CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0936 |
0.0004 |
0.0% |
1.0916 |
| High |
1.0967 |
1.0944 |
-0.0023 |
-0.2% |
1.1009 |
| Low |
1.0900 |
1.0866 |
-0.0034 |
-0.3% |
1.0862 |
| Close |
1.0944 |
1.0930 |
-0.0014 |
-0.1% |
1.0882 |
| Range |
0.0067 |
0.0078 |
0.0011 |
16.4% |
0.0147 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
33,129 |
43,259 |
10,130 |
30.6% |
206,190 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1117 |
1.0973 |
|
| R3 |
1.1069 |
1.1039 |
1.0951 |
|
| R2 |
1.0991 |
1.0991 |
1.0944 |
|
| R1 |
1.0961 |
1.0961 |
1.0937 |
1.0937 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0902 |
| S1 |
1.0883 |
1.0883 |
1.0923 |
1.0859 |
| S2 |
1.0835 |
1.0835 |
1.0916 |
|
| S3 |
1.0757 |
1.0805 |
1.0909 |
|
| S4 |
1.0679 |
1.0727 |
1.0887 |
|
|
| 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% |
0.0100 |
0.9% |
59% |
False |
False |
45,411 |
| 10 |
1.1009 |
1.0817 |
0.0192 |
1.8% |
0.0093 |
0.9% |
59% |
False |
False |
43,658 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.8% |
0.0093 |
0.8% |
37% |
False |
False |
39,847 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0094 |
0.9% |
42% |
False |
False |
24,841 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0080 |
0.7% |
42% |
False |
False |
16,567 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0066 |
0.6% |
61% |
False |
False |
12,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1276 |
|
2.618 |
1.1148 |
|
1.618 |
1.1070 |
|
1.000 |
1.1022 |
|
0.618 |
1.0992 |
|
HIGH |
1.0944 |
|
0.618 |
1.0914 |
|
0.500 |
1.0905 |
|
0.382 |
1.0896 |
|
LOW |
1.0866 |
|
0.618 |
1.0818 |
|
1.000 |
1.0788 |
|
1.618 |
1.0740 |
|
2.618 |
1.0662 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0917 |
| PP |
1.0913 |
1.0905 |
| S1 |
1.0905 |
1.0892 |
|