CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0404 |
0.0056 |
0.5% |
1.0469 |
| High |
1.0421 |
1.0443 |
0.0022 |
0.2% |
1.0497 |
| Low |
1.0315 |
1.0336 |
0.0021 |
0.2% |
1.0235 |
| Close |
1.0403 |
1.0364 |
-0.0039 |
-0.4% |
1.0337 |
| Range |
0.0106 |
0.0107 |
0.0001 |
0.9% |
0.0262 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.0% |
0.0000 |
| Volume |
37,785 |
39,031 |
1,246 |
3.3% |
247,441 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0702 |
1.0640 |
1.0423 |
|
| R3 |
1.0595 |
1.0533 |
1.0393 |
|
| R2 |
1.0488 |
1.0488 |
1.0384 |
|
| R1 |
1.0426 |
1.0426 |
1.0374 |
1.0404 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0370 |
| S1 |
1.0319 |
1.0319 |
1.0354 |
1.0297 |
| S2 |
1.0274 |
1.0274 |
1.0344 |
|
| S3 |
1.0167 |
1.0212 |
1.0335 |
|
| S4 |
1.0060 |
1.0105 |
1.0305 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1002 |
1.0481 |
|
| R3 |
1.0880 |
1.0740 |
1.0409 |
|
| R2 |
1.0618 |
1.0618 |
1.0385 |
|
| R1 |
1.0478 |
1.0478 |
1.0361 |
1.0417 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0326 |
| S1 |
1.0216 |
1.0216 |
1.0313 |
1.0155 |
| S2 |
1.0094 |
1.0094 |
1.0289 |
|
| S3 |
0.9832 |
0.9954 |
1.0265 |
|
| S4 |
0.9570 |
0.9692 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0443 |
1.0235 |
0.0208 |
2.0% |
0.0105 |
1.0% |
62% |
True |
False |
52,549 |
| 10 |
1.0675 |
1.0235 |
0.0440 |
4.2% |
0.0104 |
1.0% |
29% |
False |
False |
56,757 |
| 20 |
1.0878 |
1.0235 |
0.0643 |
6.2% |
0.0091 |
0.9% |
20% |
False |
False |
52,827 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
8.0% |
0.0087 |
0.8% |
16% |
False |
False |
47,715 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.5% |
0.0091 |
0.9% |
15% |
False |
False |
42,680 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0088 |
0.9% |
13% |
False |
False |
32,273 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0079 |
0.8% |
13% |
False |
False |
25,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0898 |
|
2.618 |
1.0723 |
|
1.618 |
1.0616 |
|
1.000 |
1.0550 |
|
0.618 |
1.0509 |
|
HIGH |
1.0443 |
|
0.618 |
1.0402 |
|
0.500 |
1.0390 |
|
0.382 |
1.0377 |
|
LOW |
1.0336 |
|
0.618 |
1.0270 |
|
1.000 |
1.0229 |
|
1.618 |
1.0163 |
|
2.618 |
1.0056 |
|
4.250 |
0.9881 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0390 |
1.0356 |
| PP |
1.0381 |
1.0347 |
| S1 |
1.0373 |
1.0339 |
|