CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0593 |
1.0561 |
-0.0032 |
-0.3% |
1.0745 |
| High |
1.0618 |
1.0656 |
0.0038 |
0.4% |
1.0761 |
| Low |
1.0550 |
1.0530 |
-0.0020 |
-0.2% |
1.0530 |
| Close |
1.0590 |
1.0609 |
0.0019 |
0.2% |
1.0609 |
| Range |
0.0068 |
0.0126 |
0.0058 |
85.3% |
0.0231 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
4.1% |
0.0000 |
| Volume |
51,443 |
50,088 |
-1,355 |
-2.6% |
249,777 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0919 |
1.0678 |
|
| R3 |
1.0850 |
1.0793 |
1.0644 |
|
| R2 |
1.0724 |
1.0724 |
1.0632 |
|
| R1 |
1.0667 |
1.0667 |
1.0621 |
1.0696 |
| PP |
1.0598 |
1.0598 |
1.0598 |
1.0613 |
| S1 |
1.0541 |
1.0541 |
1.0597 |
1.0570 |
| S2 |
1.0472 |
1.0472 |
1.0586 |
|
| S3 |
1.0346 |
1.0415 |
1.0574 |
|
| S4 |
1.0220 |
1.0289 |
1.0540 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1326 |
1.1199 |
1.0736 |
|
| R3 |
1.1095 |
1.0968 |
1.0673 |
|
| R2 |
1.0864 |
1.0864 |
1.0651 |
|
| R1 |
1.0737 |
1.0737 |
1.0630 |
1.0685 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0608 |
| S1 |
1.0506 |
1.0506 |
1.0588 |
1.0454 |
| S2 |
1.0402 |
1.0402 |
1.0567 |
|
| S3 |
1.0171 |
1.0275 |
1.0545 |
|
| S4 |
0.9940 |
1.0044 |
1.0482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0761 |
1.0530 |
0.0231 |
2.2% |
0.0092 |
0.9% |
34% |
False |
True |
49,955 |
| 10 |
1.0901 |
1.0530 |
0.0371 |
3.5% |
0.0081 |
0.8% |
21% |
False |
True |
48,038 |
| 20 |
1.1065 |
1.0530 |
0.0535 |
5.0% |
0.0078 |
0.7% |
15% |
False |
True |
43,992 |
| 40 |
1.1119 |
1.0530 |
0.0589 |
5.6% |
0.0085 |
0.8% |
13% |
False |
True |
42,442 |
| 60 |
1.1213 |
1.0530 |
0.0683 |
6.4% |
0.0089 |
0.8% |
12% |
False |
True |
32,720 |
| 80 |
1.1213 |
1.0530 |
0.0683 |
6.4% |
0.0080 |
0.8% |
12% |
False |
True |
24,548 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.8% |
0.0070 |
0.7% |
17% |
False |
False |
19,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.0986 |
|
1.618 |
1.0860 |
|
1.000 |
1.0782 |
|
0.618 |
1.0734 |
|
HIGH |
1.0656 |
|
0.618 |
1.0608 |
|
0.500 |
1.0593 |
|
0.382 |
1.0578 |
|
LOW |
1.0530 |
|
0.618 |
1.0452 |
|
1.000 |
1.0404 |
|
1.618 |
1.0326 |
|
2.618 |
1.0200 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0604 |
1.0604 |
| PP |
1.0598 |
1.0598 |
| S1 |
1.0593 |
1.0593 |
|