CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0883 |
-0.0079 |
-0.7% |
1.1182 |
| High |
1.0973 |
1.0921 |
-0.0052 |
-0.5% |
1.1193 |
| Low |
1.0875 |
1.0869 |
-0.0006 |
-0.1% |
1.0930 |
| Close |
1.0878 |
1.0910 |
0.0032 |
0.3% |
1.0945 |
| Range |
0.0098 |
0.0052 |
-0.0046 |
-46.9% |
0.0263 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
39,373 |
40,168 |
795 |
2.0% |
243,796 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1035 |
1.0939 |
|
| R3 |
1.1004 |
1.0983 |
1.0924 |
|
| R2 |
1.0952 |
1.0952 |
1.0920 |
|
| R1 |
1.0931 |
1.0931 |
1.0915 |
1.0942 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0905 |
| S1 |
1.0879 |
1.0879 |
1.0905 |
1.0890 |
| S2 |
1.0848 |
1.0848 |
1.0900 |
|
| S3 |
1.0796 |
1.0827 |
1.0896 |
|
| S4 |
1.0744 |
1.0775 |
1.0881 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1812 |
1.1641 |
1.1090 |
|
| R3 |
1.1549 |
1.1378 |
1.1017 |
|
| R2 |
1.1286 |
1.1286 |
1.0993 |
|
| R1 |
1.1115 |
1.1115 |
1.0969 |
1.1069 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1000 |
| S1 |
1.0852 |
1.0852 |
1.0921 |
1.0806 |
| S2 |
1.0760 |
1.0760 |
1.0897 |
|
| S3 |
1.0497 |
1.0589 |
1.0873 |
|
| S4 |
1.0234 |
1.0326 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1086 |
1.0869 |
0.0217 |
2.0% |
0.0081 |
0.7% |
19% |
False |
True |
40,465 |
| 10 |
1.1200 |
1.0869 |
0.0331 |
3.0% |
0.0097 |
0.9% |
12% |
False |
True |
44,891 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.1% |
0.0095 |
0.9% |
35% |
False |
False |
39,776 |
| 40 |
1.1200 |
1.0453 |
0.0747 |
6.8% |
0.0108 |
1.0% |
61% |
False |
False |
34,323 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0110 |
1.0% |
62% |
False |
False |
28,302 |
| 80 |
1.1200 |
1.0431 |
0.0769 |
7.0% |
0.0107 |
1.0% |
62% |
False |
False |
21,327 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0100 |
0.9% |
38% |
False |
False |
17,064 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0092 |
0.8% |
38% |
False |
False |
14,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1057 |
|
1.618 |
1.1005 |
|
1.000 |
1.0973 |
|
0.618 |
1.0953 |
|
HIGH |
1.0921 |
|
0.618 |
1.0901 |
|
0.500 |
1.0895 |
|
0.382 |
1.0889 |
|
LOW |
1.0869 |
|
0.618 |
1.0837 |
|
1.000 |
1.0817 |
|
1.618 |
1.0785 |
|
2.618 |
1.0733 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0926 |
| PP |
1.0900 |
1.0921 |
| S1 |
1.0895 |
1.0915 |
|