CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0755 |
1.0847 |
0.0092 |
0.9% |
1.0897 |
| High |
1.0878 |
1.0939 |
0.0061 |
0.6% |
1.0951 |
| Low |
1.0725 |
1.0816 |
0.0091 |
0.8% |
1.0725 |
| Close |
1.0862 |
1.0932 |
0.0070 |
0.6% |
1.0932 |
| Range |
0.0153 |
0.0123 |
-0.0030 |
-19.6% |
0.0226 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
21,729 |
46,224 |
24,495 |
112.7% |
108,815 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1221 |
1.1000 |
|
| R3 |
1.1142 |
1.1098 |
1.0966 |
|
| R2 |
1.1019 |
1.1019 |
1.0955 |
|
| R1 |
1.0975 |
1.0975 |
1.0943 |
1.0997 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0907 |
| S1 |
1.0852 |
1.0852 |
1.0921 |
1.0874 |
| S2 |
1.0773 |
1.0773 |
1.0909 |
|
| S3 |
1.0650 |
1.0729 |
1.0898 |
|
| S4 |
1.0527 |
1.0606 |
1.0864 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1466 |
1.1056 |
|
| R3 |
1.1321 |
1.1240 |
1.0994 |
|
| R2 |
1.1095 |
1.1095 |
1.0973 |
|
| R1 |
1.1014 |
1.1014 |
1.0953 |
1.1055 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0890 |
| S1 |
1.0788 |
1.0788 |
1.0911 |
1.0829 |
| S2 |
1.0643 |
1.0643 |
1.0891 |
|
| S3 |
1.0417 |
1.0562 |
1.0870 |
|
| S4 |
1.0191 |
1.0336 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0951 |
1.0725 |
0.0226 |
2.1% |
0.0118 |
1.1% |
92% |
False |
False |
21,763 |
| 10 |
1.1034 |
1.0725 |
0.0309 |
2.8% |
0.0107 |
1.0% |
67% |
False |
False |
12,175 |
| 20 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0093 |
0.8% |
42% |
False |
False |
6,490 |
| 40 |
1.1213 |
1.0705 |
0.0508 |
4.6% |
0.0073 |
0.7% |
45% |
False |
False |
3,250 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0058 |
0.5% |
61% |
False |
False |
2,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1462 |
|
2.618 |
1.1261 |
|
1.618 |
1.1138 |
|
1.000 |
1.1062 |
|
0.618 |
1.1015 |
|
HIGH |
1.0939 |
|
0.618 |
1.0892 |
|
0.500 |
1.0878 |
|
0.382 |
1.0863 |
|
LOW |
1.0816 |
|
0.618 |
1.0740 |
|
1.000 |
1.0693 |
|
1.618 |
1.0617 |
|
2.618 |
1.0494 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0899 |
| PP |
1.0896 |
1.0865 |
| S1 |
1.0878 |
1.0832 |
|