CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0987 |
0.0049 |
0.4% |
1.0878 |
| High |
1.1016 |
1.1007 |
-0.0009 |
-0.1% |
1.1016 |
| Low |
1.0930 |
1.0910 |
-0.0020 |
-0.2% |
1.0817 |
| Close |
1.1007 |
1.0943 |
-0.0064 |
-0.6% |
1.1007 |
| Range |
0.0086 |
0.0097 |
0.0011 |
12.8% |
0.0199 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.4% |
0.0000 |
| Volume |
46,883 |
43,200 |
-3,683 |
-7.9% |
220,871 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1191 |
1.0996 |
|
| R3 |
1.1147 |
1.1094 |
1.0970 |
|
| R2 |
1.1050 |
1.1050 |
1.0961 |
|
| R1 |
1.0997 |
1.0997 |
1.0952 |
1.0975 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0943 |
| S1 |
1.0900 |
1.0900 |
1.0934 |
1.0878 |
| S2 |
1.0856 |
1.0856 |
1.0925 |
|
| S3 |
1.0759 |
1.0803 |
1.0916 |
|
| S4 |
1.0662 |
1.0706 |
1.0890 |
|
|
| 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 |
1.0866 |
0.0150 |
1.4% |
0.0082 |
0.7% |
51% |
False |
False |
41,913 |
| 10 |
1.1016 |
1.0817 |
0.0199 |
1.8% |
0.0092 |
0.8% |
63% |
False |
False |
45,384 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.8% |
0.0092 |
0.8% |
42% |
False |
False |
41,358 |
| 40 |
1.1205 |
1.0725 |
0.0480 |
4.4% |
0.0094 |
0.9% |
45% |
False |
False |
28,162 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0083 |
0.8% |
45% |
False |
False |
18,786 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0070 |
0.6% |
63% |
False |
False |
14,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1261 |
|
1.618 |
1.1164 |
|
1.000 |
1.1104 |
|
0.618 |
1.1067 |
|
HIGH |
1.1007 |
|
0.618 |
1.0970 |
|
0.500 |
1.0959 |
|
0.382 |
1.0947 |
|
LOW |
1.0910 |
|
0.618 |
1.0850 |
|
1.000 |
1.0813 |
|
1.618 |
1.0753 |
|
2.618 |
1.0656 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0959 |
1.0950 |
| PP |
1.0953 |
1.0947 |
| S1 |
1.0948 |
1.0945 |
|