CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0881 |
1.0938 |
0.0057 |
0.5% |
1.0705 |
| High |
1.0975 |
1.0938 |
-0.0037 |
-0.3% |
1.0975 |
| Low |
1.0881 |
1.0914 |
0.0033 |
0.3% |
1.0705 |
| Close |
1.0975 |
1.0914 |
-0.0061 |
-0.6% |
1.0975 |
| Range |
0.0094 |
0.0024 |
-0.0070 |
-74.5% |
0.0270 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
22 |
1 |
-21 |
-95.5% |
59 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0978 |
1.0927 |
|
| R3 |
1.0970 |
1.0954 |
1.0921 |
|
| R2 |
1.0946 |
1.0946 |
1.0918 |
|
| R1 |
1.0930 |
1.0930 |
1.0916 |
1.0926 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0920 |
| S1 |
1.0906 |
1.0906 |
1.0912 |
1.0902 |
| S2 |
1.0898 |
1.0898 |
1.0910 |
|
| S3 |
1.0874 |
1.0882 |
1.0907 |
|
| S4 |
1.0850 |
1.0858 |
1.0901 |
|
|
| 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 |
1.1040 |
|
2.618 |
1.1001 |
|
1.618 |
1.0977 |
|
1.000 |
1.0962 |
|
0.618 |
1.0953 |
|
HIGH |
1.0938 |
|
0.618 |
1.0929 |
|
0.500 |
1.0926 |
|
0.382 |
1.0923 |
|
LOW |
1.0914 |
|
0.618 |
1.0899 |
|
1.000 |
1.0890 |
|
1.618 |
1.0875 |
|
2.618 |
1.0851 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0928 |
| PP |
1.0922 |
1.0923 |
| S1 |
1.0918 |
1.0919 |
|