CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1101 |
1.1182 |
0.0081 |
0.7% |
1.0914 |
| High |
1.1200 |
1.1185 |
-0.0015 |
-0.1% |
1.1200 |
| Low |
1.1062 |
1.1100 |
0.0038 |
0.3% |
1.0890 |
| Close |
1.1177 |
1.1116 |
-0.0061 |
-0.5% |
1.1177 |
| Range |
0.0138 |
0.0085 |
-0.0053 |
-38.4% |
0.0310 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
42,792 |
45,255 |
2,463 |
5.8% |
185,764 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1337 |
1.1163 |
|
| R3 |
1.1304 |
1.1252 |
1.1139 |
|
| R2 |
1.1219 |
1.1219 |
1.1132 |
|
| R1 |
1.1167 |
1.1167 |
1.1124 |
1.1151 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1125 |
| S1 |
1.1082 |
1.1082 |
1.1108 |
1.1066 |
| S2 |
1.1049 |
1.1049 |
1.1100 |
|
| S3 |
1.0964 |
1.0997 |
1.1093 |
|
| S4 |
1.0879 |
1.0912 |
1.1069 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1908 |
1.1348 |
|
| R3 |
1.1709 |
1.1598 |
1.1262 |
|
| R2 |
1.1399 |
1.1399 |
1.1234 |
|
| R1 |
1.1288 |
1.1288 |
1.1205 |
1.1344 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1117 |
| S1 |
1.0978 |
1.0978 |
1.1149 |
1.1034 |
| S2 |
1.0779 |
1.0779 |
1.1120 |
|
| S3 |
1.0469 |
1.0668 |
1.1092 |
|
| S4 |
1.0159 |
1.0358 |
1.1007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0890 |
0.0310 |
2.8% |
0.0107 |
1.0% |
73% |
False |
False |
46,203 |
| 10 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0104 |
0.9% |
81% |
False |
False |
40,322 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0107 |
1.0% |
81% |
False |
False |
34,527 |
| 40 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0111 |
1.0% |
89% |
False |
False |
29,929 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0113 |
1.0% |
89% |
False |
False |
23,268 |
| 80 |
1.1427 |
1.0431 |
0.0996 |
9.0% |
0.0108 |
1.0% |
69% |
False |
False |
17,458 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.4% |
0.0098 |
0.9% |
54% |
False |
False |
13,969 |
| 120 |
1.1850 |
1.0431 |
0.1419 |
12.8% |
0.0087 |
0.8% |
48% |
False |
False |
11,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1408 |
|
1.618 |
1.1323 |
|
1.000 |
1.1270 |
|
0.618 |
1.1238 |
|
HIGH |
1.1185 |
|
0.618 |
1.1153 |
|
0.500 |
1.1143 |
|
0.382 |
1.1132 |
|
LOW |
1.1100 |
|
0.618 |
1.1047 |
|
1.000 |
1.1015 |
|
1.618 |
1.0962 |
|
2.618 |
1.0877 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1106 |
| PP |
1.1134 |
1.1097 |
| S1 |
1.1125 |
1.1087 |
|