CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0745 |
1.0684 |
-0.0061 |
-0.6% |
1.0836 |
| High |
1.0761 |
1.0717 |
-0.0044 |
-0.4% |
1.0901 |
| Low |
1.0679 |
1.0596 |
-0.0083 |
-0.8% |
1.0748 |
| Close |
1.0697 |
1.0607 |
-0.0090 |
-0.8% |
1.0761 |
| Range |
0.0082 |
0.0121 |
0.0039 |
47.6% |
0.0153 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.8% |
0.0000 |
| Volume |
44,386 |
49,068 |
4,682 |
10.5% |
230,608 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0926 |
1.0674 |
|
| R3 |
1.0882 |
1.0805 |
1.0640 |
|
| R2 |
1.0761 |
1.0761 |
1.0629 |
|
| R1 |
1.0684 |
1.0684 |
1.0618 |
1.0662 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0629 |
| S1 |
1.0563 |
1.0563 |
1.0596 |
1.0541 |
| S2 |
1.0519 |
1.0519 |
1.0585 |
|
| S3 |
1.0398 |
1.0442 |
1.0574 |
|
| S4 |
1.0277 |
1.0321 |
1.0540 |
|
|
| 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 |
1.0851 |
1.0596 |
0.0255 |
2.4% |
0.0077 |
0.7% |
4% |
False |
True |
47,418 |
| 10 |
1.1026 |
1.0596 |
0.0430 |
4.1% |
0.0082 |
0.8% |
3% |
False |
True |
45,369 |
| 20 |
1.1065 |
1.0596 |
0.0469 |
4.4% |
0.0077 |
0.7% |
2% |
False |
True |
42,838 |
| 40 |
1.1119 |
1.0596 |
0.0523 |
4.9% |
0.0085 |
0.8% |
2% |
False |
True |
40,992 |
| 60 |
1.1213 |
1.0596 |
0.0617 |
5.8% |
0.0089 |
0.8% |
2% |
False |
True |
30,120 |
| 80 |
1.1213 |
1.0596 |
0.0617 |
5.8% |
0.0080 |
0.8% |
2% |
False |
True |
22,594 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.8% |
0.0069 |
0.7% |
16% |
False |
False |
18,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1034 |
|
1.618 |
1.0913 |
|
1.000 |
1.0838 |
|
0.618 |
1.0792 |
|
HIGH |
1.0717 |
|
0.618 |
1.0671 |
|
0.500 |
1.0657 |
|
0.382 |
1.0642 |
|
LOW |
1.0596 |
|
0.618 |
1.0521 |
|
1.000 |
1.0475 |
|
1.618 |
1.0400 |
|
2.618 |
1.0279 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0693 |
| PP |
1.0640 |
1.0664 |
| S1 |
1.0624 |
1.0636 |
|