CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0607 |
-0.0077 |
-0.7% |
1.0836 |
| High |
1.0717 |
1.0626 |
-0.0091 |
-0.8% |
1.0901 |
| Low |
1.0596 |
1.0563 |
-0.0033 |
-0.3% |
1.0748 |
| Close |
1.0607 |
1.0596 |
-0.0011 |
-0.1% |
1.0761 |
| Range |
0.0121 |
0.0063 |
-0.0058 |
-47.9% |
0.0153 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
49,068 |
54,792 |
5,724 |
11.7% |
230,608 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0753 |
1.0631 |
|
| R3 |
1.0721 |
1.0690 |
1.0613 |
|
| R2 |
1.0658 |
1.0658 |
1.0608 |
|
| R1 |
1.0627 |
1.0627 |
1.0602 |
1.0611 |
| PP |
1.0595 |
1.0595 |
1.0595 |
1.0587 |
| S1 |
1.0564 |
1.0564 |
1.0590 |
1.0548 |
| S2 |
1.0532 |
1.0532 |
1.0584 |
|
| S3 |
1.0469 |
1.0501 |
1.0579 |
|
| S4 |
1.0406 |
1.0438 |
1.0561 |
|
|
| 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 |
1.0807 |
1.0563 |
0.0244 |
2.3% |
0.0070 |
0.7% |
14% |
False |
True |
45,309 |
| 10 |
1.0977 |
1.0563 |
0.0414 |
3.9% |
0.0078 |
0.7% |
8% |
False |
True |
45,954 |
| 20 |
1.1065 |
1.0563 |
0.0502 |
4.7% |
0.0077 |
0.7% |
7% |
False |
True |
43,415 |
| 40 |
1.1119 |
1.0563 |
0.0556 |
5.2% |
0.0085 |
0.8% |
6% |
False |
True |
41,631 |
| 60 |
1.1213 |
1.0563 |
0.0650 |
6.1% |
0.0088 |
0.8% |
5% |
False |
True |
31,032 |
| 80 |
1.1213 |
1.0563 |
0.0650 |
6.1% |
0.0079 |
0.7% |
5% |
False |
True |
23,279 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.8% |
0.0068 |
0.6% |
15% |
False |
False |
18,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0894 |
|
2.618 |
1.0791 |
|
1.618 |
1.0728 |
|
1.000 |
1.0689 |
|
0.618 |
1.0665 |
|
HIGH |
1.0626 |
|
0.618 |
1.0602 |
|
0.500 |
1.0595 |
|
0.382 |
1.0587 |
|
LOW |
1.0563 |
|
0.618 |
1.0524 |
|
1.000 |
1.0500 |
|
1.618 |
1.0461 |
|
2.618 |
1.0398 |
|
4.250 |
1.0295 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0662 |
| PP |
1.0595 |
1.0640 |
| S1 |
1.0595 |
1.0618 |
|