CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0926 |
-0.0010 |
-0.1% |
1.0916 |
| High |
1.0944 |
1.0964 |
0.0020 |
0.2% |
1.1009 |
| Low |
1.0866 |
1.0883 |
0.0017 |
0.2% |
1.0862 |
| Close |
1.0930 |
1.0931 |
0.0001 |
0.0% |
1.0882 |
| Range |
0.0078 |
0.0081 |
0.0003 |
3.8% |
0.0147 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
43,259 |
43,096 |
-163 |
-0.4% |
206,190 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1131 |
1.0976 |
|
| R3 |
1.1088 |
1.1050 |
1.0953 |
|
| R2 |
1.1007 |
1.1007 |
1.0946 |
|
| R1 |
1.0969 |
1.0969 |
1.0938 |
1.0988 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0936 |
| S1 |
1.0888 |
1.0888 |
1.0924 |
1.0907 |
| S2 |
1.0845 |
1.0845 |
1.0916 |
|
| S3 |
1.0764 |
1.0807 |
1.0909 |
|
| S4 |
1.0683 |
1.0726 |
1.0886 |
|
|
| 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 |
1.0993 |
1.0817 |
0.0176 |
1.6% |
0.0096 |
0.9% |
65% |
False |
False |
44,600 |
| 10 |
1.1009 |
1.0817 |
0.0192 |
1.8% |
0.0091 |
0.8% |
59% |
False |
False |
42,755 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.8% |
0.0092 |
0.8% |
38% |
False |
False |
40,307 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0095 |
0.9% |
42% |
False |
False |
25,916 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0081 |
0.7% |
42% |
False |
False |
17,285 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0067 |
0.6% |
61% |
False |
False |
12,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1176 |
|
1.618 |
1.1095 |
|
1.000 |
1.1045 |
|
0.618 |
1.1014 |
|
HIGH |
1.0964 |
|
0.618 |
1.0933 |
|
0.500 |
1.0924 |
|
0.382 |
1.0914 |
|
LOW |
1.0883 |
|
0.618 |
1.0833 |
|
1.000 |
1.0802 |
|
1.618 |
1.0752 |
|
2.618 |
1.0671 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0926 |
| PP |
1.0926 |
1.0921 |
| S1 |
1.0924 |
1.0917 |
|