CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.0878 |
-0.0137 |
-1.2% |
1.0939 |
| High |
1.1015 |
1.0914 |
-0.0101 |
-0.9% |
1.1024 |
| Low |
1.0860 |
1.0848 |
-0.0012 |
-0.1% |
1.0860 |
| Close |
1.0869 |
1.0905 |
0.0036 |
0.3% |
1.0869 |
| Range |
0.0155 |
0.0066 |
-0.0089 |
-57.4% |
0.0164 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
61,820 |
39,641 |
-22,179 |
-35.9% |
221,244 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1062 |
1.0941 |
|
| R3 |
1.1021 |
1.0996 |
1.0923 |
|
| R2 |
1.0955 |
1.0955 |
1.0917 |
|
| R1 |
1.0930 |
1.0930 |
1.0911 |
1.0943 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0895 |
| S1 |
1.0864 |
1.0864 |
1.0899 |
1.0877 |
| S2 |
1.0823 |
1.0823 |
1.0893 |
|
| S3 |
1.0757 |
1.0798 |
1.0887 |
|
| S4 |
1.0691 |
1.0732 |
1.0869 |
|
|
| 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 |
1.0848 |
0.0176 |
1.6% |
0.0099 |
0.9% |
32% |
False |
True |
45,866 |
| 10 |
1.1193 |
1.0848 |
0.0345 |
3.2% |
0.0096 |
0.9% |
17% |
False |
True |
45,942 |
| 20 |
1.1200 |
1.0755 |
0.0445 |
4.1% |
0.0100 |
0.9% |
34% |
False |
False |
43,132 |
| 40 |
1.1200 |
1.0453 |
0.0747 |
6.9% |
0.0109 |
1.0% |
61% |
False |
False |
36,292 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.1% |
0.0108 |
1.0% |
62% |
False |
False |
30,352 |
| 80 |
1.1200 |
1.0431 |
0.0769 |
7.1% |
0.0109 |
1.0% |
62% |
False |
False |
23,199 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0104 |
0.9% |
37% |
False |
False |
18,562 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.6% |
0.0094 |
0.9% |
37% |
False |
False |
15,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1087 |
|
1.618 |
1.1021 |
|
1.000 |
1.0980 |
|
0.618 |
1.0955 |
|
HIGH |
1.0914 |
|
0.618 |
1.0889 |
|
0.500 |
1.0881 |
|
0.382 |
1.0873 |
|
LOW |
1.0848 |
|
0.618 |
1.0807 |
|
1.000 |
1.0782 |
|
1.618 |
1.0741 |
|
2.618 |
1.0675 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0936 |
| PP |
1.0889 |
1.0926 |
| S1 |
1.0881 |
1.0915 |
|