CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.0900 |
-0.0085 |
-0.8% |
1.0840 |
| High |
1.0985 |
1.0932 |
-0.0053 |
-0.5% |
1.1011 |
| Low |
1.0935 |
1.0867 |
-0.0068 |
-0.6% |
1.0840 |
| Close |
1.0938 |
1.0867 |
-0.0071 |
-0.6% |
1.0919 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0171 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
36 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1040 |
1.0903 |
|
| R3 |
1.1019 |
1.0975 |
1.0885 |
|
| R2 |
1.0954 |
1.0954 |
1.0879 |
|
| R1 |
1.0910 |
1.0910 |
1.0873 |
1.0900 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0883 |
| S1 |
1.0845 |
1.0845 |
1.0861 |
1.0835 |
| S2 |
1.0824 |
1.0824 |
1.0855 |
|
| S3 |
1.0759 |
1.0780 |
1.0849 |
|
| S4 |
1.0694 |
1.0715 |
1.0831 |
|
|
| 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 |
1.1208 |
|
2.618 |
1.1102 |
|
1.618 |
1.1037 |
|
1.000 |
1.0997 |
|
0.618 |
1.0972 |
|
HIGH |
1.0932 |
|
0.618 |
1.0907 |
|
0.500 |
1.0900 |
|
0.382 |
1.0892 |
|
LOW |
1.0867 |
|
0.618 |
1.0827 |
|
1.000 |
1.0802 |
|
1.618 |
1.0762 |
|
2.618 |
1.0697 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0926 |
| PP |
1.0889 |
1.0906 |
| S1 |
1.0878 |
1.0887 |
|