CME Swiss Franc Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Feb-2012 | 
                    15-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0900 | 
                        1.0880 | 
                        -0.0020 | 
                        -0.2% | 
                        1.0840 | 
                     
                    
                        | High | 
                        1.0932 | 
                        1.0880 | 
                        -0.0052 | 
                        -0.5% | 
                        1.1011 | 
                     
                    
                        | Low | 
                        1.0867 | 
                        1.0830 | 
                        -0.0037 | 
                        -0.3% | 
                        1.0840 | 
                     
                    
                        | Close | 
                        1.0867 | 
                        1.0843 | 
                        -0.0024 | 
                        -0.2% | 
                        1.0919 | 
                     
                    
                        | Range | 
                        0.0065 | 
                        0.0050 | 
                        -0.0015 | 
                        -23.1% | 
                        0.0171 | 
                     
                    
                        | ATR | 
                        0.0063 | 
                        0.0062 | 
                        -0.0001 | 
                        -1.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        5 | 
                        8 | 
                        3 | 
                        60.0% | 
                        36 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1001 | 
                1.0972 | 
                1.0871 | 
                 | 
             
            
                | R3 | 
                1.0951 | 
                1.0922 | 
                1.0857 | 
                 | 
             
            
                | R2 | 
                1.0901 | 
                1.0901 | 
                1.0852 | 
                 | 
             
            
                | R1 | 
                1.0872 | 
                1.0872 | 
                1.0848 | 
                1.0862 | 
             
            
                | PP | 
                1.0851 | 
                1.0851 | 
                1.0851 | 
                1.0846 | 
             
            
                | S1 | 
                1.0822 | 
                1.0822 | 
                1.0838 | 
                1.0812 | 
             
            
                | S2 | 
                1.0801 | 
                1.0801 | 
                1.0834 | 
                 | 
             
            
                | S3 | 
                1.0751 | 
                1.0772 | 
                1.0829 | 
                 | 
             
            
                | S4 | 
                1.0701 | 
                1.0722 | 
                1.0816 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.1093 | 
         
        
            | 
2.618             | 
            1.1011 | 
         
        
            | 
1.618             | 
            1.0961 | 
         
        
            | 
1.000             | 
            1.0930 | 
         
        
            | 
0.618             | 
            1.0911 | 
         
        
            | 
HIGH             | 
            1.0880 | 
         
        
            | 
0.618             | 
            1.0861 | 
         
        
            | 
0.500             | 
            1.0855 | 
         
        
            | 
0.382             | 
            1.0849 | 
         
        
            | 
LOW             | 
            1.0830 | 
         
        
            | 
0.618             | 
            1.0799 | 
         
        
            | 
1.000             | 
            1.0780 | 
         
        
            | 
1.618             | 
            1.0749 | 
         
        
            | 
2.618             | 
            1.0699 | 
         
        
            | 
4.250             | 
            1.0618 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0855 | 
                                1.0908 | 
                             
                            
                                | PP | 
                                1.0851 | 
                                1.0886 | 
                             
                            
                                | S1 | 
                                1.0847 | 
                                1.0865 | 
                             
             
         |