CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0916 |
-0.0013 |
-0.1% |
1.1108 |
| High |
1.0946 |
1.0940 |
-0.0006 |
-0.1% |
1.1119 |
| Low |
1.0854 |
1.0862 |
0.0008 |
0.1% |
1.0854 |
| Close |
1.0881 |
1.0927 |
0.0046 |
0.4% |
1.0881 |
| Range |
0.0092 |
0.0078 |
-0.0014 |
-15.2% |
0.0265 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
47,372 |
16,413 |
-30,959 |
-65.4% |
180,367 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1113 |
1.0970 |
|
| R3 |
1.1066 |
1.1035 |
1.0948 |
|
| R2 |
1.0988 |
1.0988 |
1.0941 |
|
| R1 |
1.0957 |
1.0957 |
1.0934 |
1.0973 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0917 |
| S1 |
1.0879 |
1.0879 |
1.0920 |
1.0895 |
| S2 |
1.0832 |
1.0832 |
1.0913 |
|
| S3 |
1.0754 |
1.0801 |
1.0906 |
|
| S4 |
1.0676 |
1.0723 |
1.0884 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1579 |
1.1027 |
|
| R3 |
1.1481 |
1.1314 |
1.0954 |
|
| R2 |
1.1216 |
1.1216 |
1.0930 |
|
| R1 |
1.1049 |
1.1049 |
1.0905 |
1.1000 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0927 |
| S1 |
1.0784 |
1.0784 |
1.0857 |
1.0735 |
| S2 |
1.0686 |
1.0686 |
1.0832 |
|
| S3 |
1.0421 |
1.0519 |
1.0808 |
|
| S4 |
1.0156 |
1.0254 |
1.0735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0100 |
0.9% |
28% |
False |
False |
39,356 |
| 10 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0091 |
0.8% |
28% |
False |
False |
37,332 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0098 |
0.9% |
51% |
False |
False |
32,609 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0089 |
0.8% |
41% |
False |
False |
16,831 |
| 60 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0073 |
0.7% |
60% |
False |
False |
11,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1144 |
|
1.618 |
1.1066 |
|
1.000 |
1.1018 |
|
0.618 |
1.0988 |
|
HIGH |
1.0940 |
|
0.618 |
1.0910 |
|
0.500 |
1.0901 |
|
0.382 |
1.0892 |
|
LOW |
1.0862 |
|
0.618 |
1.0814 |
|
1.000 |
1.0784 |
|
1.618 |
1.0736 |
|
2.618 |
1.0658 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0931 |
| PP |
1.0910 |
1.0930 |
| S1 |
1.0901 |
1.0928 |
|