CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0670 |
1.0559 |
-0.0111 |
-1.0% |
1.0745 |
High |
1.0675 |
1.0567 |
-0.0108 |
-1.0% |
1.0761 |
Low |
1.0542 |
1.0451 |
-0.0091 |
-0.9% |
1.0530 |
Close |
1.0593 |
1.0472 |
-0.0121 |
-1.1% |
1.0609 |
Range |
0.0133 |
0.0116 |
-0.0017 |
-12.8% |
0.0231 |
ATR |
0.0086 |
0.0090 |
0.0004 |
4.6% |
0.0000 |
Volume |
54,090 |
74,179 |
20,089 |
37.1% |
249,777 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0845 |
1.0774 |
1.0536 |
|
R3 |
1.0729 |
1.0658 |
1.0504 |
|
R2 |
1.0613 |
1.0613 |
1.0493 |
|
R1 |
1.0542 |
1.0542 |
1.0483 |
1.0520 |
PP |
1.0497 |
1.0497 |
1.0497 |
1.0485 |
S1 |
1.0426 |
1.0426 |
1.0461 |
1.0404 |
S2 |
1.0381 |
1.0381 |
1.0451 |
|
S3 |
1.0265 |
1.0310 |
1.0440 |
|
S4 |
1.0149 |
1.0194 |
1.0408 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1326 |
1.1199 |
1.0736 |
|
R3 |
1.1095 |
1.0968 |
1.0673 |
|
R2 |
1.0864 |
1.0864 |
1.0651 |
|
R1 |
1.0737 |
1.0737 |
1.0630 |
1.0685 |
PP |
1.0633 |
1.0633 |
1.0633 |
1.0608 |
S1 |
1.0506 |
1.0506 |
1.0588 |
1.0454 |
S2 |
1.0402 |
1.0402 |
1.0567 |
|
S3 |
1.0171 |
1.0275 |
1.0545 |
|
S4 |
0.9940 |
1.0044 |
1.0482 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0678 |
1.0451 |
0.0227 |
2.2% |
0.0105 |
1.0% |
9% |
False |
True |
56,066 |
10 |
1.0807 |
1.0451 |
0.0356 |
3.4% |
0.0087 |
0.8% |
6% |
False |
True |
50,687 |
20 |
1.1065 |
1.0451 |
0.0614 |
5.9% |
0.0084 |
0.8% |
3% |
False |
True |
46,802 |
40 |
1.1119 |
1.0451 |
0.0668 |
6.4% |
0.0086 |
0.8% |
3% |
False |
True |
44,375 |
60 |
1.1205 |
1.0451 |
0.0754 |
7.2% |
0.0090 |
0.9% |
3% |
False |
True |
35,697 |
80 |
1.1213 |
1.0451 |
0.0762 |
7.3% |
0.0083 |
0.8% |
3% |
False |
True |
26,783 |
100 |
1.1213 |
1.0451 |
0.0762 |
7.3% |
0.0074 |
0.7% |
3% |
False |
True |
21,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1060 |
2.618 |
1.0871 |
1.618 |
1.0755 |
1.000 |
1.0683 |
0.618 |
1.0639 |
HIGH |
1.0567 |
0.618 |
1.0523 |
0.500 |
1.0509 |
0.382 |
1.0495 |
LOW |
1.0451 |
0.618 |
1.0379 |
1.000 |
1.0335 |
1.618 |
1.0263 |
2.618 |
1.0147 |
4.250 |
0.9958 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0509 |
1.0565 |
PP |
1.0497 |
1.0534 |
S1 |
1.0484 |
1.0503 |
|