CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0737 |
0.0092 |
0.9% |
1.0548 |
| High |
1.0688 |
1.0737 |
0.0049 |
0.5% |
1.0627 |
| Low |
1.0630 |
1.0734 |
0.0104 |
1.0% |
1.0502 |
| Close |
1.0655 |
1.0734 |
0.0079 |
0.7% |
1.0515 |
| Range |
0.0058 |
0.0003 |
-0.0055 |
-94.8% |
0.0125 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
17 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0742 |
1.0736 |
|
| R3 |
1.0741 |
1.0739 |
1.0735 |
|
| R2 |
1.0738 |
1.0738 |
1.0735 |
|
| R1 |
1.0736 |
1.0736 |
1.0734 |
1.0736 |
| PP |
1.0735 |
1.0735 |
1.0735 |
1.0735 |
| S1 |
1.0733 |
1.0733 |
1.0734 |
1.0733 |
| S2 |
1.0732 |
1.0732 |
1.0733 |
|
| S3 |
1.0729 |
1.0730 |
1.0733 |
|
| S4 |
1.0726 |
1.0727 |
1.0732 |
|
|
| 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 |
1.0750 |
|
2.618 |
1.0745 |
|
1.618 |
1.0742 |
|
1.000 |
1.0740 |
|
0.618 |
1.0739 |
|
HIGH |
1.0737 |
|
0.618 |
1.0736 |
|
0.500 |
1.0736 |
|
0.382 |
1.0735 |
|
LOW |
1.0734 |
|
0.618 |
1.0732 |
|
1.000 |
1.0731 |
|
1.618 |
1.0729 |
|
2.618 |
1.0726 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0696 |
| PP |
1.0735 |
1.0658 |
| S1 |
1.0735 |
1.0620 |
|