CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0954 |
-0.0002 |
0.0% |
1.1034 |
| High |
1.0977 |
1.0976 |
-0.0001 |
0.0% |
1.1065 |
| Low |
1.0904 |
1.0893 |
-0.0011 |
-0.1% |
1.0893 |
| Close |
1.0950 |
1.0901 |
-0.0049 |
-0.4% |
1.0901 |
| Range |
0.0073 |
0.0083 |
0.0010 |
13.7% |
0.0172 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0000 |
| Volume |
41,442 |
39,245 |
-2,197 |
-5.3% |
194,922 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1120 |
1.0947 |
|
| R3 |
1.1089 |
1.1037 |
1.0924 |
|
| R2 |
1.1006 |
1.1006 |
1.0916 |
|
| R1 |
1.0954 |
1.0954 |
1.0909 |
1.0939 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0916 |
| S1 |
1.0871 |
1.0871 |
1.0893 |
1.0856 |
| S2 |
1.0840 |
1.0840 |
1.0886 |
|
| S3 |
1.0757 |
1.0788 |
1.0878 |
|
| S4 |
1.0674 |
1.0705 |
1.0855 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1357 |
1.0996 |
|
| R3 |
1.1297 |
1.1185 |
1.0948 |
|
| R2 |
1.1125 |
1.1125 |
1.0933 |
|
| R1 |
1.1013 |
1.1013 |
1.0917 |
1.0983 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0938 |
| S1 |
1.0841 |
1.0841 |
1.0885 |
1.0811 |
| S2 |
1.0781 |
1.0781 |
1.0869 |
|
| S3 |
1.0609 |
1.0669 |
1.0854 |
|
| S4 |
1.0437 |
1.0497 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1065 |
1.0893 |
0.0172 |
1.6% |
0.0076 |
0.7% |
5% |
False |
True |
38,984 |
| 10 |
1.1065 |
1.0893 |
0.0172 |
1.6% |
0.0075 |
0.7% |
5% |
False |
True |
39,947 |
| 20 |
1.1065 |
1.0817 |
0.0248 |
2.3% |
0.0082 |
0.8% |
34% |
False |
False |
41,326 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0092 |
0.8% |
45% |
False |
False |
36,754 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0086 |
0.8% |
36% |
False |
False |
24,723 |
| 80 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0075 |
0.7% |
56% |
False |
False |
18,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1193 |
|
1.618 |
1.1110 |
|
1.000 |
1.1059 |
|
0.618 |
1.1027 |
|
HIGH |
1.0976 |
|
0.618 |
1.0944 |
|
0.500 |
1.0935 |
|
0.382 |
1.0925 |
|
LOW |
1.0893 |
|
0.618 |
1.0842 |
|
1.000 |
1.0810 |
|
1.618 |
1.0759 |
|
2.618 |
1.0676 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0960 |
| PP |
1.0923 |
1.0940 |
| S1 |
1.0912 |
1.0921 |
|