CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0469 |
1.0404 |
-0.0065 |
-0.6% |
1.0641 |
| High |
1.0497 |
1.0406 |
-0.0091 |
-0.9% |
1.0678 |
| Low |
1.0380 |
1.0296 |
-0.0084 |
-0.8% |
1.0407 |
| Close |
1.0403 |
1.0313 |
-0.0090 |
-0.9% |
1.0425 |
| Range |
0.0117 |
0.0110 |
-0.0007 |
-6.0% |
0.0271 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
61,508 |
55,632 |
-5,876 |
-9.6% |
293,844 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0601 |
1.0374 |
|
| R3 |
1.0558 |
1.0491 |
1.0343 |
|
| R2 |
1.0448 |
1.0448 |
1.0333 |
|
| R1 |
1.0381 |
1.0381 |
1.0323 |
1.0360 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0328 |
| S1 |
1.0271 |
1.0271 |
1.0303 |
1.0250 |
| S2 |
1.0228 |
1.0228 |
1.0293 |
|
| S3 |
1.0118 |
1.0161 |
1.0283 |
|
| S4 |
1.0008 |
1.0051 |
1.0253 |
|
|
| 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 |
1.0567 |
1.0296 |
0.0271 |
2.6% |
0.0097 |
0.9% |
6% |
False |
True |
61,272 |
| 10 |
1.0678 |
1.0296 |
0.0382 |
3.7% |
0.0096 |
0.9% |
4% |
False |
True |
56,730 |
| 20 |
1.1026 |
1.0296 |
0.0730 |
7.1% |
0.0089 |
0.9% |
2% |
False |
True |
51,049 |
| 40 |
1.1117 |
1.0296 |
0.0821 |
8.0% |
0.0087 |
0.8% |
2% |
False |
True |
46,603 |
| 60 |
1.1119 |
1.0296 |
0.0823 |
8.0% |
0.0091 |
0.9% |
2% |
False |
True |
39,432 |
| 80 |
1.1213 |
1.0296 |
0.0917 |
8.9% |
0.0085 |
0.8% |
2% |
False |
True |
29,684 |
| 100 |
1.1213 |
1.0296 |
0.0917 |
8.9% |
0.0075 |
0.7% |
2% |
False |
True |
23,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0694 |
|
1.618 |
1.0584 |
|
1.000 |
1.0516 |
|
0.618 |
1.0474 |
|
HIGH |
1.0406 |
|
0.618 |
1.0364 |
|
0.500 |
1.0351 |
|
0.382 |
1.0338 |
|
LOW |
1.0296 |
|
0.618 |
1.0228 |
|
1.000 |
1.0186 |
|
1.618 |
1.0118 |
|
2.618 |
1.0008 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0397 |
| PP |
1.0338 |
1.0369 |
| S1 |
1.0326 |
1.0341 |
|