CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1170 |
0.0052 |
0.5% |
1.0914 |
| High |
1.1181 |
1.1193 |
0.0012 |
0.1% |
1.1200 |
| Low |
1.1111 |
1.1049 |
-0.0062 |
-0.6% |
1.0890 |
| Close |
1.1169 |
1.1069 |
-0.0100 |
-0.9% |
1.1177 |
| Range |
0.0070 |
0.0144 |
0.0074 |
105.7% |
0.0310 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.6% |
0.0000 |
| Volume |
45,993 |
61,316 |
15,323 |
33.3% |
185,764 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1446 |
1.1148 |
|
| R3 |
1.1392 |
1.1302 |
1.1109 |
|
| R2 |
1.1248 |
1.1248 |
1.1095 |
|
| R1 |
1.1158 |
1.1158 |
1.1082 |
1.1131 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1090 |
| S1 |
1.1014 |
1.1014 |
1.1056 |
1.0987 |
| S2 |
1.0960 |
1.0960 |
1.1043 |
|
| S3 |
1.0816 |
1.0870 |
1.1029 |
|
| S4 |
1.0672 |
1.0726 |
1.0990 |
|
|
| 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 |
1.0974 |
0.0226 |
2.0% |
0.0113 |
1.0% |
42% |
False |
False |
49,317 |
| 10 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0106 |
1.0% |
71% |
False |
False |
45,282 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.0% |
0.0106 |
1.0% |
71% |
False |
False |
37,287 |
| 40 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0112 |
1.0% |
83% |
False |
False |
31,941 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
6.9% |
0.0111 |
1.0% |
83% |
False |
False |
25,046 |
| 80 |
1.1427 |
1.0431 |
0.0996 |
9.0% |
0.0109 |
1.0% |
64% |
False |
False |
18,799 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.5% |
0.0100 |
0.9% |
50% |
False |
False |
15,042 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.5% |
0.0089 |
0.8% |
50% |
False |
False |
12,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1805 |
|
2.618 |
1.1570 |
|
1.618 |
1.1426 |
|
1.000 |
1.1337 |
|
0.618 |
1.1282 |
|
HIGH |
1.1193 |
|
0.618 |
1.1138 |
|
0.500 |
1.1121 |
|
0.382 |
1.1104 |
|
LOW |
1.1049 |
|
0.618 |
1.0960 |
|
1.000 |
1.0905 |
|
1.618 |
1.0816 |
|
2.618 |
1.0672 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1121 |
| PP |
1.1104 |
1.1104 |
| S1 |
1.1086 |
1.1086 |
|