CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0745 |
-0.0024 |
-0.2% |
1.0836 |
| High |
1.0789 |
1.0761 |
-0.0028 |
-0.3% |
1.0901 |
| Low |
1.0748 |
1.0679 |
-0.0069 |
-0.6% |
1.0748 |
| Close |
1.0761 |
1.0697 |
-0.0064 |
-0.6% |
1.0761 |
| Range |
0.0041 |
0.0082 |
0.0041 |
100.0% |
0.0153 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.3% |
0.0000 |
| Volume |
35,248 |
44,386 |
9,138 |
25.9% |
230,608 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0910 |
1.0742 |
|
| R3 |
1.0876 |
1.0828 |
1.0720 |
|
| R2 |
1.0794 |
1.0794 |
1.0712 |
|
| R1 |
1.0746 |
1.0746 |
1.0705 |
1.0729 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0704 |
| S1 |
1.0664 |
1.0664 |
1.0689 |
1.0647 |
| S2 |
1.0630 |
1.0630 |
1.0682 |
|
| S3 |
1.0548 |
1.0582 |
1.0674 |
|
| S4 |
1.0466 |
1.0500 |
1.0652 |
|
|
| 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 |
1.0878 |
1.0679 |
0.0199 |
1.9% |
0.0065 |
0.6% |
9% |
False |
True |
46,612 |
| 10 |
1.1065 |
1.0679 |
0.0386 |
3.6% |
0.0077 |
0.7% |
5% |
False |
True |
43,385 |
| 20 |
1.1065 |
1.0679 |
0.0386 |
3.6% |
0.0075 |
0.7% |
5% |
False |
True |
42,041 |
| 40 |
1.1119 |
1.0679 |
0.0440 |
4.1% |
0.0084 |
0.8% |
4% |
False |
True |
40,712 |
| 60 |
1.1213 |
1.0679 |
0.0534 |
5.0% |
0.0087 |
0.8% |
3% |
False |
True |
29,305 |
| 80 |
1.1213 |
1.0679 |
0.0534 |
5.0% |
0.0079 |
0.7% |
3% |
False |
True |
21,981 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.8% |
0.0068 |
0.6% |
29% |
False |
False |
17,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1110 |
|
2.618 |
1.0976 |
|
1.618 |
1.0894 |
|
1.000 |
1.0843 |
|
0.618 |
1.0812 |
|
HIGH |
1.0761 |
|
0.618 |
1.0730 |
|
0.500 |
1.0720 |
|
0.382 |
1.0710 |
|
LOW |
1.0679 |
|
0.618 |
1.0628 |
|
1.000 |
1.0597 |
|
1.618 |
1.0546 |
|
2.618 |
1.0464 |
|
4.250 |
1.0331 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0743 |
| PP |
1.0712 |
1.0728 |
| S1 |
1.0705 |
1.0712 |
|