CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0958 |
1.0992 |
0.0034 |
0.3% |
1.0878 |
| High |
1.1008 |
1.1022 |
0.0014 |
0.1% |
1.1016 |
| Low |
1.0943 |
1.0969 |
0.0026 |
0.2% |
1.0817 |
| Close |
1.0984 |
1.1018 |
0.0034 |
0.3% |
1.1007 |
| Range |
0.0065 |
0.0053 |
-0.0012 |
-18.5% |
0.0199 |
| ATR |
0.0090 |
0.0088 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
37,054 |
42,348 |
5,294 |
14.3% |
220,871 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1143 |
1.1047 |
|
| R3 |
1.1109 |
1.1090 |
1.1033 |
|
| R2 |
1.1056 |
1.1056 |
1.1028 |
|
| R1 |
1.1037 |
1.1037 |
1.1023 |
1.1047 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1008 |
| S1 |
1.0984 |
1.0984 |
1.1013 |
1.0994 |
| S2 |
1.0950 |
1.0950 |
1.1008 |
|
| S3 |
1.0897 |
1.0931 |
1.1003 |
|
| S4 |
1.0844 |
1.0878 |
1.0989 |
|
|
| 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 |
1.1022 |
1.0883 |
0.0139 |
1.3% |
0.0076 |
0.7% |
97% |
True |
False |
42,516 |
| 10 |
1.1022 |
1.0817 |
0.0205 |
1.9% |
0.0088 |
0.8% |
98% |
True |
False |
43,963 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.7% |
0.0088 |
0.8% |
67% |
False |
False |
41,948 |
| 40 |
1.1205 |
1.0725 |
0.0480 |
4.4% |
0.0094 |
0.8% |
61% |
False |
False |
30,144 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0083 |
0.7% |
60% |
False |
False |
20,109 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0071 |
0.6% |
73% |
False |
False |
15,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1161 |
|
1.618 |
1.1108 |
|
1.000 |
1.1075 |
|
0.618 |
1.1055 |
|
HIGH |
1.1022 |
|
0.618 |
1.1002 |
|
0.500 |
1.0996 |
|
0.382 |
1.0989 |
|
LOW |
1.0969 |
|
0.618 |
1.0936 |
|
1.000 |
1.0916 |
|
1.618 |
1.0883 |
|
2.618 |
1.0830 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1001 |
| PP |
1.1003 |
1.0983 |
| S1 |
1.0996 |
1.0966 |
|