CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0794 |
0.0089 |
0.8% |
1.0502 |
| High |
1.0810 |
1.0803 |
-0.0007 |
-0.1% |
1.0737 |
| Low |
1.0705 |
1.0794 |
0.0089 |
0.8% |
1.0502 |
| Close |
1.0810 |
1.0796 |
-0.0014 |
-0.1% |
1.0718 |
| Range |
0.0105 |
0.0009 |
-0.0096 |
-91.4% |
0.0235 |
| ATR |
0.0073 |
0.0069 |
-0.0004 |
-5.6% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
31 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0819 |
1.0801 |
|
| R3 |
1.0816 |
1.0810 |
1.0798 |
|
| R2 |
1.0807 |
1.0807 |
1.0798 |
|
| R1 |
1.0801 |
1.0801 |
1.0797 |
1.0804 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0799 |
| S1 |
1.0792 |
1.0792 |
1.0795 |
1.0795 |
| S2 |
1.0789 |
1.0789 |
1.0794 |
|
| S3 |
1.0780 |
1.0783 |
1.0794 |
|
| S4 |
1.0771 |
1.0774 |
1.0791 |
|
|
| 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 |
1.0841 |
|
2.618 |
1.0827 |
|
1.618 |
1.0818 |
|
1.000 |
1.0812 |
|
0.618 |
1.0809 |
|
HIGH |
1.0803 |
|
0.618 |
1.0800 |
|
0.500 |
1.0799 |
|
0.382 |
1.0797 |
|
LOW |
1.0794 |
|
0.618 |
1.0788 |
|
1.000 |
1.0785 |
|
1.618 |
1.0779 |
|
2.618 |
1.0770 |
|
4.250 |
1.0756 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0799 |
1.0783 |
| PP |
1.0798 |
1.0770 |
| S1 |
1.0797 |
1.0758 |
|