CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1002 |
-0.0068 |
-0.6% |
1.1026 |
| High |
1.1117 |
1.1008 |
-0.0109 |
-1.0% |
1.1111 |
| Low |
1.0982 |
1.0898 |
-0.0084 |
-0.8% |
1.0956 |
| Close |
1.0984 |
1.0925 |
-0.0059 |
-0.5% |
1.1086 |
| Range |
0.0135 |
0.0110 |
-0.0025 |
-18.5% |
0.0155 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.2% |
0.0000 |
| Volume |
46,744 |
52,135 |
5,391 |
11.5% |
176,542 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1209 |
1.0986 |
|
| R3 |
1.1164 |
1.1099 |
1.0955 |
|
| R2 |
1.1054 |
1.1054 |
1.0945 |
|
| R1 |
1.0989 |
1.0989 |
1.0935 |
1.0967 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0932 |
| S1 |
1.0879 |
1.0879 |
1.0915 |
1.0857 |
| S2 |
1.0834 |
1.0834 |
1.0905 |
|
| S3 |
1.0724 |
1.0769 |
1.0895 |
|
| S4 |
1.0614 |
1.0659 |
1.0865 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1456 |
1.1171 |
|
| R3 |
1.1361 |
1.1301 |
1.1129 |
|
| R2 |
1.1206 |
1.1206 |
1.1114 |
|
| R1 |
1.1146 |
1.1146 |
1.1100 |
1.1176 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1066 |
| S1 |
1.0991 |
1.0991 |
1.1072 |
1.1021 |
| S2 |
1.0896 |
1.0896 |
1.1058 |
|
| S3 |
1.0741 |
1.0836 |
1.1043 |
|
| S4 |
1.0586 |
1.0681 |
1.1001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0898 |
0.0221 |
2.0% |
0.0096 |
0.9% |
12% |
False |
True |
41,163 |
| 10 |
1.1119 |
1.0898 |
0.0221 |
2.0% |
0.0094 |
0.9% |
12% |
False |
True |
37,860 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0103 |
0.9% |
51% |
False |
False |
29,926 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0086 |
0.8% |
41% |
False |
False |
15,237 |
| 60 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0071 |
0.6% |
59% |
False |
False |
10,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1296 |
|
1.618 |
1.1186 |
|
1.000 |
1.1118 |
|
0.618 |
1.1076 |
|
HIGH |
1.1008 |
|
0.618 |
1.0966 |
|
0.500 |
1.0953 |
|
0.382 |
1.0940 |
|
LOW |
1.0898 |
|
0.618 |
1.0830 |
|
1.000 |
1.0788 |
|
1.618 |
1.0720 |
|
2.618 |
1.0610 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.1009 |
| PP |
1.0944 |
1.0981 |
| S1 |
1.0934 |
1.0953 |
|