CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.0878 |
-0.0105 |
-1.0% |
1.0916 |
| High |
1.0993 |
1.0952 |
-0.0041 |
-0.4% |
1.1009 |
| Low |
1.0876 |
1.0817 |
-0.0059 |
-0.5% |
1.0862 |
| Close |
1.0882 |
1.0940 |
0.0058 |
0.5% |
1.0882 |
| Range |
0.0117 |
0.0135 |
0.0018 |
15.4% |
0.0147 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.1% |
0.0000 |
| Volume |
49,013 |
54,504 |
5,491 |
11.2% |
206,190 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1259 |
1.1014 |
|
| R3 |
1.1173 |
1.1124 |
1.0977 |
|
| R2 |
1.1038 |
1.1038 |
1.0965 |
|
| R1 |
1.0989 |
1.0989 |
1.0952 |
1.1014 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0915 |
| S1 |
1.0854 |
1.0854 |
1.0928 |
1.0879 |
| S2 |
1.0768 |
1.0768 |
1.0915 |
|
| S3 |
1.0633 |
1.0719 |
1.0903 |
|
| S4 |
1.0498 |
1.0584 |
1.0866 |
|
|
| 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 |
1.0817 |
0.0192 |
1.8% |
0.0102 |
0.9% |
64% |
False |
True |
48,856 |
| 10 |
1.1119 |
1.0817 |
0.0302 |
2.8% |
0.0101 |
0.9% |
41% |
False |
True |
44,106 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.8% |
0.0094 |
0.9% |
41% |
False |
True |
39,383 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0093 |
0.9% |
44% |
False |
False |
22,936 |
| 60 |
1.1213 |
1.0705 |
0.0508 |
4.6% |
0.0080 |
0.7% |
46% |
False |
False |
15,294 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0067 |
0.6% |
62% |
False |
False |
11,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1305 |
|
1.618 |
1.1170 |
|
1.000 |
1.1087 |
|
0.618 |
1.1035 |
|
HIGH |
1.0952 |
|
0.618 |
1.0900 |
|
0.500 |
1.0885 |
|
0.382 |
1.0869 |
|
LOW |
1.0817 |
|
0.618 |
1.0734 |
|
1.000 |
1.0682 |
|
1.618 |
1.0599 |
|
2.618 |
1.0464 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0931 |
| PP |
1.0903 |
1.0922 |
| S1 |
1.0885 |
1.0913 |
|