CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0653 |
-0.0103 |
-1.0% |
1.0731 |
| High |
1.0756 |
1.0656 |
-0.0100 |
-0.9% |
1.0861 |
| Low |
1.0756 |
1.0653 |
-0.0103 |
-1.0% |
1.0729 |
| Close |
1.0756 |
1.0656 |
-0.0100 |
-0.9% |
1.0729 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0132 |
| ATR |
|
|
|
|
|
| Volume |
9 |
9 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0663 |
1.0658 |
|
| R3 |
1.0661 |
1.0660 |
1.0657 |
|
| R2 |
1.0658 |
1.0658 |
1.0657 |
|
| R1 |
1.0657 |
1.0657 |
1.0656 |
1.0658 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0655 |
| S1 |
1.0654 |
1.0654 |
1.0656 |
1.0655 |
| S2 |
1.0652 |
1.0652 |
1.0655 |
|
| S3 |
1.0649 |
1.0651 |
1.0655 |
|
| S4 |
1.0646 |
1.0648 |
1.0654 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1081 |
1.0802 |
|
| R3 |
1.1037 |
1.0949 |
1.0765 |
|
| R2 |
1.0905 |
1.0905 |
1.0753 |
|
| R1 |
1.0817 |
1.0817 |
1.0741 |
1.0795 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0762 |
| S1 |
1.0685 |
1.0685 |
1.0717 |
1.0663 |
| S2 |
1.0641 |
1.0641 |
1.0705 |
|
| S3 |
1.0509 |
1.0553 |
1.0693 |
|
| S4 |
1.0377 |
1.0421 |
1.0656 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0669 |
|
2.618 |
1.0664 |
|
1.618 |
1.0661 |
|
1.000 |
1.0659 |
|
0.618 |
1.0658 |
|
HIGH |
1.0656 |
|
0.618 |
1.0655 |
|
0.500 |
1.0655 |
|
0.382 |
1.0654 |
|
LOW |
1.0653 |
|
0.618 |
1.0651 |
|
1.000 |
1.0650 |
|
1.618 |
1.0648 |
|
2.618 |
1.0645 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0705 |
| PP |
1.0655 |
1.0688 |
| S1 |
1.0655 |
1.0672 |
|