CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.1015 |
0.0098 |
0.9% |
1.0939 |
| High |
1.1024 |
1.1015 |
-0.0009 |
-0.1% |
1.1024 |
| Low |
1.0899 |
1.0860 |
-0.0039 |
-0.4% |
1.0860 |
| Close |
1.1011 |
1.0869 |
-0.0142 |
-1.3% |
1.0869 |
| Range |
0.0125 |
0.0155 |
0.0030 |
24.0% |
0.0164 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.8% |
0.0000 |
| Volume |
48,331 |
61,820 |
13,489 |
27.9% |
221,244 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1279 |
1.0954 |
|
| R3 |
1.1225 |
1.1124 |
1.0912 |
|
| R2 |
1.1070 |
1.1070 |
1.0897 |
|
| R1 |
1.0969 |
1.0969 |
1.0883 |
1.0942 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0901 |
| S1 |
1.0814 |
1.0814 |
1.0855 |
1.0787 |
| S2 |
1.0760 |
1.0760 |
1.0841 |
|
| S3 |
1.0605 |
1.0659 |
1.0826 |
|
| S4 |
1.0450 |
1.0504 |
1.0784 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1303 |
1.0959 |
|
| R3 |
1.1246 |
1.1139 |
1.0914 |
|
| R2 |
1.1082 |
1.1082 |
1.0899 |
|
| R1 |
1.0975 |
1.0975 |
1.0884 |
1.0947 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0903 |
| S1 |
1.0811 |
1.0811 |
1.0854 |
1.0783 |
| S2 |
1.0754 |
1.0754 |
1.0839 |
|
| S3 |
1.0590 |
1.0647 |
1.0824 |
|
| S4 |
1.0426 |
1.0483 |
1.0779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0860 |
0.0164 |
1.5% |
0.0100 |
0.9% |
5% |
False |
True |
44,248 |
| 10 |
1.1193 |
1.0860 |
0.0333 |
3.1% |
0.0098 |
0.9% |
3% |
False |
True |
46,504 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.1% |
0.0103 |
0.9% |
26% |
False |
False |
42,524 |
| 40 |
1.1200 |
1.0453 |
0.0747 |
6.9% |
0.0111 |
1.0% |
56% |
False |
False |
35,987 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.1% |
0.0110 |
1.0% |
57% |
False |
False |
29,894 |
| 80 |
1.1200 |
1.0431 |
0.0769 |
7.1% |
0.0109 |
1.0% |
57% |
False |
False |
22,703 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0103 |
0.9% |
35% |
False |
False |
18,166 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.7% |
0.0093 |
0.9% |
35% |
False |
False |
15,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1674 |
|
2.618 |
1.1421 |
|
1.618 |
1.1266 |
|
1.000 |
1.1170 |
|
0.618 |
1.1111 |
|
HIGH |
1.1015 |
|
0.618 |
1.0956 |
|
0.500 |
1.0938 |
|
0.382 |
1.0919 |
|
LOW |
1.0860 |
|
0.618 |
1.0764 |
|
1.000 |
1.0705 |
|
1.618 |
1.0609 |
|
2.618 |
1.0454 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0942 |
| PP |
1.0915 |
1.0918 |
| S1 |
1.0892 |
1.0893 |
|