CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.1020 |
-0.0006 |
-0.1% |
1.0987 |
| High |
1.1065 |
1.1026 |
-0.0039 |
-0.4% |
1.1054 |
| Low |
1.0995 |
1.0923 |
-0.0072 |
-0.7% |
1.0910 |
| Close |
1.1015 |
1.0956 |
-0.0059 |
-0.5% |
1.1045 |
| Range |
0.0070 |
0.0103 |
0.0033 |
47.1% |
0.0144 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.8% |
0.0000 |
| Volume |
29,235 |
48,942 |
19,707 |
67.4% |
204,549 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1220 |
1.1013 |
|
| R3 |
1.1174 |
1.1117 |
1.0984 |
|
| R2 |
1.1071 |
1.1071 |
1.0975 |
|
| R1 |
1.1014 |
1.1014 |
1.0965 |
1.0991 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0957 |
| S1 |
1.0911 |
1.0911 |
1.0947 |
1.0888 |
| S2 |
1.0865 |
1.0865 |
1.0937 |
|
| S3 |
1.0762 |
1.0808 |
1.0928 |
|
| S4 |
1.0659 |
1.0705 |
1.0899 |
|
|
| 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 |
1.0923 |
0.0142 |
1.3% |
0.0075 |
0.7% |
23% |
False |
True |
39,236 |
| 10 |
1.1065 |
1.0883 |
0.0182 |
1.7% |
0.0076 |
0.7% |
40% |
False |
False |
40,876 |
| 20 |
1.1065 |
1.0817 |
0.0248 |
2.3% |
0.0085 |
0.8% |
56% |
False |
False |
42,267 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0092 |
0.8% |
59% |
False |
False |
34,835 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0084 |
0.8% |
47% |
False |
False |
23,378 |
| 80 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0073 |
0.7% |
64% |
False |
False |
17,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1296 |
|
1.618 |
1.1193 |
|
1.000 |
1.1129 |
|
0.618 |
1.1090 |
|
HIGH |
1.1026 |
|
0.618 |
1.0987 |
|
0.500 |
1.0975 |
|
0.382 |
1.0962 |
|
LOW |
1.0923 |
|
0.618 |
1.0859 |
|
1.000 |
1.0820 |
|
1.618 |
1.0756 |
|
2.618 |
1.0653 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0994 |
| PP |
1.0968 |
1.0981 |
| S1 |
1.0962 |
1.0969 |
|