CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0748 |
0.0018 |
0.2% |
1.0756 |
| High |
1.0772 |
1.0748 |
-0.0024 |
-0.2% |
1.0756 |
| Low |
1.0729 |
1.0652 |
-0.0077 |
-0.7% |
1.0653 |
| Close |
1.0772 |
1.0652 |
-0.0120 |
-1.1% |
1.0697 |
| Range |
0.0043 |
0.0096 |
0.0053 |
123.3% |
0.0103 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.7% |
0.0000 |
| Volume |
1 |
15 |
14 |
1,400.0% |
20 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0908 |
1.0705 |
|
| R3 |
1.0876 |
1.0812 |
1.0678 |
|
| R2 |
1.0780 |
1.0780 |
1.0670 |
|
| R1 |
1.0716 |
1.0716 |
1.0661 |
1.0700 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0676 |
| S1 |
1.0620 |
1.0620 |
1.0643 |
1.0604 |
| S2 |
1.0588 |
1.0588 |
1.0634 |
|
| S3 |
1.0492 |
1.0524 |
1.0626 |
|
| S4 |
1.0396 |
1.0428 |
1.0599 |
|
|
| 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 |
1.1156 |
|
2.618 |
1.0999 |
|
1.618 |
1.0903 |
|
1.000 |
1.0844 |
|
0.618 |
1.0807 |
|
HIGH |
1.0748 |
|
0.618 |
1.0711 |
|
0.500 |
1.0700 |
|
0.382 |
1.0689 |
|
LOW |
1.0652 |
|
0.618 |
1.0593 |
|
1.000 |
1.0556 |
|
1.618 |
1.0497 |
|
2.618 |
1.0401 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0700 |
1.0712 |
| PP |
1.0684 |
1.0692 |
| S1 |
1.0668 |
1.0672 |
|