CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0900 |
0.0067 |
0.6% |
1.0985 |
| High |
1.0904 |
1.0924 |
0.0020 |
0.2% |
1.0985 |
| Low |
1.0781 |
1.0890 |
0.0109 |
1.0% |
1.0781 |
| Close |
1.0904 |
1.0906 |
0.0002 |
0.0% |
1.0906 |
| Range |
0.0123 |
0.0034 |
-0.0089 |
-72.4% |
0.0204 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
55 |
133 |
78 |
141.8% |
204 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0991 |
1.0925 |
|
| R3 |
1.0975 |
1.0957 |
1.0915 |
|
| R2 |
1.0941 |
1.0941 |
1.0912 |
|
| R1 |
1.0923 |
1.0923 |
1.0909 |
1.0932 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0911 |
| S1 |
1.0889 |
1.0889 |
1.0903 |
1.0898 |
| S2 |
1.0873 |
1.0873 |
1.0900 |
|
| S3 |
1.0839 |
1.0855 |
1.0897 |
|
| S4 |
1.0805 |
1.0821 |
1.0887 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1408 |
1.1018 |
|
| R3 |
1.1299 |
1.1204 |
1.0962 |
|
| R2 |
1.1095 |
1.1095 |
1.0943 |
|
| R1 |
1.1000 |
1.1000 |
1.0925 |
1.0946 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0863 |
| S1 |
1.0796 |
1.0796 |
1.0887 |
1.0742 |
| S2 |
1.0687 |
1.0687 |
1.0869 |
|
| S3 |
1.0483 |
1.0592 |
1.0850 |
|
| S4 |
1.0279 |
1.0388 |
1.0794 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.1013 |
|
1.618 |
1.0979 |
|
1.000 |
1.0958 |
|
0.618 |
1.0945 |
|
HIGH |
1.0924 |
|
0.618 |
1.0911 |
|
0.500 |
1.0907 |
|
0.382 |
1.0903 |
|
LOW |
1.0890 |
|
0.618 |
1.0869 |
|
1.000 |
1.0856 |
|
1.618 |
1.0835 |
|
2.618 |
1.0801 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0888 |
| PP |
1.0907 |
1.0870 |
| S1 |
1.0906 |
1.0853 |
|