CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0880 |
-0.0020 |
-0.2% |
1.0840 |
| High |
1.0932 |
1.0880 |
-0.0052 |
-0.5% |
1.1011 |
| Low |
1.0867 |
1.0830 |
-0.0037 |
-0.3% |
1.0840 |
| Close |
1.0867 |
1.0843 |
-0.0024 |
-0.2% |
1.0919 |
| Range |
0.0065 |
0.0050 |
-0.0015 |
-23.1% |
0.0171 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
36 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0972 |
1.0871 |
|
| R3 |
1.0951 |
1.0922 |
1.0857 |
|
| R2 |
1.0901 |
1.0901 |
1.0852 |
|
| R1 |
1.0872 |
1.0872 |
1.0848 |
1.0862 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0846 |
| S1 |
1.0822 |
1.0822 |
1.0838 |
1.0812 |
| S2 |
1.0801 |
1.0801 |
1.0834 |
|
| S3 |
1.0751 |
1.0772 |
1.0829 |
|
| S4 |
1.0701 |
1.0722 |
1.0816 |
|
|
| 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 |
1.1093 |
|
2.618 |
1.1011 |
|
1.618 |
1.0961 |
|
1.000 |
1.0930 |
|
0.618 |
1.0911 |
|
HIGH |
1.0880 |
|
0.618 |
1.0861 |
|
0.500 |
1.0855 |
|
0.382 |
1.0849 |
|
LOW |
1.0830 |
|
0.618 |
1.0799 |
|
1.000 |
1.0780 |
|
1.618 |
1.0749 |
|
2.618 |
1.0699 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0908 |
| PP |
1.0851 |
1.0886 |
| S1 |
1.0847 |
1.0865 |
|