CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1026 |
-0.0008 |
-0.1% |
1.0987 |
| High |
1.1048 |
1.1065 |
0.0017 |
0.2% |
1.1054 |
| Low |
1.0999 |
1.0995 |
-0.0004 |
0.0% |
1.0910 |
| Close |
1.1027 |
1.1015 |
-0.0012 |
-0.1% |
1.1045 |
| Range |
0.0049 |
0.0070 |
0.0021 |
42.9% |
0.0144 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
36,058 |
29,235 |
-6,823 |
-18.9% |
204,549 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1195 |
1.1054 |
|
| R3 |
1.1165 |
1.1125 |
1.1034 |
|
| R2 |
1.1095 |
1.1095 |
1.1028 |
|
| R1 |
1.1055 |
1.1055 |
1.1021 |
1.1040 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1018 |
| S1 |
1.0985 |
1.0985 |
1.1009 |
1.0970 |
| S2 |
1.0955 |
1.0955 |
1.1002 |
|
| S3 |
1.0885 |
1.0915 |
1.0996 |
|
| S4 |
1.0815 |
1.0845 |
1.0977 |
|
|
| 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 |
1.1065 |
1.0955 |
0.0110 |
1.0% |
0.0065 |
0.6% |
55% |
True |
False |
37,917 |
| 10 |
1.1065 |
1.0866 |
0.0199 |
1.8% |
0.0073 |
0.7% |
75% |
True |
False |
40,308 |
| 20 |
1.1117 |
1.0817 |
0.0300 |
2.7% |
0.0086 |
0.8% |
66% |
False |
False |
42,157 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0092 |
0.8% |
74% |
False |
False |
33,624 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0083 |
0.8% |
59% |
False |
False |
22,563 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0072 |
0.7% |
73% |
False |
False |
16,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1248 |
|
1.618 |
1.1178 |
|
1.000 |
1.1135 |
|
0.618 |
1.1108 |
|
HIGH |
1.1065 |
|
0.618 |
1.1038 |
|
0.500 |
1.1030 |
|
0.382 |
1.1022 |
|
LOW |
1.0995 |
|
0.618 |
1.0952 |
|
1.000 |
1.0925 |
|
1.618 |
1.0882 |
|
2.618 |
1.0812 |
|
4.250 |
1.0698 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.1013 |
| PP |
1.1025 |
1.1012 |
| S1 |
1.1020 |
1.1010 |
|