CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0736 |
-0.0001 |
0.0% |
1.0502 |
| High |
1.0737 |
1.0736 |
-0.0001 |
0.0% |
1.0737 |
| Low |
1.0734 |
1.0718 |
-0.0016 |
-0.1% |
1.0502 |
| Close |
1.0734 |
1.0718 |
-0.0016 |
-0.1% |
1.0718 |
| Range |
0.0003 |
0.0018 |
0.0015 |
500.0% |
0.0235 |
| ATR |
0.0074 |
0.0070 |
-0.0004 |
-5.4% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
31 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0766 |
1.0728 |
|
| R3 |
1.0760 |
1.0748 |
1.0723 |
|
| R2 |
1.0742 |
1.0742 |
1.0721 |
|
| R1 |
1.0730 |
1.0730 |
1.0720 |
1.0727 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0723 |
| S1 |
1.0712 |
1.0712 |
1.0716 |
1.0709 |
| S2 |
1.0706 |
1.0706 |
1.0715 |
|
| S3 |
1.0688 |
1.0694 |
1.0713 |
|
| S4 |
1.0670 |
1.0676 |
1.0708 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1273 |
1.0847 |
|
| R3 |
1.1122 |
1.1038 |
1.0783 |
|
| R2 |
1.0887 |
1.0887 |
1.0761 |
|
| R1 |
1.0803 |
1.0803 |
1.0740 |
1.0845 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0674 |
| S1 |
1.0568 |
1.0568 |
1.0696 |
1.0610 |
| S2 |
1.0417 |
1.0417 |
1.0675 |
|
| S3 |
1.0182 |
1.0333 |
1.0653 |
|
| S4 |
0.9947 |
1.0098 |
1.0589 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0813 |
|
2.618 |
1.0783 |
|
1.618 |
1.0765 |
|
1.000 |
1.0754 |
|
0.618 |
1.0747 |
|
HIGH |
1.0736 |
|
0.618 |
1.0729 |
|
0.500 |
1.0727 |
|
0.382 |
1.0725 |
|
LOW |
1.0718 |
|
0.618 |
1.0707 |
|
1.000 |
1.0700 |
|
1.618 |
1.0689 |
|
2.618 |
1.0671 |
|
4.250 |
1.0642 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0707 |
| PP |
1.0724 |
1.0695 |
| S1 |
1.0721 |
1.0684 |
|