CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.1011 |
0.0030 |
0.3% |
1.0938 |
| High |
1.0981 |
1.1011 |
0.0030 |
0.3% |
1.0970 |
| Low |
1.0978 |
1.0982 |
0.0004 |
0.0% |
1.0870 |
| Close |
1.0978 |
1.0991 |
0.0013 |
0.1% |
1.0921 |
| Range |
0.0003 |
0.0029 |
0.0026 |
866.7% |
0.0100 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
7 |
10 |
3 |
42.9% |
40 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1065 |
1.1007 |
|
| R3 |
1.1053 |
1.1036 |
1.0999 |
|
| R2 |
1.1024 |
1.1024 |
1.0996 |
|
| R1 |
1.1007 |
1.1007 |
1.0994 |
1.1001 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.0992 |
| S1 |
1.0978 |
1.0978 |
1.0988 |
1.0972 |
| S2 |
1.0966 |
1.0966 |
1.0986 |
|
| S3 |
1.0937 |
1.0949 |
1.0983 |
|
| S4 |
1.0908 |
1.0920 |
1.0975 |
|
|
| 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 |
1.1134 |
|
2.618 |
1.1087 |
|
1.618 |
1.1058 |
|
1.000 |
1.1040 |
|
0.618 |
1.1029 |
|
HIGH |
1.1011 |
|
0.618 |
1.1000 |
|
0.500 |
1.0997 |
|
0.382 |
1.0993 |
|
LOW |
1.0982 |
|
0.618 |
1.0964 |
|
1.000 |
1.0953 |
|
1.618 |
1.0935 |
|
2.618 |
1.0906 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0988 |
| PP |
1.0995 |
1.0985 |
| S1 |
1.0993 |
1.0982 |
|