CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0961 |
0.0047 |
0.4% |
1.0946 |
| High |
1.1023 |
1.0995 |
-0.0028 |
-0.3% |
1.0990 |
| Low |
1.0890 |
1.0946 |
0.0056 |
0.5% |
1.0755 |
| Close |
1.0970 |
1.0984 |
0.0014 |
0.1% |
1.0890 |
| Range |
0.0133 |
0.0049 |
-0.0084 |
-63.2% |
0.0235 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
59,188 |
32,553 |
-26,635 |
-45.0% |
172,207 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1102 |
1.1011 |
|
| R3 |
1.1073 |
1.1053 |
1.0997 |
|
| R2 |
1.1024 |
1.1024 |
1.0993 |
|
| R1 |
1.1004 |
1.1004 |
1.0988 |
1.1014 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0980 |
| S1 |
1.0955 |
1.0955 |
1.0980 |
1.0965 |
| S2 |
1.0926 |
1.0926 |
1.0975 |
|
| S3 |
1.0877 |
1.0906 |
1.0971 |
|
| S4 |
1.0828 |
1.0857 |
1.0957 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1472 |
1.1019 |
|
| R3 |
1.1348 |
1.1237 |
1.0955 |
|
| R2 |
1.1113 |
1.1113 |
1.0933 |
|
| R1 |
1.1002 |
1.1002 |
1.0912 |
1.0940 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0848 |
| S1 |
1.0767 |
1.0767 |
1.0868 |
1.0705 |
| S2 |
1.0643 |
1.0643 |
1.0847 |
|
| S3 |
1.0408 |
1.0532 |
1.0825 |
|
| S4 |
1.0173 |
1.0297 |
1.0761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0755 |
0.0268 |
2.4% |
0.0100 |
0.9% |
85% |
False |
False |
41,247 |
| 10 |
1.1023 |
1.0755 |
0.0268 |
2.4% |
0.0094 |
0.9% |
85% |
False |
False |
34,662 |
| 20 |
1.1023 |
1.0715 |
0.0308 |
2.8% |
0.0108 |
1.0% |
87% |
False |
False |
32,466 |
| 40 |
1.1023 |
1.0431 |
0.0592 |
5.4% |
0.0108 |
1.0% |
93% |
False |
False |
27,259 |
| 60 |
1.1058 |
1.0431 |
0.0627 |
5.7% |
0.0115 |
1.0% |
88% |
False |
False |
20,952 |
| 80 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0108 |
1.0% |
44% |
False |
False |
15,718 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0096 |
0.9% |
44% |
False |
False |
12,576 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
22.0% |
0.0084 |
0.8% |
23% |
False |
False |
10,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1203 |
|
2.618 |
1.1123 |
|
1.618 |
1.1074 |
|
1.000 |
1.1044 |
|
0.618 |
1.1025 |
|
HIGH |
1.0995 |
|
0.618 |
1.0976 |
|
0.500 |
1.0971 |
|
0.382 |
1.0965 |
|
LOW |
1.0946 |
|
0.618 |
1.0916 |
|
1.000 |
1.0897 |
|
1.618 |
1.0867 |
|
2.618 |
1.0818 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0971 |
| PP |
1.0975 |
1.0957 |
| S1 |
1.0971 |
1.0944 |
|