CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0958 |
-0.0029 |
-0.3% |
1.0878 |
| High |
1.1007 |
1.1008 |
0.0001 |
0.0% |
1.1016 |
| Low |
1.0910 |
1.0943 |
0.0033 |
0.3% |
1.0817 |
| Close |
1.0943 |
1.0984 |
0.0041 |
0.4% |
1.1007 |
| Range |
0.0097 |
0.0065 |
-0.0032 |
-33.0% |
0.0199 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
43,200 |
37,054 |
-6,146 |
-14.2% |
220,871 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1144 |
1.1020 |
|
| R3 |
1.1108 |
1.1079 |
1.1002 |
|
| R2 |
1.1043 |
1.1043 |
1.0996 |
|
| R1 |
1.1014 |
1.1014 |
1.0990 |
1.1029 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0986 |
| S1 |
1.0949 |
1.0949 |
1.0978 |
1.0964 |
| S2 |
1.0913 |
1.0913 |
1.0972 |
|
| S3 |
1.0848 |
1.0884 |
1.0966 |
|
| S4 |
1.0783 |
1.0819 |
1.0948 |
|
|
| 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% |
0.0081 |
0.7% |
79% |
False |
False |
42,698 |
| 10 |
1.1016 |
1.0817 |
0.0199 |
1.8% |
0.0091 |
0.8% |
84% |
False |
False |
44,167 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.7% |
0.0088 |
0.8% |
55% |
False |
False |
41,448 |
| 40 |
1.1205 |
1.0725 |
0.0480 |
4.4% |
0.0094 |
0.9% |
54% |
False |
False |
29,086 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0082 |
0.7% |
53% |
False |
False |
19,404 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0070 |
0.6% |
68% |
False |
False |
14,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1178 |
|
1.618 |
1.1113 |
|
1.000 |
1.1073 |
|
0.618 |
1.1048 |
|
HIGH |
1.1008 |
|
0.618 |
1.0983 |
|
0.500 |
1.0976 |
|
0.382 |
1.0968 |
|
LOW |
1.0943 |
|
0.618 |
1.0903 |
|
1.000 |
1.0878 |
|
1.618 |
1.0838 |
|
2.618 |
1.0773 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0977 |
| PP |
1.0978 |
1.0970 |
| S1 |
1.0976 |
1.0963 |
|