CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.1012 |
1.0954 |
-0.0058 |
-0.5% |
1.1199 |
High |
1.1015 |
1.0992 |
-0.0023 |
-0.2% |
1.1205 |
Low |
1.0947 |
1.0931 |
-0.0016 |
-0.1% |
1.0947 |
Close |
1.0959 |
1.0981 |
0.0022 |
0.2% |
1.0959 |
Range |
0.0068 |
0.0061 |
-0.0007 |
-10.3% |
0.0258 |
ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
1,769 |
667 |
-1,102 |
-62.3% |
7,530 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1151 |
1.1127 |
1.1015 |
|
R3 |
1.1090 |
1.1066 |
1.0998 |
|
R2 |
1.1029 |
1.1029 |
1.0992 |
|
R1 |
1.1005 |
1.1005 |
1.0987 |
1.1017 |
PP |
1.0968 |
1.0968 |
1.0968 |
1.0974 |
S1 |
1.0944 |
1.0944 |
1.0975 |
1.0956 |
S2 |
1.0907 |
1.0907 |
1.0970 |
|
S3 |
1.0846 |
1.0883 |
1.0964 |
|
S4 |
1.0785 |
1.0822 |
1.0947 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1811 |
1.1643 |
1.1101 |
|
R3 |
1.1553 |
1.1385 |
1.1030 |
|
R2 |
1.1295 |
1.1295 |
1.1006 |
|
R1 |
1.1127 |
1.1127 |
1.0983 |
1.1082 |
PP |
1.1037 |
1.1037 |
1.1037 |
1.1015 |
S1 |
1.0869 |
1.0869 |
1.0935 |
1.0824 |
S2 |
1.0779 |
1.0779 |
1.0912 |
|
S3 |
1.0521 |
1.0611 |
1.0888 |
|
S4 |
1.0263 |
1.0353 |
1.0817 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1251 |
2.618 |
1.1152 |
1.618 |
1.1091 |
1.000 |
1.1053 |
0.618 |
1.1030 |
HIGH |
1.0992 |
0.618 |
1.0969 |
0.500 |
1.0962 |
0.382 |
1.0954 |
LOW |
1.0931 |
0.618 |
1.0893 |
1.000 |
1.0870 |
1.618 |
1.0832 |
2.618 |
1.0771 |
4.250 |
1.0672 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0975 |
1.1017 |
PP |
1.0968 |
1.1005 |
S1 |
1.0962 |
1.0993 |
|