CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1143 |
1.1205 |
0.0062 |
0.6% |
1.0941 |
| High |
1.1193 |
1.1205 |
0.0012 |
0.1% |
1.1213 |
| Low |
1.1134 |
1.1069 |
-0.0065 |
-0.6% |
1.0937 |
| Close |
1.1184 |
1.1084 |
-0.0100 |
-0.9% |
1.1193 |
| Range |
0.0059 |
0.0136 |
0.0077 |
130.5% |
0.0276 |
| ATR |
0.0074 |
0.0079 |
0.0004 |
5.9% |
0.0000 |
| Volume |
37 |
2,583 |
2,546 |
6,881.1% |
390 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1442 |
1.1159 |
|
| R3 |
1.1391 |
1.1306 |
1.1121 |
|
| R2 |
1.1255 |
1.1255 |
1.1109 |
|
| R1 |
1.1170 |
1.1170 |
1.1096 |
1.1145 |
| PP |
1.1119 |
1.1119 |
1.1119 |
1.1107 |
| S1 |
1.1034 |
1.1034 |
1.1072 |
1.1009 |
| S2 |
1.0983 |
1.0983 |
1.1059 |
|
| S3 |
1.0847 |
1.0898 |
1.1047 |
|
| S4 |
1.0711 |
1.0762 |
1.1009 |
|
|
| 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 |
1.1783 |
|
2.618 |
1.1561 |
|
1.618 |
1.1425 |
|
1.000 |
1.1341 |
|
0.618 |
1.1289 |
|
HIGH |
1.1205 |
|
0.618 |
1.1153 |
|
0.500 |
1.1137 |
|
0.382 |
1.1121 |
|
LOW |
1.1069 |
|
0.618 |
1.0985 |
|
1.000 |
1.0933 |
|
1.618 |
1.0849 |
|
2.618 |
1.0713 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1137 |
1.1137 |
| PP |
1.1119 |
1.1119 |
| S1 |
1.1102 |
1.1102 |
|