CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.0933 |
1.0949 |
0.0016 |
0.1% |
1.0938 |
High |
1.0933 |
1.0951 |
0.0018 |
0.2% |
1.0970 |
Low |
1.0933 |
1.0903 |
-0.0030 |
-0.3% |
1.0870 |
Close |
1.0933 |
1.0921 |
-0.0012 |
-0.1% |
1.0921 |
Range |
0.0000 |
0.0048 |
0.0048 |
|
0.0100 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
40 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1069 |
1.1043 |
1.0947 |
|
R3 |
1.1021 |
1.0995 |
1.0934 |
|
R2 |
1.0973 |
1.0973 |
1.0930 |
|
R1 |
1.0947 |
1.0947 |
1.0925 |
1.0936 |
PP |
1.0925 |
1.0925 |
1.0925 |
1.0920 |
S1 |
1.0899 |
1.0899 |
1.0917 |
1.0888 |
S2 |
1.0877 |
1.0877 |
1.0912 |
|
S3 |
1.0829 |
1.0851 |
1.0908 |
|
S4 |
1.0781 |
1.0803 |
1.0895 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1220 |
1.1171 |
1.0976 |
|
R3 |
1.1120 |
1.1071 |
1.0949 |
|
R2 |
1.1020 |
1.1020 |
1.0939 |
|
R1 |
1.0971 |
1.0971 |
1.0930 |
1.0946 |
PP |
1.0920 |
1.0920 |
1.0920 |
1.0908 |
S1 |
1.0871 |
1.0871 |
1.0912 |
1.0846 |
S2 |
1.0820 |
1.0820 |
1.0903 |
|
S3 |
1.0720 |
1.0771 |
1.0894 |
|
S4 |
1.0620 |
1.0671 |
1.0866 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1155 |
2.618 |
1.1077 |
1.618 |
1.1029 |
1.000 |
1.0999 |
0.618 |
1.0981 |
HIGH |
1.0951 |
0.618 |
1.0933 |
0.500 |
1.0927 |
0.382 |
1.0921 |
LOW |
1.0903 |
0.618 |
1.0873 |
1.000 |
1.0855 |
1.618 |
1.0825 |
2.618 |
1.0777 |
4.250 |
1.0699 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0927 |
1.0930 |
PP |
1.0925 |
1.0927 |
S1 |
1.0923 |
1.0924 |
|