CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0521 |
1.0502 |
-0.0019 |
-0.2% |
1.0548 |
| High |
1.0521 |
1.0551 |
0.0030 |
0.3% |
1.0627 |
| Low |
1.0507 |
1.0502 |
-0.0005 |
0.0% |
1.0502 |
| Close |
1.0515 |
1.0551 |
0.0036 |
0.3% |
1.0515 |
| Range |
0.0014 |
0.0049 |
0.0035 |
250.0% |
0.0125 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
2 |
25 |
23 |
1,150.0% |
17 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0665 |
1.0578 |
|
| R3 |
1.0633 |
1.0616 |
1.0564 |
|
| R2 |
1.0584 |
1.0584 |
1.0560 |
|
| R1 |
1.0567 |
1.0567 |
1.0555 |
1.0576 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0539 |
| S1 |
1.0518 |
1.0518 |
1.0547 |
1.0527 |
| S2 |
1.0486 |
1.0486 |
1.0542 |
|
| S3 |
1.0437 |
1.0469 |
1.0538 |
|
| S4 |
1.0388 |
1.0420 |
1.0524 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0844 |
1.0584 |
|
| R3 |
1.0798 |
1.0719 |
1.0549 |
|
| R2 |
1.0673 |
1.0673 |
1.0538 |
|
| R1 |
1.0594 |
1.0594 |
1.0526 |
1.0571 |
| PP |
1.0548 |
1.0548 |
1.0548 |
1.0537 |
| S1 |
1.0469 |
1.0469 |
1.0504 |
1.0446 |
| S2 |
1.0423 |
1.0423 |
1.0492 |
|
| S3 |
1.0298 |
1.0344 |
1.0481 |
|
| S4 |
1.0173 |
1.0219 |
1.0446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0679 |
|
1.618 |
1.0630 |
|
1.000 |
1.0600 |
|
0.618 |
1.0581 |
|
HIGH |
1.0551 |
|
0.618 |
1.0532 |
|
0.500 |
1.0527 |
|
0.382 |
1.0521 |
|
LOW |
1.0502 |
|
0.618 |
1.0472 |
|
1.000 |
1.0453 |
|
1.618 |
1.0423 |
|
2.618 |
1.0374 |
|
4.250 |
1.0294 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0543 |
1.0565 |
| PP |
1.0535 |
1.0560 |
| S1 |
1.0527 |
1.0556 |
|