CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0404 |
1.0302 |
-0.0102 |
-1.0% |
1.0641 |
| High |
1.0406 |
1.0347 |
-0.0059 |
-0.6% |
1.0678 |
| Low |
1.0296 |
1.0274 |
-0.0022 |
-0.2% |
1.0407 |
| Close |
1.0313 |
1.0300 |
-0.0013 |
-0.1% |
1.0425 |
| Range |
0.0110 |
0.0073 |
-0.0037 |
-33.6% |
0.0271 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
55,632 |
57,351 |
1,719 |
3.1% |
293,844 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0486 |
1.0340 |
|
| R3 |
1.0453 |
1.0413 |
1.0320 |
|
| R2 |
1.0380 |
1.0380 |
1.0313 |
|
| R1 |
1.0340 |
1.0340 |
1.0307 |
1.0324 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0299 |
| S1 |
1.0267 |
1.0267 |
1.0293 |
1.0251 |
| S2 |
1.0234 |
1.0234 |
1.0287 |
|
| S3 |
1.0161 |
1.0194 |
1.0280 |
|
| S4 |
1.0088 |
1.0121 |
1.0260 |
|
|
| 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 |
1.0497 |
1.0274 |
0.0223 |
2.2% |
0.0089 |
0.9% |
12% |
False |
True |
57,907 |
| 10 |
1.0678 |
1.0274 |
0.0404 |
3.9% |
0.0097 |
0.9% |
6% |
False |
True |
56,986 |
| 20 |
1.0977 |
1.0274 |
0.0703 |
6.8% |
0.0087 |
0.8% |
4% |
False |
True |
51,470 |
| 40 |
1.1065 |
1.0274 |
0.0791 |
7.7% |
0.0086 |
0.8% |
3% |
False |
True |
46,868 |
| 60 |
1.1119 |
1.0274 |
0.0845 |
8.2% |
0.0091 |
0.9% |
3% |
False |
True |
40,380 |
| 80 |
1.1213 |
1.0274 |
0.0939 |
9.1% |
0.0085 |
0.8% |
3% |
False |
True |
30,401 |
| 100 |
1.1213 |
1.0274 |
0.0939 |
9.1% |
0.0076 |
0.7% |
3% |
False |
True |
24,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0538 |
|
1.618 |
1.0465 |
|
1.000 |
1.0420 |
|
0.618 |
1.0392 |
|
HIGH |
1.0347 |
|
0.618 |
1.0319 |
|
0.500 |
1.0311 |
|
0.382 |
1.0302 |
|
LOW |
1.0274 |
|
0.618 |
1.0229 |
|
1.000 |
1.0201 |
|
1.618 |
1.0156 |
|
2.618 |
1.0083 |
|
4.250 |
0.9964 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0311 |
1.0386 |
| PP |
1.0307 |
1.0357 |
| S1 |
1.0304 |
1.0329 |
|