CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0872 |
0.0036 |
0.3% |
1.1034 |
| High |
1.0901 |
1.0878 |
-0.0023 |
-0.2% |
1.1065 |
| Low |
1.0792 |
1.0814 |
0.0022 |
0.2% |
1.0893 |
| Close |
1.0869 |
1.0851 |
-0.0018 |
-0.2% |
1.0901 |
| Range |
0.0109 |
0.0064 |
-0.0045 |
-41.3% |
0.0172 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
41,933 |
45,036 |
3,103 |
7.4% |
194,922 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.1009 |
1.0886 |
|
| R3 |
1.0976 |
1.0945 |
1.0869 |
|
| R2 |
1.0912 |
1.0912 |
1.0863 |
|
| R1 |
1.0881 |
1.0881 |
1.0857 |
1.0865 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0839 |
| S1 |
1.0817 |
1.0817 |
1.0845 |
1.0801 |
| S2 |
1.0784 |
1.0784 |
1.0839 |
|
| S3 |
1.0720 |
1.0753 |
1.0833 |
|
| S4 |
1.0656 |
1.0689 |
1.0816 |
|
|
| 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 |
1.1026 |
1.0792 |
0.0234 |
2.2% |
0.0086 |
0.8% |
25% |
False |
False |
43,319 |
| 10 |
1.1065 |
1.0792 |
0.0273 |
2.5% |
0.0076 |
0.7% |
22% |
False |
False |
40,618 |
| 20 |
1.1065 |
1.0792 |
0.0273 |
2.5% |
0.0083 |
0.8% |
22% |
False |
False |
42,392 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0091 |
0.8% |
32% |
False |
False |
38,577 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0088 |
0.8% |
26% |
False |
False |
26,172 |
| 80 |
1.1213 |
1.0502 |
0.0711 |
6.6% |
0.0077 |
0.7% |
49% |
False |
False |
19,631 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0066 |
0.6% |
50% |
False |
False |
15,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1046 |
|
1.618 |
1.0982 |
|
1.000 |
1.0942 |
|
0.618 |
1.0918 |
|
HIGH |
1.0878 |
|
0.618 |
1.0854 |
|
0.500 |
1.0846 |
|
0.382 |
1.0838 |
|
LOW |
1.0814 |
|
0.618 |
1.0774 |
|
1.000 |
1.0750 |
|
1.618 |
1.0710 |
|
2.618 |
1.0646 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0884 |
| PP |
1.0848 |
1.0873 |
| S1 |
1.0846 |
1.0862 |
|