CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.0901 |
-0.0018 |
-0.2% |
1.1108 |
| High |
1.0946 |
1.0967 |
0.0021 |
0.2% |
1.1119 |
| Low |
1.0870 |
1.0889 |
0.0019 |
0.2% |
1.0854 |
| Close |
1.0897 |
1.0913 |
0.0016 |
0.1% |
1.0881 |
| Range |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0265 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
49,231 |
44,380 |
-4,851 |
-9.9% |
180,367 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1113 |
1.0956 |
|
| R3 |
1.1079 |
1.1035 |
1.0934 |
|
| R2 |
1.1001 |
1.1001 |
1.0927 |
|
| R1 |
1.0957 |
1.0957 |
1.0920 |
1.0979 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0934 |
| S1 |
1.0879 |
1.0879 |
1.0906 |
1.0901 |
| S2 |
1.0845 |
1.0845 |
1.0899 |
|
| S3 |
1.0767 |
1.0801 |
1.0892 |
|
| S4 |
1.0689 |
1.0723 |
1.0870 |
|
|
| 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 |
1.1008 |
1.0854 |
0.0154 |
1.4% |
0.0087 |
0.8% |
38% |
False |
False |
41,906 |
| 10 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0088 |
0.8% |
22% |
False |
False |
39,932 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0096 |
0.9% |
48% |
False |
False |
36,410 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0090 |
0.8% |
39% |
False |
False |
19,171 |
| 60 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0076 |
0.7% |
58% |
False |
False |
12,784 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0063 |
0.6% |
59% |
False |
False |
9,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1171 |
|
1.618 |
1.1093 |
|
1.000 |
1.1045 |
|
0.618 |
1.1015 |
|
HIGH |
1.0967 |
|
0.618 |
1.0937 |
|
0.500 |
1.0928 |
|
0.382 |
1.0919 |
|
LOW |
1.0889 |
|
0.618 |
1.0841 |
|
1.000 |
1.0811 |
|
1.618 |
1.0763 |
|
2.618 |
1.0685 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0915 |
| PP |
1.0923 |
1.0914 |
| S1 |
1.0918 |
1.0914 |
|