CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0954 |
0.0016 |
0.1% |
1.0705 |
| High |
1.0938 |
1.0970 |
0.0032 |
0.3% |
1.0975 |
| Low |
1.0914 |
1.0870 |
-0.0044 |
-0.4% |
1.0705 |
| Close |
1.0914 |
1.0894 |
-0.0020 |
-0.2% |
1.0975 |
| Range |
0.0024 |
0.0100 |
0.0076 |
316.7% |
0.0270 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
59 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1153 |
1.0949 |
|
| R3 |
1.1111 |
1.1053 |
1.0922 |
|
| R2 |
1.1011 |
1.1011 |
1.0912 |
|
| R1 |
1.0953 |
1.0953 |
1.0903 |
1.0932 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0901 |
| S1 |
1.0853 |
1.0853 |
1.0885 |
1.0832 |
| S2 |
1.0811 |
1.0811 |
1.0876 |
|
| S3 |
1.0711 |
1.0753 |
1.0867 |
|
| S4 |
1.0611 |
1.0653 |
1.0839 |
|
|
| 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 |
1.1395 |
|
2.618 |
1.1232 |
|
1.618 |
1.1132 |
|
1.000 |
1.1070 |
|
0.618 |
1.1032 |
|
HIGH |
1.0970 |
|
0.618 |
1.0932 |
|
0.500 |
1.0920 |
|
0.382 |
1.0908 |
|
LOW |
1.0870 |
|
0.618 |
1.0808 |
|
1.000 |
1.0770 |
|
1.618 |
1.0708 |
|
2.618 |
1.0608 |
|
4.250 |
1.0445 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0923 |
| PP |
1.0911 |
1.0913 |
| S1 |
1.0903 |
1.0904 |
|