CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0971 |
-0.0040 |
-0.4% |
1.0840 |
| High |
1.1011 |
1.0971 |
-0.0040 |
-0.4% |
1.1011 |
| Low |
1.0982 |
1.0919 |
-0.0063 |
-0.6% |
1.0840 |
| Close |
1.0991 |
1.0919 |
-0.0072 |
-0.7% |
1.0919 |
| Range |
0.0029 |
0.0052 |
0.0023 |
79.3% |
0.0171 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
1.2% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
36 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.1058 |
1.0948 |
|
| R3 |
1.1040 |
1.1006 |
1.0933 |
|
| R2 |
1.0988 |
1.0988 |
1.0929 |
|
| R1 |
1.0954 |
1.0954 |
1.0924 |
1.0945 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0932 |
| S1 |
1.0902 |
1.0902 |
1.0914 |
1.0893 |
| S2 |
1.0884 |
1.0884 |
1.0909 |
|
| S3 |
1.0832 |
1.0850 |
1.0905 |
|
| S4 |
1.0780 |
1.0798 |
1.0890 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1349 |
1.1013 |
|
| R3 |
1.1265 |
1.1178 |
1.0966 |
|
| R2 |
1.1094 |
1.1094 |
1.0950 |
|
| R1 |
1.1007 |
1.1007 |
1.0935 |
1.1051 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0945 |
| S1 |
1.0836 |
1.0836 |
1.0903 |
1.0880 |
| S2 |
1.0752 |
1.0752 |
1.0888 |
|
| S3 |
1.0581 |
1.0665 |
1.0872 |
|
| S4 |
1.0410 |
1.0494 |
1.0825 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1107 |
|
1.618 |
1.1055 |
|
1.000 |
1.1023 |
|
0.618 |
1.1003 |
|
HIGH |
1.0971 |
|
0.618 |
1.0951 |
|
0.500 |
1.0945 |
|
0.382 |
1.0939 |
|
LOW |
1.0919 |
|
0.618 |
1.0887 |
|
1.000 |
1.0867 |
|
1.618 |
1.0835 |
|
2.618 |
1.0783 |
|
4.250 |
1.0698 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0965 |
| PP |
1.0936 |
1.0950 |
| S1 |
1.0928 |
1.0934 |
|