30,829 |
| 20 |
1.1008 |
1.0632 |
0.0376 |
3.5% |
0.0110 |
1.0% |
52% |
False |
False |
29,268 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0111 |
1.0% |
69% |
False |
False |
25,063 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0113 |
1.0% |
63% |
False |
False |
18,249 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0106 |
1.0% |
31% |
False |
False |
13,691 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0093 |
0.9% |
31% |
False |
False |
10,956 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.3% |
0.0081 |
0.7% |
16% |
False |
False |
9,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1222 |
|
1.618 |
1.1109 |
|
1.000 |
1.1039 |
|
0.618 |
1.0996 |
|
HIGH |
1.0926 |
|
0.618 |
1.0883 |
|
0.500 |
1.0870 |
|
0.382 |
1.0856 |
|
LOW |
1.0813 |
|
0.618 |
1.0743 |
|
1.000 |
1.0700 |
|
1.618 |
1.0630 |
|
2.618 |
1.0517 |
|
4.250 |
1.0333 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0902 |
| PP |
1.0855 |
1.0877 |
| S1 |
1.0841 |
1.0852 |
|