CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.0956 |
-0.0064 |
-0.6% |
1.0987 |
| High |
1.1026 |
1.0977 |
-0.0049 |
-0.4% |
1.1054 |
| Low |
1.0923 |
1.0904 |
-0.0019 |
-0.2% |
1.0910 |
| Close |
1.0956 |
1.0950 |
-0.0006 |
-0.1% |
1.1045 |
| Range |
0.0103 |
0.0073 |
-0.0030 |
-29.1% |
0.0144 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
48,942 |
41,442 |
-7,500 |
-15.3% |
204,549 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1129 |
1.0990 |
|
| R3 |
1.1090 |
1.1056 |
1.0970 |
|
| R2 |
1.1017 |
1.1017 |
1.0963 |
|
| R1 |
1.0983 |
1.0983 |
1.0957 |
1.0964 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0934 |
| S1 |
1.0910 |
1.0910 |
1.0943 |
1.0891 |
| S2 |
1.0871 |
1.0871 |
1.0937 |
|
| S3 |
1.0798 |
1.0837 |
1.0930 |
|
| S4 |
1.0725 |
1.0764 |
1.0910 |
|
|
| 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 |
1.0904 |
0.0161 |
1.5% |
0.0079 |
0.7% |
29% |
False |
True |
39,212 |
| 10 |
1.1065 |
1.0904 |
0.0161 |
1.5% |
0.0075 |
0.7% |
29% |
False |
True |
40,710 |
| 20 |
1.1065 |
1.0817 |
0.0248 |
2.3% |
0.0083 |
0.8% |
54% |
False |
False |
41,732 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0093 |
0.8% |
57% |
False |
False |
35,829 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0085 |
0.8% |
46% |
False |
False |
24,069 |
| 80 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0074 |
0.7% |
63% |
False |
False |
18,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1168 |
|
1.618 |
1.1095 |
|
1.000 |
1.1050 |
|
0.618 |
1.1022 |
|
HIGH |
1.0977 |
|
0.618 |
1.0949 |
|
0.500 |
1.0941 |
|
0.382 |
1.0932 |
|
LOW |
1.0904 |
|
0.618 |
1.0859 |
|
1.000 |
1.0831 |
|
1.618 |
1.0786 |
|
2.618 |
1.0713 |
|
4.250 |
1.0594 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0985 |
| PP |
1.0944 |
1.0973 |
| S1 |
1.0941 |
1.0962 |
|