CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0828 |
-0.0078 |
-0.7% |
1.0939 |
| High |
1.0941 |
1.0836 |
-0.0105 |
-1.0% |
1.1024 |
| Low |
1.0812 |
1.0717 |
-0.0095 |
-0.9% |
1.0860 |
| Close |
1.0836 |
1.0749 |
-0.0087 |
-0.8% |
1.0869 |
| Range |
0.0129 |
0.0119 |
-0.0010 |
-7.8% |
0.0164 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.0% |
0.0000 |
| Volume |
49,795 |
70,995 |
21,200 |
42.6% |
221,244 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1056 |
1.0814 |
|
| R3 |
1.1005 |
1.0937 |
1.0782 |
|
| R2 |
1.0886 |
1.0886 |
1.0771 |
|
| R1 |
1.0818 |
1.0818 |
1.0760 |
1.0793 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0755 |
| S1 |
1.0699 |
1.0699 |
1.0738 |
1.0674 |
| S2 |
1.0648 |
1.0648 |
1.0727 |
|
| S3 |
1.0529 |
1.0580 |
1.0716 |
|
| S4 |
1.0410 |
1.0461 |
1.0684 |
|
|
| 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 |
1.0717 |
0.0307 |
2.9% |
0.0119 |
1.1% |
10% |
False |
True |
54,116 |
| 10 |
1.1086 |
1.0717 |
0.0369 |
3.4% |
0.0100 |
0.9% |
9% |
False |
True |
47,290 |
| 20 |
1.1200 |
1.0717 |
0.0483 |
4.5% |
0.0103 |
1.0% |
7% |
False |
True |
46,286 |
| 40 |
1.1200 |
1.0532 |
0.0668 |
6.2% |
0.0107 |
1.0% |
32% |
False |
False |
37,524 |
| 60 |
1.1200 |
1.0431 |
0.0769 |
7.2% |
0.0107 |
1.0% |
41% |
False |
False |
31,729 |
| 80 |
1.1200 |
1.0431 |
0.0769 |
7.2% |
0.0110 |
1.0% |
41% |
False |
False |
24,708 |
| 100 |
1.1700 |
1.0431 |
0.1269 |
11.8% |
0.0106 |
1.0% |
25% |
False |
False |
19,770 |
| 120 |
1.1700 |
1.0431 |
0.1269 |
11.8% |
0.0095 |
0.9% |
25% |
False |
False |
16,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1148 |
|
1.618 |
1.1029 |
|
1.000 |
1.0955 |
|
0.618 |
1.0910 |
|
HIGH |
1.0836 |
|
0.618 |
1.0791 |
|
0.500 |
1.0777 |
|
0.382 |
1.0762 |
|
LOW |
1.0717 |
|
0.618 |
1.0643 |
|
1.000 |
1.0598 |
|
1.618 |
1.0524 |
|
2.618 |
1.0405 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0829 |
| PP |
1.0767 |
1.0802 |
| S1 |
1.0758 |
1.0776 |
|