CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0989 |
-0.0018 |
-0.2% |
1.0987 |
| High |
1.1046 |
1.1054 |
0.0008 |
0.1% |
1.1054 |
| Low |
1.0992 |
1.0955 |
-0.0037 |
-0.3% |
1.0910 |
| Close |
1.1021 |
1.1045 |
0.0024 |
0.2% |
1.1045 |
| Range |
0.0054 |
0.0099 |
0.0045 |
83.3% |
0.0144 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.1% |
0.0000 |
| Volume |
41,562 |
40,385 |
-1,177 |
-2.8% |
204,549 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1279 |
1.1099 |
|
| R3 |
1.1216 |
1.1180 |
1.1072 |
|
| R2 |
1.1117 |
1.1117 |
1.1063 |
|
| R1 |
1.1081 |
1.1081 |
1.1054 |
1.1099 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1027 |
| S1 |
1.0982 |
1.0982 |
1.1036 |
1.1000 |
| S2 |
1.0919 |
1.0919 |
1.1027 |
|
| S3 |
1.0820 |
1.0883 |
1.1018 |
|
| S4 |
1.0721 |
1.0784 |
1.0991 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1384 |
1.1124 |
|
| R3 |
1.1291 |
1.1240 |
1.1085 |
|
| R2 |
1.1147 |
1.1147 |
1.1071 |
|
| R1 |
1.1096 |
1.1096 |
1.1058 |
1.1122 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1016 |
| S1 |
1.0952 |
1.0952 |
1.1032 |
1.0978 |
| S2 |
1.0859 |
1.0859 |
1.1019 |
|
| S3 |
1.0715 |
1.0808 |
1.1005 |
|
| S4 |
1.0571 |
1.0664 |
1.0966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1054 |
1.0910 |
0.0144 |
1.3% |
0.0074 |
0.7% |
94% |
True |
False |
40,909 |
| 10 |
1.1054 |
1.0817 |
0.0237 |
2.1% |
0.0082 |
0.7% |
96% |
True |
False |
42,542 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.7% |
0.0088 |
0.8% |
75% |
False |
False |
42,556 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0092 |
0.8% |
81% |
False |
False |
32,052 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0082 |
0.7% |
66% |
False |
False |
21,475 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0072 |
0.7% |
77% |
False |
False |
16,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1313 |
|
1.618 |
1.1214 |
|
1.000 |
1.1153 |
|
0.618 |
1.1115 |
|
HIGH |
1.1054 |
|
0.618 |
1.1016 |
|
0.500 |
1.1005 |
|
0.382 |
1.0993 |
|
LOW |
1.0955 |
|
0.618 |
1.0894 |
|
1.000 |
1.0856 |
|
1.618 |
1.0795 |
|
2.618 |
1.0696 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1032 |
| PP |
1.1018 |
1.1018 |
| S1 |
1.1005 |
1.1005 |
|