CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0502 |
1.0645 |
0.0143 |
1.4% |
1.0548 |
| High |
1.0551 |
1.0688 |
0.0137 |
1.3% |
1.0627 |
| Low |
1.0502 |
1.0630 |
0.0128 |
1.2% |
1.0502 |
| Close |
1.0551 |
1.0655 |
0.0104 |
1.0% |
1.0515 |
| Range |
0.0049 |
0.0058 |
0.0009 |
18.4% |
0.0125 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.1% |
0.0000 |
| Volume |
25 |
1 |
-24 |
-96.0% |
17 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0801 |
1.0687 |
|
| R3 |
1.0774 |
1.0743 |
1.0671 |
|
| R2 |
1.0716 |
1.0716 |
1.0666 |
|
| R1 |
1.0685 |
1.0685 |
1.0660 |
1.0701 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0665 |
| S1 |
1.0627 |
1.0627 |
1.0650 |
1.0643 |
| S2 |
1.0600 |
1.0600 |
1.0644 |
|
| S3 |
1.0542 |
1.0569 |
1.0639 |
|
| S4 |
1.0484 |
1.0511 |
1.0623 |
|
|
| 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 |
1.0935 |
|
2.618 |
1.0840 |
|
1.618 |
1.0782 |
|
1.000 |
1.0746 |
|
0.618 |
1.0724 |
|
HIGH |
1.0688 |
|
0.618 |
1.0666 |
|
0.500 |
1.0659 |
|
0.382 |
1.0652 |
|
LOW |
1.0630 |
|
0.618 |
1.0594 |
|
1.000 |
1.0572 |
|
1.618 |
1.0536 |
|
2.618 |
1.0478 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0635 |
| PP |
1.0658 |
1.0615 |
| S1 |
1.0656 |
1.0595 |
|