CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0881 |
-0.0012 |
-0.1% |
1.0705 |
| High |
1.0893 |
1.0975 |
0.0082 |
0.8% |
1.0975 |
| Low |
1.0893 |
1.0881 |
-0.0012 |
-0.1% |
1.0705 |
| Close |
1.0893 |
1.0975 |
0.0082 |
0.8% |
1.0975 |
| Range |
0.0000 |
0.0094 |
0.0094 |
|
0.0270 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.6% |
0.0000 |
| Volume |
22 |
22 |
0 |
0.0% |
59 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1194 |
1.1027 |
|
| R3 |
1.1132 |
1.1100 |
1.1001 |
|
| R2 |
1.1038 |
1.1038 |
1.0992 |
|
| R1 |
1.1006 |
1.1006 |
1.0984 |
1.1022 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0952 |
| S1 |
1.0912 |
1.0912 |
1.0966 |
1.0928 |
| S2 |
1.0850 |
1.0850 |
1.0958 |
|
| S3 |
1.0756 |
1.0818 |
1.0949 |
|
| S4 |
1.0662 |
1.0724 |
1.0923 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1605 |
1.1124 |
|
| R3 |
1.1425 |
1.1335 |
1.1049 |
|
| R2 |
1.1155 |
1.1155 |
1.1025 |
|
| R1 |
1.1065 |
1.1065 |
1.1000 |
1.1110 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0908 |
| S1 |
1.0795 |
1.0795 |
1.0950 |
1.0840 |
| S2 |
1.0615 |
1.0615 |
1.0926 |
|
| S3 |
1.0345 |
1.0525 |
1.0901 |
|
| S4 |
1.0075 |
1.0255 |
1.0827 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1221 |
|
1.618 |
1.1127 |
|
1.000 |
1.1069 |
|
0.618 |
1.1033 |
|
HIGH |
1.0975 |
|
0.618 |
1.0939 |
|
0.500 |
1.0928 |
|
0.382 |
1.0917 |
|
LOW |
1.0881 |
|
0.618 |
1.0823 |
|
1.000 |
1.0787 |
|
1.618 |
1.0729 |
|
2.618 |
1.0635 |
|
4.250 |
1.0482 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0959 |
1.0941 |
| PP |
1.0944 |
1.0907 |
| S1 |
1.0928 |
1.0873 |
|