CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0833 |
-0.0047 |
-0.4% |
1.0840 |
| High |
1.0880 |
1.0904 |
0.0024 |
0.2% |
1.1011 |
| Low |
1.0830 |
1.0781 |
-0.0049 |
-0.5% |
1.0840 |
| Close |
1.0843 |
1.0904 |
0.0061 |
0.6% |
1.0919 |
| Range |
0.0050 |
0.0123 |
0.0073 |
146.0% |
0.0171 |
| ATR |
0.0062 |
0.0067 |
0.0004 |
7.0% |
0.0000 |
| Volume |
8 |
55 |
47 |
587.5% |
36 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1191 |
1.0972 |
|
| R3 |
1.1109 |
1.1068 |
1.0938 |
|
| R2 |
1.0986 |
1.0986 |
1.0927 |
|
| R1 |
1.0945 |
1.0945 |
1.0915 |
1.0966 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0873 |
| S1 |
1.0822 |
1.0822 |
1.0893 |
1.0843 |
| S2 |
1.0740 |
1.0740 |
1.0881 |
|
| S3 |
1.0617 |
1.0699 |
1.0870 |
|
| S4 |
1.0494 |
1.0576 |
1.0836 |
|
|
| 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 |
1.1427 |
|
2.618 |
1.1226 |
|
1.618 |
1.1103 |
|
1.000 |
1.1027 |
|
0.618 |
1.0980 |
|
HIGH |
1.0904 |
|
0.618 |
1.0857 |
|
0.500 |
1.0843 |
|
0.382 |
1.0828 |
|
LOW |
1.0781 |
|
0.618 |
1.0705 |
|
1.000 |
1.0658 |
|
1.618 |
1.0582 |
|
2.618 |
1.0459 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0888 |
| PP |
1.0863 |
1.0872 |
| S1 |
1.0843 |
1.0857 |
|