CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0954 |
1.0973 |
0.0019 |
0.2% |
1.1199 |
High |
1.0992 |
1.0985 |
-0.0007 |
-0.1% |
1.1205 |
Low |
1.0931 |
1.0891 |
-0.0040 |
-0.4% |
1.0947 |
Close |
1.0981 |
1.0891 |
-0.0090 |
-0.8% |
1.0959 |
Range |
0.0061 |
0.0094 |
0.0033 |
54.1% |
0.0258 |
ATR |
0.0078 |
0.0080 |
0.0001 |
1.4% |
0.0000 |
Volume |
667 |
491 |
-176 |
-26.4% |
7,530 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1204 |
1.1142 |
1.0943 |
|
R3 |
1.1110 |
1.1048 |
1.0917 |
|
R2 |
1.1016 |
1.1016 |
1.0908 |
|
R1 |
1.0954 |
1.0954 |
1.0900 |
1.0938 |
PP |
1.0922 |
1.0922 |
1.0922 |
1.0915 |
S1 |
1.0860 |
1.0860 |
1.0882 |
1.0844 |
S2 |
1.0828 |
1.0828 |
1.0874 |
|
S3 |
1.0734 |
1.0766 |
1.0865 |
|
S4 |
1.0640 |
1.0672 |
1.0839 |
|
|
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 |
1.1385 |
2.618 |
1.1231 |
1.618 |
1.1137 |
1.000 |
1.1079 |
0.618 |
1.1043 |
HIGH |
1.0985 |
0.618 |
1.0949 |
0.500 |
1.0938 |
0.382 |
1.0927 |
LOW |
1.0891 |
0.618 |
1.0833 |
1.000 |
1.0797 |
1.618 |
1.0739 |
2.618 |
1.0645 |
4.250 |
1.0492 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0938 |
1.0953 |
PP |
1.0922 |
1.0932 |
S1 |
1.0907 |
1.0912 |
|