CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0983 |
0.0071 |
0.7% |
1.0916 |
| High |
1.1009 |
1.0993 |
-0.0016 |
-0.1% |
1.1009 |
| Low |
1.0906 |
1.0876 |
-0.0030 |
-0.3% |
1.0862 |
| Close |
1.0992 |
1.0882 |
-0.0110 |
-1.0% |
1.0882 |
| Range |
0.0103 |
0.0117 |
0.0014 |
13.6% |
0.0147 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
1.9% |
0.0000 |
| Volume |
47,153 |
49,013 |
1,860 |
3.9% |
206,190 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1192 |
1.0946 |
|
| R3 |
1.1151 |
1.1075 |
1.0914 |
|
| R2 |
1.1034 |
1.1034 |
1.0903 |
|
| R1 |
1.0958 |
1.0958 |
1.0893 |
1.0938 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0907 |
| S1 |
1.0841 |
1.0841 |
1.0871 |
1.0821 |
| S2 |
1.0800 |
1.0800 |
1.0861 |
|
| S3 |
1.0683 |
1.0724 |
1.0850 |
|
| S4 |
1.0566 |
1.0607 |
1.0818 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1267 |
1.0963 |
|
| R3 |
1.1212 |
1.1120 |
1.0922 |
|
| R2 |
1.1065 |
1.1065 |
1.0909 |
|
| R1 |
1.0973 |
1.0973 |
1.0895 |
1.0946 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0904 |
| S1 |
1.0826 |
1.0826 |
1.0869 |
1.0799 |
| S2 |
1.0771 |
1.0771 |
1.0855 |
|
| S3 |
1.0624 |
1.0679 |
1.0842 |
|
| S4 |
1.0477 |
1.0532 |
1.0801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0862 |
0.0147 |
1.4% |
0.0090 |
0.8% |
14% |
False |
False |
41,238 |
| 10 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0095 |
0.9% |
11% |
False |
False |
42,571 |
| 20 |
1.1119 |
1.0816 |
0.0303 |
2.8% |
0.0093 |
0.9% |
22% |
False |
False |
38,969 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0093 |
0.9% |
32% |
False |
False |
21,575 |
| 60 |
1.1213 |
1.0705 |
0.0508 |
4.7% |
0.0078 |
0.7% |
35% |
False |
False |
14,386 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0065 |
0.6% |
54% |
False |
False |
10,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1490 |
|
2.618 |
1.1299 |
|
1.618 |
1.1182 |
|
1.000 |
1.1110 |
|
0.618 |
1.1065 |
|
HIGH |
1.0993 |
|
0.618 |
1.0948 |
|
0.500 |
1.0935 |
|
0.382 |
1.0921 |
|
LOW |
1.0876 |
|
0.618 |
1.0804 |
|
1.000 |
1.0759 |
|
1.618 |
1.0687 |
|
2.618 |
1.0570 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0943 |
| PP |
1.0917 |
1.0922 |
| S1 |
1.0900 |
1.0902 |
|