CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0828 |
-0.0047 |
-0.4% |
1.0884 |
| High |
1.0926 |
1.0901 |
-0.0025 |
-0.2% |
1.1008 |
| Low |
1.0813 |
1.0755 |
-0.0058 |
-0.5% |
1.0802 |
| Close |
1.0827 |
1.0888 |
0.0061 |
0.6% |
1.0903 |
| Range |
0.0113 |
0.0146 |
0.0033 |
29.2% |
0.0206 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.3% |
0.0000 |
| Volume |
44,032 |
41,460 |
-2,572 |
-5.8% |
140,217 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1233 |
1.0968 |
|
| R3 |
1.1140 |
1.1087 |
1.0928 |
|
| R2 |
1.0994 |
1.0994 |
1.0915 |
|
| R1 |
1.0941 |
1.0941 |
1.0901 |
1.0968 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0861 |
| S1 |
1.0795 |
1.0795 |
1.0875 |
1.0822 |
| S2 |
1.0702 |
1.0702 |
1.0861 |
|
| S3 |
1.0556 |
1.0649 |
1.0848 |
|
| S4 |
1.0410 |
1.0503 |
1.0808 |
|
|
| 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 |
1.0990 |
1.0755 |
0.0235 |
2.2% |
0.0113 |
1.0% |
57% |
False |
True |
34,137 |
| 10 |
1.1008 |
1.0755 |
0.0253 |
2.3% |
0.0107 |
1.0% |
53% |
False |
True |
32,060 |
| 20 |
1.1008 |
1.0674 |
0.0334 |
3.1% |
0.0112 |
1.0% |
64% |
False |
False |
30,052 |
| 40 |
1.1008 |
1.0431 |
0.0577 |
5.3% |
0.0113 |
1.0% |
79% |
False |
False |
25,748 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.8% |
0.0114 |
1.0% |
73% |
False |
False |
18,940 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0108 |
1.0% |
36% |
False |
False |
14,209 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0094 |
0.9% |
36% |
False |
False |
11,370 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.2% |
0.0082 |
0.8% |
19% |
False |
False |
9,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1283 |
|
1.618 |
1.1137 |
|
1.000 |
1.1047 |
|
0.618 |
1.0991 |
|
HIGH |
1.0901 |
|
0.618 |
1.0845 |
|
0.500 |
1.0828 |
|
0.382 |
1.0811 |
|
LOW |
1.0755 |
|
0.618 |
1.0665 |
|
1.000 |
1.0609 |
|
1.618 |
1.0519 |
|
2.618 |
1.0373 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0868 |
1.0875 |
| PP |
1.0848 |
1.0861 |
| S1 |
1.0828 |
1.0848 |
|