CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0836 |
-0.0118 |
-1.1% |
1.1034 |
| High |
1.0976 |
1.0901 |
-0.0075 |
-0.7% |
1.1065 |
| Low |
1.0893 |
1.0792 |
-0.0101 |
-0.9% |
1.0893 |
| Close |
1.0901 |
1.0869 |
-0.0032 |
-0.3% |
1.0901 |
| Range |
0.0083 |
0.0109 |
0.0026 |
31.3% |
0.0172 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.2% |
0.0000 |
| Volume |
39,245 |
41,933 |
2,688 |
6.8% |
194,922 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1181 |
1.1134 |
1.0929 |
|
| R3 |
1.1072 |
1.1025 |
1.0899 |
|
| R2 |
1.0963 |
1.0963 |
1.0889 |
|
| R1 |
1.0916 |
1.0916 |
1.0879 |
1.0940 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0866 |
| S1 |
1.0807 |
1.0807 |
1.0859 |
1.0831 |
| S2 |
1.0745 |
1.0745 |
1.0849 |
|
| S3 |
1.0636 |
1.0698 |
1.0839 |
|
| S4 |
1.0527 |
1.0589 |
1.0809 |
|
|
| 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 |
1.0792 |
0.0273 |
2.5% |
0.0088 |
0.8% |
28% |
False |
True |
40,159 |
| 10 |
1.1065 |
1.0792 |
0.0273 |
2.5% |
0.0076 |
0.7% |
28% |
False |
True |
39,820 |
| 20 |
1.1065 |
1.0792 |
0.0273 |
2.5% |
0.0084 |
0.8% |
28% |
False |
True |
42,602 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0091 |
0.8% |
37% |
False |
False |
37,606 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0087 |
0.8% |
30% |
False |
False |
25,422 |
| 80 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0076 |
0.7% |
52% |
False |
False |
19,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1364 |
|
2.618 |
1.1186 |
|
1.618 |
1.1077 |
|
1.000 |
1.1010 |
|
0.618 |
1.0968 |
|
HIGH |
1.0901 |
|
0.618 |
1.0859 |
|
0.500 |
1.0847 |
|
0.382 |
1.0834 |
|
LOW |
1.0792 |
|
0.618 |
1.0725 |
|
1.000 |
1.0683 |
|
1.618 |
1.0616 |
|
2.618 |
1.0507 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0885 |
| PP |
1.0854 |
1.0879 |
| S1 |
1.0847 |
1.0874 |
|