CME Swiss Franc Future September 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 |
1.0876 |
1.0937 |
0.0061 |
0.6% |
1.0933 |
| High |
1.0876 |
1.0945 |
0.0069 |
0.6% |
1.0945 |
| Low |
1.0876 |
1.0937 |
0.0061 |
0.6% |
1.0754 |
| Close |
1.0876 |
1.0945 |
0.0069 |
0.6% |
1.0945 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0191 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
510 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0964 |
1.0949 |
|
| R3 |
1.0958 |
1.0956 |
1.0947 |
|
| R2 |
1.0950 |
1.0950 |
1.0946 |
|
| R1 |
1.0948 |
1.0948 |
1.0946 |
1.0949 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0943 |
| S1 |
1.0940 |
1.0940 |
1.0944 |
1.0941 |
| S2 |
1.0934 |
1.0934 |
1.0944 |
|
| S3 |
1.0926 |
1.0932 |
1.0943 |
|
| S4 |
1.0918 |
1.0924 |
1.0941 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1391 |
1.1050 |
|
| R3 |
1.1263 |
1.1200 |
1.0998 |
|
| R2 |
1.1072 |
1.1072 |
1.0980 |
|
| R1 |
1.1009 |
1.1009 |
1.0963 |
1.1041 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0897 |
| S1 |
1.0818 |
1.0818 |
1.0927 |
1.0850 |
| S2 |
1.0690 |
1.0690 |
1.0910 |
|
| S3 |
1.0499 |
1.0627 |
1.0892 |
|
| S4 |
1.0308 |
1.0436 |
1.0840 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0966 |
|
1.618 |
1.0958 |
|
1.000 |
1.0953 |
|
0.618 |
1.0950 |
|
HIGH |
1.0945 |
|
0.618 |
1.0942 |
|
0.500 |
1.0941 |
|
0.382 |
1.0940 |
|
LOW |
1.0937 |
|
0.618 |
1.0932 |
|
1.000 |
1.0929 |
|
1.618 |
1.0924 |
|
2.618 |
1.0916 |
|
4.250 |
1.0903 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0913 |
| PP |
1.0942 |
1.0881 |
| S1 |
1.0941 |
1.0850 |
|