CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0941 |
0.0041 |
0.4% |
1.0985 |
| High |
1.0924 |
1.1032 |
0.0108 |
1.0% |
1.0985 |
| Low |
1.0890 |
1.0937 |
0.0047 |
0.4% |
1.0781 |
| Close |
1.0906 |
1.0985 |
0.0079 |
0.7% |
1.0906 |
| Range |
0.0034 |
0.0095 |
0.0061 |
179.4% |
0.0204 |
| ATR |
0.0064 |
0.0069 |
0.0004 |
6.9% |
0.0000 |
| Volume |
133 |
76 |
-57 |
-42.9% |
204 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1222 |
1.1037 |
|
| R3 |
1.1175 |
1.1127 |
1.1011 |
|
| R2 |
1.1080 |
1.1080 |
1.1002 |
|
| R1 |
1.1032 |
1.1032 |
1.0994 |
1.1056 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0997 |
| S1 |
1.0937 |
1.0937 |
1.0976 |
1.0961 |
| S2 |
1.0890 |
1.0890 |
1.0968 |
|
| S3 |
1.0795 |
1.0842 |
1.0959 |
|
| S4 |
1.0700 |
1.0747 |
1.0933 |
|
|
| 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 |
1.1436 |
|
2.618 |
1.1281 |
|
1.618 |
1.1186 |
|
1.000 |
1.1127 |
|
0.618 |
1.1091 |
|
HIGH |
1.1032 |
|
0.618 |
1.0996 |
|
0.500 |
1.0985 |
|
0.382 |
1.0973 |
|
LOW |
1.0937 |
|
0.618 |
1.0878 |
|
1.000 |
1.0842 |
|
1.618 |
1.0783 |
|
2.618 |
1.0688 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0959 |
| PP |
1.0985 |
1.0933 |
| S1 |
1.0985 |
1.0907 |
|