CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0670 |
0.0029 |
0.3% |
1.0745 |
| High |
1.0678 |
1.0675 |
-0.0003 |
0.0% |
1.0761 |
| Low |
1.0598 |
1.0542 |
-0.0056 |
-0.5% |
1.0530 |
| Close |
1.0650 |
1.0593 |
-0.0057 |
-0.5% |
1.0609 |
| Range |
0.0080 |
0.0133 |
0.0053 |
66.3% |
0.0231 |
| ATR |
0.0083 |
0.0086 |
0.0004 |
4.3% |
0.0000 |
| Volume |
50,531 |
54,090 |
3,559 |
7.0% |
249,777 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0931 |
1.0666 |
|
| R3 |
1.0869 |
1.0798 |
1.0630 |
|
| R2 |
1.0736 |
1.0736 |
1.0617 |
|
| R1 |
1.0665 |
1.0665 |
1.0605 |
1.0634 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0588 |
| S1 |
1.0532 |
1.0532 |
1.0581 |
1.0501 |
| S2 |
1.0470 |
1.0470 |
1.0569 |
|
| S3 |
1.0337 |
1.0399 |
1.0556 |
|
| S4 |
1.0204 |
1.0266 |
1.0520 |
|
|
| 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 |
1.0678 |
1.0530 |
0.0148 |
1.4% |
0.0094 |
0.9% |
43% |
False |
False |
52,188 |
| 10 |
1.0851 |
1.0530 |
0.0321 |
3.0% |
0.0085 |
0.8% |
20% |
False |
False |
49,803 |
| 20 |
1.1065 |
1.0530 |
0.0535 |
5.1% |
0.0081 |
0.8% |
12% |
False |
False |
45,211 |
| 40 |
1.1119 |
1.0530 |
0.0589 |
5.6% |
0.0084 |
0.8% |
11% |
False |
False |
43,329 |
| 60 |
1.1205 |
1.0530 |
0.0675 |
6.4% |
0.0089 |
0.8% |
9% |
False |
False |
34,461 |
| 80 |
1.1213 |
1.0530 |
0.0683 |
6.4% |
0.0082 |
0.8% |
9% |
False |
False |
25,855 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.8% |
0.0072 |
0.7% |
14% |
False |
False |
20,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1023 |
|
1.618 |
1.0890 |
|
1.000 |
1.0808 |
|
0.618 |
1.0757 |
|
HIGH |
1.0675 |
|
0.618 |
1.0624 |
|
0.500 |
1.0609 |
|
0.382 |
1.0593 |
|
LOW |
1.0542 |
|
0.618 |
1.0460 |
|
1.000 |
1.0409 |
|
1.618 |
1.0327 |
|
2.618 |
1.0194 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0604 |
| PP |
1.0603 |
1.0600 |
| S1 |
1.0598 |
1.0597 |
|