CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0437 |
-0.0048 |
-0.5% |
1.0641 |
| High |
1.0492 |
1.0484 |
-0.0008 |
-0.1% |
1.0678 |
| Low |
1.0425 |
1.0407 |
-0.0018 |
-0.2% |
1.0407 |
| Close |
1.0428 |
1.0425 |
-0.0003 |
0.0% |
1.0425 |
| Range |
0.0067 |
0.0077 |
0.0010 |
14.9% |
0.0271 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
68,553 |
46,491 |
-22,062 |
-32.2% |
293,844 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0624 |
1.0467 |
|
| R3 |
1.0593 |
1.0547 |
1.0446 |
|
| R2 |
1.0516 |
1.0516 |
1.0439 |
|
| R1 |
1.0470 |
1.0470 |
1.0432 |
1.0455 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0431 |
| S1 |
1.0393 |
1.0393 |
1.0418 |
1.0378 |
| S2 |
1.0362 |
1.0362 |
1.0411 |
|
| S3 |
1.0285 |
1.0316 |
1.0404 |
|
| S4 |
1.0208 |
1.0239 |
1.0383 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1142 |
1.0574 |
|
| R3 |
1.1045 |
1.0871 |
1.0500 |
|
| R2 |
1.0774 |
1.0774 |
1.0475 |
|
| R1 |
1.0600 |
1.0600 |
1.0450 |
1.0552 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0479 |
| S1 |
1.0329 |
1.0329 |
1.0400 |
1.0281 |
| S2 |
1.0232 |
1.0232 |
1.0375 |
|
| S3 |
0.9961 |
1.0058 |
1.0350 |
|
| S4 |
0.9690 |
0.9787 |
1.0276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0407 |
0.0271 |
2.6% |
0.0095 |
0.9% |
7% |
False |
True |
58,768 |
| 10 |
1.0761 |
1.0407 |
0.0354 |
3.4% |
0.0093 |
0.9% |
5% |
False |
True |
54,362 |
| 20 |
1.1065 |
1.0407 |
0.0658 |
6.3% |
0.0083 |
0.8% |
3% |
False |
True |
48,457 |
| 40 |
1.1119 |
1.0407 |
0.0712 |
6.8% |
0.0086 |
0.8% |
3% |
False |
True |
45,507 |
| 60 |
1.1119 |
1.0407 |
0.0712 |
6.8% |
0.0089 |
0.9% |
3% |
False |
True |
37,520 |
| 80 |
1.1213 |
1.0407 |
0.0806 |
7.7% |
0.0082 |
0.8% |
2% |
False |
True |
28,220 |
| 100 |
1.1213 |
1.0407 |
0.0806 |
7.7% |
0.0075 |
0.7% |
2% |
False |
True |
22,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0686 |
|
1.618 |
1.0609 |
|
1.000 |
1.0561 |
|
0.618 |
1.0532 |
|
HIGH |
1.0484 |
|
0.618 |
1.0455 |
|
0.500 |
1.0446 |
|
0.382 |
1.0436 |
|
LOW |
1.0407 |
|
0.618 |
1.0359 |
|
1.000 |
1.0330 |
|
1.618 |
1.0282 |
|
2.618 |
1.0205 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0446 |
1.0487 |
| PP |
1.0439 |
1.0466 |
| S1 |
1.0432 |
1.0446 |
|