CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.0985 |
0.0014 |
0.1% |
1.0840 |
| High |
1.0971 |
1.0985 |
0.0014 |
0.1% |
1.1011 |
| Low |
1.0919 |
1.0935 |
0.0016 |
0.1% |
1.0840 |
| Close |
1.0919 |
1.0938 |
0.0019 |
0.2% |
1.0919 |
| Range |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0171 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
36 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1070 |
1.0966 |
|
| R3 |
1.1053 |
1.1020 |
1.0952 |
|
| R2 |
1.1003 |
1.1003 |
1.0947 |
|
| R1 |
1.0970 |
1.0970 |
1.0943 |
1.0962 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0948 |
| S1 |
1.0920 |
1.0920 |
1.0933 |
1.0912 |
| S2 |
1.0903 |
1.0903 |
1.0929 |
|
| S3 |
1.0853 |
1.0870 |
1.0924 |
|
| S4 |
1.0803 |
1.0820 |
1.0911 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1349 |
1.1013 |
|
| R3 |
1.1265 |
1.1178 |
1.0966 |
|
| R2 |
1.1094 |
1.1094 |
1.0950 |
|
| R1 |
1.1007 |
1.1007 |
1.0935 |
1.1051 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0945 |
| S1 |
1.0836 |
1.0836 |
1.0903 |
1.0880 |
| S2 |
1.0752 |
1.0752 |
1.0888 |
|
| S3 |
1.0581 |
1.0665 |
1.0872 |
|
| S4 |
1.0410 |
1.0494 |
1.0825 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1116 |
|
1.618 |
1.1066 |
|
1.000 |
1.1035 |
|
0.618 |
1.1016 |
|
HIGH |
1.0985 |
|
0.618 |
1.0966 |
|
0.500 |
1.0960 |
|
0.382 |
1.0954 |
|
LOW |
1.0935 |
|
0.618 |
1.0904 |
|
1.000 |
1.0885 |
|
1.618 |
1.0854 |
|
2.618 |
1.0804 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0965 |
| PP |
1.0953 |
1.0956 |
| S1 |
1.0945 |
1.0947 |
|