CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0794 |
1.0771 |
-0.0023 |
-0.2% |
1.0502 |
| High |
1.0803 |
1.0880 |
0.0077 |
0.7% |
1.0737 |
| Low |
1.0794 |
1.0771 |
-0.0023 |
-0.2% |
1.0502 |
| Close |
1.0796 |
1.0861 |
0.0065 |
0.6% |
1.0718 |
| Range |
0.0009 |
0.0109 |
0.0100 |
1,111.1% |
0.0235 |
| ATR |
0.0069 |
0.0071 |
0.0003 |
4.2% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
31 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1122 |
1.0921 |
|
| R3 |
1.1055 |
1.1013 |
1.0891 |
|
| R2 |
1.0946 |
1.0946 |
1.0881 |
|
| R1 |
1.0904 |
1.0904 |
1.0871 |
1.0925 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0848 |
| S1 |
1.0795 |
1.0795 |
1.0851 |
1.0816 |
| S2 |
1.0728 |
1.0728 |
1.0841 |
|
| S3 |
1.0619 |
1.0686 |
1.0831 |
|
| S4 |
1.0510 |
1.0577 |
1.0801 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1273 |
1.0847 |
|
| R3 |
1.1122 |
1.1038 |
1.0783 |
|
| R2 |
1.0887 |
1.0887 |
1.0761 |
|
| R1 |
1.0803 |
1.0803 |
1.0740 |
1.0845 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0674 |
| S1 |
1.0568 |
1.0568 |
1.0696 |
1.0610 |
| S2 |
1.0417 |
1.0417 |
1.0675 |
|
| S3 |
1.0182 |
1.0333 |
1.0653 |
|
| S4 |
0.9947 |
1.0098 |
1.0589 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1165 |
|
1.618 |
1.1056 |
|
1.000 |
1.0989 |
|
0.618 |
1.0947 |
|
HIGH |
1.0880 |
|
0.618 |
1.0838 |
|
0.500 |
1.0826 |
|
0.382 |
1.0813 |
|
LOW |
1.0771 |
|
0.618 |
1.0704 |
|
1.000 |
1.0662 |
|
1.618 |
1.0595 |
|
2.618 |
1.0486 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0838 |
| PP |
1.0837 |
1.0815 |
| S1 |
1.0826 |
1.0793 |
|