CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1065 |
0.0028 |
0.3% |
1.0994 |
| High |
1.1037 |
1.1093 |
0.0056 |
0.5% |
1.1037 |
| Low |
1.1028 |
1.1065 |
0.0037 |
0.3% |
1.0961 |
| Close |
1.1033 |
1.1093 |
0.0060 |
0.5% |
1.1033 |
| Range |
0.0009 |
0.0028 |
0.0019 |
211.1% |
0.0076 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
10 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1158 |
1.1108 |
|
| R3 |
1.1140 |
1.1130 |
1.1101 |
|
| R2 |
1.1112 |
1.1112 |
1.1098 |
|
| R1 |
1.1102 |
1.1102 |
1.1096 |
1.1107 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1086 |
| S1 |
1.1074 |
1.1074 |
1.1090 |
1.1079 |
| S2 |
1.1056 |
1.1056 |
1.1088 |
|
| S3 |
1.1028 |
1.1046 |
1.1085 |
|
| S4 |
1.1000 |
1.1018 |
1.1078 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1212 |
1.1075 |
|
| R3 |
1.1162 |
1.1136 |
1.1054 |
|
| R2 |
1.1086 |
1.1086 |
1.1047 |
|
| R1 |
1.1060 |
1.1060 |
1.1040 |
1.1073 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1017 |
| S1 |
1.0984 |
1.0984 |
1.1026 |
1.0997 |
| S2 |
1.0934 |
1.0934 |
1.1019 |
|
| S3 |
1.0858 |
1.0908 |
1.1012 |
|
| S4 |
1.0782 |
1.0832 |
1.0991 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1166 |
|
1.618 |
1.1138 |
|
1.000 |
1.1121 |
|
0.618 |
1.1110 |
|
HIGH |
1.1093 |
|
0.618 |
1.1082 |
|
0.500 |
1.1079 |
|
0.382 |
1.1076 |
|
LOW |
1.1065 |
|
0.618 |
1.1048 |
|
1.000 |
1.1037 |
|
1.618 |
1.1020 |
|
2.618 |
1.0992 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1088 |
1.1071 |
| PP |
1.1084 |
1.1049 |
| S1 |
1.1079 |
1.1027 |
|