CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0938 |
0.0012 |
0.1% |
1.0878 |
| High |
1.0964 |
1.1016 |
0.0052 |
0.5% |
1.1016 |
| Low |
1.0883 |
1.0930 |
0.0047 |
0.4% |
1.0817 |
| Close |
1.0931 |
1.1007 |
0.0076 |
0.7% |
1.1007 |
| Range |
0.0081 |
0.0086 |
0.0005 |
6.2% |
0.0199 |
| ATR |
0.0093 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
43,096 |
46,883 |
3,787 |
8.8% |
220,871 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1211 |
1.1054 |
|
| R3 |
1.1156 |
1.1125 |
1.1031 |
|
| R2 |
1.1070 |
1.1070 |
1.1023 |
|
| R1 |
1.1039 |
1.1039 |
1.1015 |
1.1055 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0992 |
| S1 |
1.0953 |
1.0953 |
1.0999 |
1.0969 |
| S2 |
1.0898 |
1.0898 |
1.0991 |
|
| S3 |
1.0812 |
1.0867 |
1.0983 |
|
| S4 |
1.0726 |
1.0781 |
1.0960 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1474 |
1.1116 |
|
| R3 |
1.1345 |
1.1275 |
1.1062 |
|
| R2 |
1.1146 |
1.1146 |
1.1043 |
|
| R1 |
1.1076 |
1.1076 |
1.1025 |
1.1111 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0964 |
| S1 |
1.0877 |
1.0877 |
1.0989 |
1.0912 |
| S2 |
1.0748 |
1.0748 |
1.0971 |
|
| S3 |
1.0549 |
1.0678 |
1.0952 |
|
| S4 |
1.0350 |
1.0479 |
1.0898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1016 |
1.0817 |
0.0199 |
1.8% |
0.0089 |
0.8% |
95% |
True |
False |
44,174 |
| 10 |
1.1016 |
1.0817 |
0.0199 |
1.8% |
0.0090 |
0.8% |
95% |
True |
False |
42,706 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.7% |
0.0091 |
0.8% |
63% |
False |
False |
40,892 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0094 |
0.9% |
58% |
False |
False |
27,084 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0081 |
0.7% |
58% |
False |
False |
18,067 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0068 |
0.6% |
72% |
False |
False |
13,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1382 |
|
2.618 |
1.1241 |
|
1.618 |
1.1155 |
|
1.000 |
1.1102 |
|
0.618 |
1.1069 |
|
HIGH |
1.1016 |
|
0.618 |
1.0983 |
|
0.500 |
1.0973 |
|
0.382 |
1.0963 |
|
LOW |
1.0930 |
|
0.618 |
1.0877 |
|
1.000 |
1.0844 |
|
1.618 |
1.0791 |
|
2.618 |
1.0705 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0985 |
| PP |
1.0984 |
1.0963 |
| S1 |
1.0973 |
1.0941 |
|