CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0730 |
0.0033 |
0.3% |
1.0756 |
| High |
1.0697 |
1.0772 |
0.0075 |
0.7% |
1.0756 |
| Low |
1.0697 |
1.0729 |
0.0032 |
0.3% |
1.0653 |
| Close |
1.0697 |
1.0772 |
0.0075 |
0.7% |
1.0697 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0103 |
| ATR |
0.0000 |
0.0058 |
0.0058 |
|
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0872 |
1.0796 |
|
| R3 |
1.0844 |
1.0829 |
1.0784 |
|
| R2 |
1.0801 |
1.0801 |
1.0780 |
|
| R1 |
1.0786 |
1.0786 |
1.0776 |
1.0794 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0761 |
| S1 |
1.0743 |
1.0743 |
1.0768 |
1.0751 |
| S2 |
1.0715 |
1.0715 |
1.0764 |
|
| S3 |
1.0672 |
1.0700 |
1.0760 |
|
| S4 |
1.0629 |
1.0657 |
1.0748 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0957 |
1.0754 |
|
| R3 |
1.0908 |
1.0854 |
1.0725 |
|
| R2 |
1.0805 |
1.0805 |
1.0716 |
|
| R1 |
1.0751 |
1.0751 |
1.0706 |
1.0727 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0690 |
| S1 |
1.0648 |
1.0648 |
1.0688 |
1.0624 |
| S2 |
1.0599 |
1.0599 |
1.0678 |
|
| S3 |
1.0496 |
1.0545 |
1.0669 |
|
| S4 |
1.0393 |
1.0442 |
1.0640 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0955 |
|
2.618 |
1.0885 |
|
1.618 |
1.0842 |
|
1.000 |
1.0815 |
|
0.618 |
1.0799 |
|
HIGH |
1.0772 |
|
0.618 |
1.0756 |
|
0.500 |
1.0751 |
|
0.382 |
1.0745 |
|
LOW |
1.0729 |
|
0.618 |
1.0702 |
|
1.000 |
1.0686 |
|
1.618 |
1.0659 |
|
2.618 |
1.0616 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0754 |
| PP |
1.0758 |
1.0735 |
| S1 |
1.0751 |
1.0717 |
|