CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0772 |
1.0769 |
-0.0003 |
0.0% |
1.0836 |
| High |
1.0807 |
1.0789 |
-0.0018 |
-0.2% |
1.0901 |
| Low |
1.0764 |
1.0748 |
-0.0016 |
-0.1% |
1.0748 |
| Close |
1.0786 |
1.0761 |
-0.0025 |
-0.2% |
1.0761 |
| Range |
0.0043 |
0.0041 |
-0.0002 |
-4.7% |
0.0153 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
43,054 |
35,248 |
-7,806 |
-18.1% |
230,608 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0866 |
1.0784 |
|
| R3 |
1.0848 |
1.0825 |
1.0772 |
|
| R2 |
1.0807 |
1.0807 |
1.0769 |
|
| R1 |
1.0784 |
1.0784 |
1.0765 |
1.0775 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0762 |
| S1 |
1.0743 |
1.0743 |
1.0757 |
1.0734 |
| S2 |
1.0725 |
1.0725 |
1.0753 |
|
| S3 |
1.0684 |
1.0702 |
1.0750 |
|
| S4 |
1.0643 |
1.0661 |
1.0738 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1165 |
1.0845 |
|
| R3 |
1.1109 |
1.1012 |
1.0803 |
|
| R2 |
1.0956 |
1.0956 |
1.0789 |
|
| R1 |
1.0859 |
1.0859 |
1.0775 |
1.0831 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0790 |
| S1 |
1.0706 |
1.0706 |
1.0747 |
1.0678 |
| S2 |
1.0650 |
1.0650 |
1.0733 |
|
| S3 |
1.0497 |
1.0553 |
1.0719 |
|
| S4 |
1.0344 |
1.0400 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0901 |
1.0748 |
0.0153 |
1.4% |
0.0071 |
0.7% |
8% |
False |
True |
46,121 |
| 10 |
1.1065 |
1.0748 |
0.0317 |
2.9% |
0.0073 |
0.7% |
4% |
False |
True |
42,553 |
| 20 |
1.1065 |
1.0748 |
0.0317 |
2.9% |
0.0077 |
0.7% |
4% |
False |
True |
42,547 |
| 40 |
1.1119 |
1.0748 |
0.0371 |
3.4% |
0.0085 |
0.8% |
4% |
False |
True |
40,758 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0088 |
0.8% |
7% |
False |
False |
28,566 |
| 80 |
1.1213 |
1.0705 |
0.0508 |
4.7% |
0.0078 |
0.7% |
11% |
False |
False |
21,426 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0067 |
0.6% |
38% |
False |
False |
17,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0963 |
|
2.618 |
1.0896 |
|
1.618 |
1.0855 |
|
1.000 |
1.0830 |
|
0.618 |
1.0814 |
|
HIGH |
1.0789 |
|
0.618 |
1.0773 |
|
0.500 |
1.0769 |
|
0.382 |
1.0764 |
|
LOW |
1.0748 |
|
0.618 |
1.0723 |
|
1.000 |
1.0707 |
|
1.618 |
1.0682 |
|
2.618 |
1.0641 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0800 |
| PP |
1.0766 |
1.0787 |
| S1 |
1.0764 |
1.0774 |
|