CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0971 |
-0.0008 |
-0.1% |
1.0897 |
| High |
1.1030 |
1.1008 |
-0.0022 |
-0.2% |
1.0951 |
| Low |
1.0941 |
1.0905 |
-0.0036 |
-0.3% |
1.0725 |
| Close |
1.0964 |
1.0946 |
-0.0018 |
-0.2% |
1.0932 |
| Range |
0.0089 |
0.0103 |
0.0014 |
15.7% |
0.0226 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.7% |
0.0000 |
| Volume |
33,895 |
35,192 |
1,297 |
3.8% |
108,815 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1207 |
1.1003 |
|
| R3 |
1.1159 |
1.1104 |
1.0974 |
|
| R2 |
1.1056 |
1.1056 |
1.0965 |
|
| R1 |
1.1001 |
1.1001 |
1.0955 |
1.0977 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0941 |
| S1 |
1.0898 |
1.0898 |
1.0937 |
1.0874 |
| S2 |
1.0850 |
1.0850 |
1.0927 |
|
| S3 |
1.0747 |
1.0795 |
1.0918 |
|
| S4 |
1.0644 |
1.0692 |
1.0889 |
|
|
| 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 |
1.1030 |
1.0816 |
0.0214 |
2.0% |
0.0097 |
0.9% |
61% |
False |
False |
36,482 |
| 10 |
1.1030 |
1.0725 |
0.0305 |
2.8% |
0.0110 |
1.0% |
72% |
False |
False |
25,284 |
| 20 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0098 |
0.9% |
45% |
False |
False |
13,277 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0076 |
0.7% |
45% |
False |
False |
6,654 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0061 |
0.6% |
63% |
False |
False |
4,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1278 |
|
1.618 |
1.1175 |
|
1.000 |
1.1111 |
|
0.618 |
1.1072 |
|
HIGH |
1.1008 |
|
0.618 |
1.0969 |
|
0.500 |
1.0957 |
|
0.382 |
1.0944 |
|
LOW |
1.0905 |
|
0.618 |
1.0841 |
|
1.000 |
1.0802 |
|
1.618 |
1.0738 |
|
2.618 |
1.0635 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0968 |
| PP |
1.0953 |
1.0960 |
| S1 |
1.0950 |
1.0953 |
|