CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0864 |
1.0758 |
-0.0106 |
-1.0% |
1.0998 |
| High |
1.0864 |
1.0775 |
-0.0089 |
-0.8% |
1.1040 |
| Low |
1.0864 |
1.0754 |
-0.0110 |
-1.0% |
1.0898 |
| Close |
1.0864 |
1.0775 |
-0.0089 |
-0.8% |
1.0898 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0142 |
| ATR |
|
|
|
|
|
| Volume |
168 |
168 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0824 |
1.0787 |
|
| R3 |
1.0810 |
1.0803 |
1.0781 |
|
| R2 |
1.0789 |
1.0789 |
1.0779 |
|
| R1 |
1.0782 |
1.0782 |
1.0777 |
1.0786 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0770 |
| S1 |
1.0761 |
1.0761 |
1.0773 |
1.0765 |
| S2 |
1.0747 |
1.0747 |
1.0771 |
|
| S3 |
1.0726 |
1.0740 |
1.0769 |
|
| S4 |
1.0705 |
1.0719 |
1.0763 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1277 |
1.0976 |
|
| R3 |
1.1229 |
1.1135 |
1.0937 |
|
| R2 |
1.1087 |
1.1087 |
1.0924 |
|
| R1 |
1.0993 |
1.0993 |
1.0911 |
1.0969 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0934 |
| S1 |
1.0851 |
1.0851 |
1.0885 |
1.0827 |
| S2 |
1.0803 |
1.0803 |
1.0872 |
|
| S3 |
1.0661 |
1.0709 |
1.0859 |
|
| S4 |
1.0519 |
1.0567 |
1.0820 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0864 |
|
2.618 |
1.0830 |
|
1.618 |
1.0809 |
|
1.000 |
1.0796 |
|
0.618 |
1.0788 |
|
HIGH |
1.0775 |
|
0.618 |
1.0767 |
|
0.500 |
1.0765 |
|
0.382 |
1.0762 |
|
LOW |
1.0754 |
|
0.618 |
1.0741 |
|
1.000 |
1.0733 |
|
1.618 |
1.0720 |
|
2.618 |
1.0699 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0844 |
| PP |
1.0768 |
1.0821 |
| S1 |
1.0765 |
1.0798 |
|