CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0705 |
-0.0031 |
-0.3% |
1.0502 |
| High |
1.0736 |
1.0810 |
0.0074 |
0.7% |
1.0737 |
| Low |
1.0718 |
1.0705 |
-0.0013 |
-0.1% |
1.0502 |
| Close |
1.0718 |
1.0810 |
0.0092 |
0.9% |
1.0718 |
| Range |
0.0018 |
0.0105 |
0.0087 |
483.3% |
0.0235 |
| ATR |
0.0070 |
0.0073 |
0.0002 |
3.6% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
31 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1055 |
1.0868 |
|
| R3 |
1.0985 |
1.0950 |
1.0839 |
|
| R2 |
1.0880 |
1.0880 |
1.0829 |
|
| R1 |
1.0845 |
1.0845 |
1.0820 |
1.0863 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0784 |
| S1 |
1.0740 |
1.0740 |
1.0800 |
1.0758 |
| S2 |
1.0670 |
1.0670 |
1.0791 |
|
| S3 |
1.0565 |
1.0635 |
1.0781 |
|
| S4 |
1.0460 |
1.0530 |
1.0752 |
|
|
| 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 |
1.1256 |
|
2.618 |
1.1085 |
|
1.618 |
1.0980 |
|
1.000 |
1.0915 |
|
0.618 |
1.0875 |
|
HIGH |
1.0810 |
|
0.618 |
1.0770 |
|
0.500 |
1.0758 |
|
0.382 |
1.0745 |
|
LOW |
1.0705 |
|
0.618 |
1.0640 |
|
1.000 |
1.0600 |
|
1.618 |
1.0535 |
|
2.618 |
1.0430 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0793 |
| PP |
1.0775 |
1.0775 |
| S1 |
1.0758 |
1.0758 |
|