CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.1007 |
0.0015 |
0.1% |
1.0878 |
| High |
1.1022 |
1.1046 |
0.0024 |
0.2% |
1.1016 |
| Low |
1.0969 |
1.0992 |
0.0023 |
0.2% |
1.0817 |
| Close |
1.1018 |
1.1021 |
0.0003 |
0.0% |
1.1007 |
| Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0199 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
42,348 |
41,562 |
-786 |
-1.9% |
220,871 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1155 |
1.1051 |
|
| R3 |
1.1128 |
1.1101 |
1.1036 |
|
| R2 |
1.1074 |
1.1074 |
1.1031 |
|
| R1 |
1.1047 |
1.1047 |
1.1026 |
1.1061 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1026 |
| S1 |
1.0993 |
1.0993 |
1.1016 |
1.1007 |
| S2 |
1.0966 |
1.0966 |
1.1011 |
|
| S3 |
1.0912 |
1.0939 |
1.1006 |
|
| S4 |
1.0858 |
1.0885 |
1.0991 |
|
|
| 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 |
1.1046 |
1.0910 |
0.0136 |
1.2% |
0.0071 |
0.6% |
82% |
True |
False |
42,209 |
| 10 |
1.1046 |
1.0817 |
0.0229 |
2.1% |
0.0083 |
0.8% |
89% |
True |
False |
43,404 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.7% |
0.0087 |
0.8% |
68% |
False |
False |
42,220 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0091 |
0.8% |
75% |
False |
False |
31,118 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0082 |
0.7% |
61% |
False |
False |
20,802 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0072 |
0.7% |
73% |
False |
False |
15,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1276 |
|
2.618 |
1.1187 |
|
1.618 |
1.1133 |
|
1.000 |
1.1100 |
|
0.618 |
1.1079 |
|
HIGH |
1.1046 |
|
0.618 |
1.1025 |
|
0.500 |
1.1019 |
|
0.382 |
1.1013 |
|
LOW |
1.0992 |
|
0.618 |
1.0959 |
|
1.000 |
1.0938 |
|
1.618 |
1.0905 |
|
2.618 |
1.0851 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1020 |
1.1012 |
| PP |
1.1020 |
1.1003 |
| S1 |
1.1019 |
1.0995 |
|