CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0489 |
-0.0111 |
-1.0% |
1.0730 |
| High |
1.0600 |
1.0511 |
-0.0089 |
-0.8% |
1.0772 |
| Low |
1.0527 |
1.0489 |
-0.0038 |
-0.4% |
1.0489 |
| Close |
1.0527 |
1.0508 |
-0.0019 |
-0.2% |
1.0508 |
| Range |
0.0073 |
0.0022 |
-0.0051 |
-69.9% |
0.0283 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
29 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0569 |
1.0560 |
1.0520 |
|
| R3 |
1.0547 |
1.0538 |
1.0514 |
|
| R2 |
1.0525 |
1.0525 |
1.0512 |
|
| R1 |
1.0516 |
1.0516 |
1.0510 |
1.0521 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0505 |
| S1 |
1.0494 |
1.0494 |
1.0506 |
1.0499 |
| S2 |
1.0481 |
1.0481 |
1.0504 |
|
| S3 |
1.0459 |
1.0472 |
1.0502 |
|
| S4 |
1.0437 |
1.0450 |
1.0496 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1256 |
1.0664 |
|
| R3 |
1.1156 |
1.0973 |
1.0586 |
|
| R2 |
1.0873 |
1.0873 |
1.0560 |
|
| R1 |
1.0690 |
1.0690 |
1.0534 |
1.0640 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0565 |
| S1 |
1.0407 |
1.0407 |
1.0482 |
1.0357 |
| S2 |
1.0307 |
1.0307 |
1.0456 |
|
| S3 |
1.0024 |
1.0124 |
1.0430 |
|
| S4 |
0.9741 |
0.9841 |
1.0352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0569 |
|
1.618 |
1.0547 |
|
1.000 |
1.0533 |
|
0.618 |
1.0525 |
|
HIGH |
1.0511 |
|
0.618 |
1.0503 |
|
0.500 |
1.0500 |
|
0.382 |
1.0497 |
|
LOW |
1.0489 |
|
0.618 |
1.0475 |
|
1.000 |
1.0467 |
|
1.618 |
1.0453 |
|
2.618 |
1.0431 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0619 |
| PP |
1.0503 |
1.0582 |
| S1 |
1.0500 |
1.0545 |
|