CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.1108 |
1.1199 |
0.0091 |
0.8% |
1.0941 |
High |
1.1213 |
1.1199 |
-0.0014 |
-0.1% |
1.1213 |
Low |
1.1101 |
1.1117 |
0.0016 |
0.1% |
1.0937 |
Close |
1.1193 |
1.1131 |
-0.0062 |
-0.6% |
1.1193 |
Range |
0.0112 |
0.0082 |
-0.0030 |
-26.8% |
0.0276 |
ATR |
0.0075 |
0.0075 |
0.0001 |
0.7% |
0.0000 |
Volume |
75 |
112 |
37 |
49.3% |
390 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1395 |
1.1345 |
1.1176 |
|
R3 |
1.1313 |
1.1263 |
1.1154 |
|
R2 |
1.1231 |
1.1231 |
1.1146 |
|
R1 |
1.1181 |
1.1181 |
1.1139 |
1.1165 |
PP |
1.1149 |
1.1149 |
1.1149 |
1.1141 |
S1 |
1.1099 |
1.1099 |
1.1123 |
1.1083 |
S2 |
1.1067 |
1.1067 |
1.1116 |
|
S3 |
1.0985 |
1.1017 |
1.1108 |
|
S4 |
1.0903 |
1.0935 |
1.1086 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1942 |
1.1844 |
1.1345 |
|
R3 |
1.1666 |
1.1568 |
1.1269 |
|
R2 |
1.1390 |
1.1390 |
1.1244 |
|
R1 |
1.1292 |
1.1292 |
1.1218 |
1.1341 |
PP |
1.1114 |
1.1114 |
1.1114 |
1.1139 |
S1 |
1.1016 |
1.1016 |
1.1168 |
1.1065 |
S2 |
1.0838 |
1.0838 |
1.1142 |
|
S3 |
1.0562 |
1.0740 |
1.1117 |
|
S4 |
1.0286 |
1.0464 |
1.1041 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1548 |
2.618 |
1.1414 |
1.618 |
1.1332 |
1.000 |
1.1281 |
0.618 |
1.1250 |
HIGH |
1.1199 |
0.618 |
1.1168 |
0.500 |
1.1158 |
0.382 |
1.1148 |
LOW |
1.1117 |
0.618 |
1.1066 |
1.000 |
1.1035 |
1.618 |
1.0984 |
2.618 |
1.0902 |
4.250 |
1.0769 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.1158 |
1.1126 |
PP |
1.1149 |
1.1121 |
S1 |
1.1140 |
1.1116 |
|