CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0952 |
0.0112 |
1.0% |
1.0938 |
| High |
1.0907 |
1.0983 |
0.0076 |
0.7% |
1.0970 |
| Low |
1.0840 |
1.0952 |
0.0112 |
1.0% |
1.0870 |
| Close |
1.0907 |
1.0983 |
0.0076 |
0.7% |
1.0921 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-53.7% |
0.0100 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
40 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1055 |
1.1000 |
|
| R3 |
1.1035 |
1.1024 |
1.0992 |
|
| R2 |
1.1004 |
1.1004 |
1.0989 |
|
| R1 |
1.0993 |
1.0993 |
1.0986 |
1.0999 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0975 |
| S1 |
1.0962 |
1.0962 |
1.0980 |
1.0968 |
| S2 |
1.0942 |
1.0942 |
1.0977 |
|
| S3 |
1.0911 |
1.0931 |
1.0974 |
|
| S4 |
1.0880 |
1.0900 |
1.0966 |
|
|
| 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 |
1.1115 |
|
2.618 |
1.1064 |
|
1.618 |
1.1033 |
|
1.000 |
1.1014 |
|
0.618 |
1.1002 |
|
HIGH |
1.0983 |
|
0.618 |
1.0971 |
|
0.500 |
1.0968 |
|
0.382 |
1.0964 |
|
LOW |
1.0952 |
|
0.618 |
1.0933 |
|
1.000 |
1.0921 |
|
1.618 |
1.0902 |
|
2.618 |
1.0871 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0959 |
| PP |
1.0973 |
1.0935 |
| S1 |
1.0968 |
1.0912 |
|