CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0600 |
-0.0148 |
-1.4% |
1.0756 |
| High |
1.0748 |
1.0600 |
-0.0148 |
-1.4% |
1.0756 |
| Low |
1.0652 |
1.0527 |
-0.0125 |
-1.2% |
1.0653 |
| Close |
1.0652 |
1.0527 |
-0.0125 |
-1.2% |
1.0697 |
| Range |
0.0096 |
0.0073 |
-0.0023 |
-24.0% |
0.0103 |
| ATR |
0.0062 |
0.0067 |
0.0004 |
7.2% |
0.0000 |
| Volume |
15 |
10 |
-5 |
-33.3% |
20 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0722 |
1.0567 |
|
| R3 |
1.0697 |
1.0649 |
1.0547 |
|
| R2 |
1.0624 |
1.0624 |
1.0540 |
|
| R1 |
1.0576 |
1.0576 |
1.0534 |
1.0564 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0545 |
| S1 |
1.0503 |
1.0503 |
1.0520 |
1.0491 |
| S2 |
1.0478 |
1.0478 |
1.0514 |
|
| S3 |
1.0405 |
1.0430 |
1.0507 |
|
| S4 |
1.0332 |
1.0357 |
1.0487 |
|
|
| 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 |
1.0910 |
|
2.618 |
1.0791 |
|
1.618 |
1.0718 |
|
1.000 |
1.0673 |
|
0.618 |
1.0645 |
|
HIGH |
1.0600 |
|
0.618 |
1.0572 |
|
0.500 |
1.0564 |
|
0.382 |
1.0555 |
|
LOW |
1.0527 |
|
0.618 |
1.0482 |
|
1.000 |
1.0454 |
|
1.618 |
1.0409 |
|
2.618 |
1.0336 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0564 |
1.0650 |
| PP |
1.0551 |
1.0609 |
| S1 |
1.0539 |
1.0568 |
|