CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0990 |
0.0049 |
0.4% |
1.0985 |
| High |
1.1032 |
1.1008 |
-0.0024 |
-0.2% |
1.0985 |
| Low |
1.0937 |
1.0968 |
0.0031 |
0.3% |
1.0781 |
| Close |
1.0985 |
1.0999 |
0.0014 |
0.1% |
1.0906 |
| Range |
0.0095 |
0.0040 |
-0.0055 |
-57.9% |
0.0204 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
76 |
97 |
21 |
27.6% |
204 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1095 |
1.1021 |
|
| R3 |
1.1072 |
1.1055 |
1.1010 |
|
| R2 |
1.1032 |
1.1032 |
1.1006 |
|
| R1 |
1.1015 |
1.1015 |
1.1003 |
1.1024 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0996 |
| S1 |
1.0975 |
1.0975 |
1.0995 |
1.0984 |
| S2 |
1.0952 |
1.0952 |
1.0992 |
|
| S3 |
1.0912 |
1.0935 |
1.0988 |
|
| S4 |
1.0872 |
1.0895 |
1.0977 |
|
|
| 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 |
1.1178 |
|
2.618 |
1.1113 |
|
1.618 |
1.1073 |
|
1.000 |
1.1048 |
|
0.618 |
1.1033 |
|
HIGH |
1.1008 |
|
0.618 |
1.0993 |
|
0.500 |
1.0988 |
|
0.382 |
1.0983 |
|
LOW |
1.0968 |
|
0.618 |
1.0943 |
|
1.000 |
1.0928 |
|
1.618 |
1.0903 |
|
2.618 |
1.0863 |
|
4.250 |
1.0798 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.0986 |
| PP |
1.0992 |
1.0974 |
| S1 |
1.0988 |
1.0961 |
|