CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0919 |
0.0003 |
0.0% |
1.1108 |
| High |
1.0940 |
1.0946 |
0.0006 |
0.1% |
1.1119 |
| Low |
1.0862 |
1.0870 |
0.0008 |
0.1% |
1.0854 |
| Close |
1.0927 |
1.0897 |
-0.0030 |
-0.3% |
1.0881 |
| Range |
0.0078 |
0.0076 |
-0.0002 |
-2.6% |
0.0265 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
16,413 |
49,231 |
32,818 |
200.0% |
180,367 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1091 |
1.0939 |
|
| R3 |
1.1056 |
1.1015 |
1.0918 |
|
| R2 |
1.0980 |
1.0980 |
1.0911 |
|
| R1 |
1.0939 |
1.0939 |
1.0904 |
1.0922 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0896 |
| S1 |
1.0863 |
1.0863 |
1.0890 |
1.0846 |
| S2 |
1.0828 |
1.0828 |
1.0883 |
|
| S3 |
1.0752 |
1.0787 |
1.0876 |
|
| S4 |
1.0676 |
1.0711 |
1.0855 |
|
|
| 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 |
1.1117 |
1.0854 |
0.0263 |
2.4% |
0.0098 |
0.9% |
16% |
False |
False |
42,379 |
| 10 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0085 |
0.8% |
16% |
False |
False |
38,729 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0098 |
0.9% |
44% |
False |
False |
34,762 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0090 |
0.8% |
35% |
False |
False |
18,062 |
| 60 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0075 |
0.7% |
56% |
False |
False |
12,044 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0062 |
0.6% |
56% |
False |
False |
9,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1269 |
|
2.618 |
1.1145 |
|
1.618 |
1.1069 |
|
1.000 |
1.1022 |
|
0.618 |
1.0993 |
|
HIGH |
1.0946 |
|
0.618 |
1.0917 |
|
0.500 |
1.0908 |
|
0.382 |
1.0899 |
|
LOW |
1.0870 |
|
0.618 |
1.0823 |
|
1.000 |
1.0794 |
|
1.618 |
1.0747 |
|
2.618 |
1.0671 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0900 |
| PP |
1.0904 |
1.0899 |
| S1 |
1.0901 |
1.0898 |
|