CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0892 |
-0.0062 |
-0.6% |
1.0705 |
| High |
1.0970 |
1.0968 |
-0.0002 |
0.0% |
1.0975 |
| Low |
1.0870 |
1.0892 |
0.0022 |
0.2% |
1.0705 |
| Close |
1.0894 |
1.0947 |
0.0053 |
0.5% |
1.0975 |
| Range |
0.0100 |
0.0076 |
-0.0024 |
-24.0% |
0.0270 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1 |
30 |
29 |
2,900.0% |
59 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1131 |
1.0989 |
|
| R3 |
1.1088 |
1.1055 |
1.0968 |
|
| R2 |
1.1012 |
1.1012 |
1.0961 |
|
| R1 |
1.0979 |
1.0979 |
1.0954 |
1.0996 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0944 |
| S1 |
1.0903 |
1.0903 |
1.0940 |
1.0920 |
| S2 |
1.0860 |
1.0860 |
1.0933 |
|
| S3 |
1.0784 |
1.0827 |
1.0926 |
|
| S4 |
1.0708 |
1.0751 |
1.0905 |
|
|
| 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 |
1.1291 |
|
2.618 |
1.1167 |
|
1.618 |
1.1091 |
|
1.000 |
1.1044 |
|
0.618 |
1.1015 |
|
HIGH |
1.0968 |
|
0.618 |
1.0939 |
|
0.500 |
1.0930 |
|
0.382 |
1.0921 |
|
LOW |
1.0892 |
|
0.618 |
1.0845 |
|
1.000 |
1.0816 |
|
1.618 |
1.0769 |
|
2.618 |
1.0693 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0938 |
| PP |
1.0936 |
1.0929 |
| S1 |
1.0930 |
1.0920 |
|