CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.0840 |
-0.0109 |
-1.0% |
1.0938 |
| High |
1.0951 |
1.0907 |
-0.0044 |
-0.4% |
1.0970 |
| Low |
1.0903 |
1.0840 |
-0.0063 |
-0.6% |
1.0870 |
| Close |
1.0921 |
1.0907 |
-0.0014 |
-0.1% |
1.0921 |
| Range |
0.0048 |
0.0067 |
0.0019 |
39.6% |
0.0100 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
40 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1086 |
1.1063 |
1.0944 |
|
| R3 |
1.1019 |
1.0996 |
1.0925 |
|
| R2 |
1.0952 |
1.0952 |
1.0919 |
|
| R1 |
1.0929 |
1.0929 |
1.0913 |
1.0941 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0890 |
| S1 |
1.0862 |
1.0862 |
1.0901 |
1.0874 |
| S2 |
1.0818 |
1.0818 |
1.0895 |
|
| S3 |
1.0751 |
1.0795 |
1.0889 |
|
| S4 |
1.0684 |
1.0728 |
1.0870 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1171 |
1.0976 |
|
| R3 |
1.1120 |
1.1071 |
1.0949 |
|
| R2 |
1.1020 |
1.1020 |
1.0939 |
|
| R1 |
1.0971 |
1.0971 |
1.0930 |
1.0946 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0908 |
| S1 |
1.0871 |
1.0871 |
1.0912 |
1.0846 |
| S2 |
1.0820 |
1.0820 |
1.0903 |
|
| S3 |
1.0720 |
1.0771 |
1.0894 |
|
| S4 |
1.0620 |
1.0671 |
1.0866 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1082 |
|
1.618 |
1.1015 |
|
1.000 |
1.0974 |
|
0.618 |
1.0948 |
|
HIGH |
1.0907 |
|
0.618 |
1.0881 |
|
0.500 |
1.0874 |
|
0.382 |
1.0866 |
|
LOW |
1.0840 |
|
0.618 |
1.0799 |
|
1.000 |
1.0773 |
|
1.618 |
1.0732 |
|
2.618 |
1.0665 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0903 |
| PP |
1.0885 |
1.0899 |
| S1 |
1.0874 |
1.0896 |
|