CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0987 |
0.0026 |
0.2% |
1.0946 |
| High |
1.0995 |
1.1102 |
0.0107 |
1.0% |
1.0990 |
| Low |
1.0946 |
1.0974 |
0.0028 |
0.3% |
1.0755 |
| Close |
1.0984 |
1.1062 |
0.0078 |
0.7% |
1.0890 |
| Range |
0.0049 |
0.0128 |
0.0079 |
161.2% |
0.0235 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.5% |
0.0000 |
| Volume |
32,553 |
51,231 |
18,678 |
57.4% |
172,207 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1374 |
1.1132 |
|
| R3 |
1.1302 |
1.1246 |
1.1097 |
|
| R2 |
1.1174 |
1.1174 |
1.1085 |
|
| R1 |
1.1118 |
1.1118 |
1.1074 |
1.1146 |
| PP |
1.1046 |
1.1046 |
1.1046 |
1.1060 |
| S1 |
1.0990 |
1.0990 |
1.1050 |
1.1018 |
| S2 |
1.0918 |
1.0918 |
1.1039 |
|
| S3 |
1.0790 |
1.0862 |
1.1027 |
|
| S4 |
1.0662 |
1.0734 |
1.0992 |
|
|
| 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 |
1.1102 |
1.0755 |
0.0347 |
3.1% |
0.0103 |
0.9% |
88% |
True |
False |
42,687 |
| 10 |
1.1102 |
1.0755 |
0.0347 |
3.1% |
0.0101 |
0.9% |
88% |
True |
False |
37,051 |
| 20 |
1.1102 |
1.0755 |
0.0347 |
3.1% |
0.0107 |
1.0% |
88% |
True |
False |
33,166 |
| 40 |
1.1102 |
1.0431 |
0.0671 |
6.1% |
0.0110 |
1.0% |
94% |
True |
False |
28,321 |
| 60 |
1.1102 |
1.0431 |
0.0671 |
6.1% |
0.0114 |
1.0% |
94% |
True |
False |
21,805 |
| 80 |
1.1630 |
1.0431 |
0.1199 |
10.8% |
0.0106 |
1.0% |
53% |
False |
False |
16,358 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.5% |
0.0097 |
0.9% |
50% |
False |
False |
13,089 |
| 120 |
1.2850 |
1.0431 |
0.2419 |
21.9% |
0.0085 |
0.8% |
26% |
False |
False |
10,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1437 |
|
1.618 |
1.1309 |
|
1.000 |
1.1230 |
|
0.618 |
1.1181 |
|
HIGH |
1.1102 |
|
0.618 |
1.1053 |
|
0.500 |
1.1038 |
|
0.382 |
1.1023 |
|
LOW |
1.0974 |
|
0.618 |
1.0895 |
|
1.000 |
1.0846 |
|
1.618 |
1.0767 |
|
2.618 |
1.0639 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1040 |
| PP |
1.1046 |
1.1018 |
| S1 |
1.1038 |
1.0996 |
|