CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.1034 |
0.0045 |
0.4% |
1.0987 |
| High |
1.1054 |
1.1048 |
-0.0006 |
-0.1% |
1.1054 |
| Low |
1.0955 |
1.0999 |
0.0044 |
0.4% |
1.0910 |
| Close |
1.1045 |
1.1027 |
-0.0018 |
-0.2% |
1.1045 |
| Range |
0.0099 |
0.0049 |
-0.0050 |
-50.5% |
0.0144 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
40,385 |
36,058 |
-4,327 |
-10.7% |
204,549 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1148 |
1.1054 |
|
| R3 |
1.1123 |
1.1099 |
1.1040 |
|
| R2 |
1.1074 |
1.1074 |
1.1036 |
|
| R1 |
1.1050 |
1.1050 |
1.1031 |
1.1038 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1018 |
| S1 |
1.1001 |
1.1001 |
1.1023 |
1.0989 |
| S2 |
1.0976 |
1.0976 |
1.1018 |
|
| S3 |
1.0927 |
1.0952 |
1.1014 |
|
| S4 |
1.0878 |
1.0903 |
1.1000 |
|
|
| 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 |
1.0943 |
0.0111 |
1.0% |
0.0064 |
0.6% |
76% |
False |
False |
39,481 |
| 10 |
1.1054 |
1.0866 |
0.0188 |
1.7% |
0.0073 |
0.7% |
86% |
False |
False |
40,697 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.7% |
0.0087 |
0.8% |
70% |
False |
False |
42,401 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0092 |
0.8% |
77% |
False |
False |
32,909 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0083 |
0.8% |
62% |
False |
False |
22,075 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0072 |
0.7% |
74% |
False |
False |
16,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1176 |
|
1.618 |
1.1127 |
|
1.000 |
1.1097 |
|
0.618 |
1.1078 |
|
HIGH |
1.1048 |
|
0.618 |
1.1029 |
|
0.500 |
1.1024 |
|
0.382 |
1.1018 |
|
LOW |
1.0999 |
|
0.618 |
1.0969 |
|
1.000 |
1.0950 |
|
1.618 |
1.0920 |
|
2.618 |
1.0871 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1020 |
| PP |
1.1025 |
1.1012 |
| S1 |
1.1024 |
1.1005 |
|