CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0469 |
0.0032 |
0.3% |
1.0641 |
| High |
1.0484 |
1.0497 |
0.0013 |
0.1% |
1.0678 |
| Low |
1.0407 |
1.0380 |
-0.0027 |
-0.3% |
1.0407 |
| Close |
1.0425 |
1.0403 |
-0.0022 |
-0.2% |
1.0425 |
| Range |
0.0077 |
0.0117 |
0.0040 |
51.9% |
0.0271 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.4% |
0.0000 |
| Volume |
46,491 |
61,508 |
15,017 |
32.3% |
293,844 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0707 |
1.0467 |
|
| R3 |
1.0661 |
1.0590 |
1.0435 |
|
| R2 |
1.0544 |
1.0544 |
1.0424 |
|
| R1 |
1.0473 |
1.0473 |
1.0414 |
1.0450 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0415 |
| S1 |
1.0356 |
1.0356 |
1.0392 |
1.0333 |
| S2 |
1.0310 |
1.0310 |
1.0382 |
|
| S3 |
1.0193 |
1.0239 |
1.0371 |
|
| S4 |
1.0076 |
1.0122 |
1.0339 |
|
|
| 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 |
1.0675 |
1.0380 |
0.0295 |
2.8% |
0.0102 |
1.0% |
8% |
False |
True |
60,964 |
| 10 |
1.0717 |
1.0380 |
0.0337 |
3.2% |
0.0097 |
0.9% |
7% |
False |
True |
56,074 |
| 20 |
1.1065 |
1.0380 |
0.0685 |
6.6% |
0.0087 |
0.8% |
3% |
False |
True |
49,730 |
| 40 |
1.1119 |
1.0380 |
0.0739 |
7.1% |
0.0087 |
0.8% |
3% |
False |
True |
46,065 |
| 60 |
1.1119 |
1.0380 |
0.0739 |
7.1% |
0.0090 |
0.9% |
3% |
False |
True |
38,516 |
| 80 |
1.1213 |
1.0380 |
0.0833 |
8.0% |
0.0084 |
0.8% |
3% |
False |
True |
28,989 |
| 100 |
1.1213 |
1.0380 |
0.0833 |
8.0% |
0.0075 |
0.7% |
3% |
False |
True |
23,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0994 |
|
2.618 |
1.0803 |
|
1.618 |
1.0686 |
|
1.000 |
1.0614 |
|
0.618 |
1.0569 |
|
HIGH |
1.0497 |
|
0.618 |
1.0452 |
|
0.500 |
1.0439 |
|
0.382 |
1.0425 |
|
LOW |
1.0380 |
|
0.618 |
1.0308 |
|
1.000 |
1.0263 |
|
1.618 |
1.0191 |
|
2.618 |
1.0074 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0439 |
| PP |
1.0427 |
1.0427 |
| S1 |
1.0415 |
1.0415 |
|