CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0485 |
-0.0074 |
-0.7% |
1.0745 |
| High |
1.0567 |
1.0492 |
-0.0075 |
-0.7% |
1.0761 |
| Low |
1.0451 |
1.0425 |
-0.0026 |
-0.2% |
1.0530 |
| Close |
1.0472 |
1.0428 |
-0.0044 |
-0.4% |
1.0609 |
| Range |
0.0116 |
0.0067 |
-0.0049 |
-42.2% |
0.0231 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
74,179 |
68,553 |
-5,626 |
-7.6% |
249,777 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0606 |
1.0465 |
|
| R3 |
1.0582 |
1.0539 |
1.0446 |
|
| R2 |
1.0515 |
1.0515 |
1.0440 |
|
| R1 |
1.0472 |
1.0472 |
1.0434 |
1.0460 |
| PP |
1.0448 |
1.0448 |
1.0448 |
1.0443 |
| S1 |
1.0405 |
1.0405 |
1.0422 |
1.0393 |
| S2 |
1.0381 |
1.0381 |
1.0416 |
|
| S3 |
1.0314 |
1.0338 |
1.0410 |
|
| S4 |
1.0247 |
1.0271 |
1.0391 |
|
|
| 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 |
1.0425 |
0.0253 |
2.4% |
0.0104 |
1.0% |
1% |
False |
True |
59,488 |
| 10 |
1.0789 |
1.0425 |
0.0364 |
3.5% |
0.0090 |
0.9% |
1% |
False |
True |
53,237 |
| 20 |
1.1065 |
1.0425 |
0.0640 |
6.1% |
0.0084 |
0.8% |
0% |
False |
True |
48,152 |
| 40 |
1.1119 |
1.0425 |
0.0694 |
6.7% |
0.0086 |
0.8% |
0% |
False |
True |
45,186 |
| 60 |
1.1119 |
1.0425 |
0.0694 |
6.7% |
0.0089 |
0.9% |
0% |
False |
True |
36,796 |
| 80 |
1.1213 |
1.0425 |
0.0788 |
7.6% |
0.0082 |
0.8% |
0% |
False |
True |
27,639 |
| 100 |
1.1213 |
1.0425 |
0.0788 |
7.6% |
0.0074 |
0.7% |
0% |
False |
True |
22,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0667 |
|
1.618 |
1.0600 |
|
1.000 |
1.0559 |
|
0.618 |
1.0533 |
|
HIGH |
1.0492 |
|
0.618 |
1.0466 |
|
0.500 |
1.0459 |
|
0.382 |
1.0451 |
|
LOW |
1.0425 |
|
0.618 |
1.0384 |
|
1.000 |
1.0358 |
|
1.618 |
1.0317 |
|
2.618 |
1.0250 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0459 |
1.0550 |
| PP |
1.0448 |
1.0509 |
| S1 |
1.0438 |
1.0469 |
|