CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.1019 |
1.1108 |
0.0089 |
0.8% |
1.0941 |
High |
1.1118 |
1.1213 |
0.0095 |
0.9% |
1.1213 |
Low |
1.1019 |
1.1101 |
0.0082 |
0.7% |
1.0937 |
Close |
1.1078 |
1.1193 |
0.0115 |
1.0% |
1.1193 |
Range |
0.0099 |
0.0112 |
0.0013 |
13.1% |
0.0276 |
ATR |
0.0070 |
0.0075 |
0.0005 |
6.6% |
0.0000 |
Volume |
142 |
75 |
-67 |
-47.2% |
390 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1505 |
1.1461 |
1.1255 |
|
R3 |
1.1393 |
1.1349 |
1.1224 |
|
R2 |
1.1281 |
1.1281 |
1.1214 |
|
R1 |
1.1237 |
1.1237 |
1.1203 |
1.1259 |
PP |
1.1169 |
1.1169 |
1.1169 |
1.1180 |
S1 |
1.1125 |
1.1125 |
1.1183 |
1.1147 |
S2 |
1.1057 |
1.1057 |
1.1172 |
|
S3 |
1.0945 |
1.1013 |
1.1162 |
|
S4 |
1.0833 |
1.0901 |
1.1131 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1942 |
1.1844 |
1.1345 |
|
R3 |
1.1666 |
1.1568 |
1.1269 |
|
R2 |
1.1390 |
1.1390 |
1.1244 |
|
R1 |
1.1292 |
1.1292 |
1.1218 |
1.1341 |
PP |
1.1114 |
1.1114 |
1.1114 |
1.1139 |
S1 |
1.1016 |
1.1016 |
1.1168 |
1.1065 |
S2 |
1.0838 |
1.0838 |
1.1142 |
|
S3 |
1.0562 |
1.0740 |
1.1117 |
|
S4 |
1.0286 |
1.0464 |
1.1041 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1689 |
2.618 |
1.1506 |
1.618 |
1.1394 |
1.000 |
1.1325 |
0.618 |
1.1282 |
HIGH |
1.1213 |
0.618 |
1.1170 |
0.500 |
1.1157 |
0.382 |
1.1144 |
LOW |
1.1101 |
0.618 |
1.1032 |
1.000 |
1.0989 |
1.618 |
1.0920 |
2.618 |
1.0808 |
4.250 |
1.0625 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.1181 |
1.1159 |
PP |
1.1169 |
1.1125 |
S1 |
1.1157 |
1.1091 |
|