CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0404 |
1.0368 |
-0.0036 |
-0.3% |
1.0469 |
| High |
1.0443 |
1.0483 |
0.0040 |
0.4% |
1.0497 |
| Low |
1.0336 |
1.0361 |
0.0025 |
0.2% |
1.0235 |
| Close |
1.0364 |
1.0451 |
0.0087 |
0.8% |
1.0337 |
| Range |
0.0107 |
0.0122 |
0.0015 |
14.0% |
0.0262 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.0% |
0.0000 |
| Volume |
39,031 |
53,082 |
14,051 |
36.0% |
247,441 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0798 |
1.0746 |
1.0518 |
|
| R3 |
1.0676 |
1.0624 |
1.0485 |
|
| R2 |
1.0554 |
1.0554 |
1.0473 |
|
| R1 |
1.0502 |
1.0502 |
1.0462 |
1.0528 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0445 |
| S1 |
1.0380 |
1.0380 |
1.0440 |
1.0406 |
| S2 |
1.0310 |
1.0310 |
1.0429 |
|
| S3 |
1.0188 |
1.0258 |
1.0417 |
|
| S4 |
1.0066 |
1.0136 |
1.0384 |
|
|
| 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 |
1.0483 |
1.0235 |
0.0248 |
2.4% |
0.0108 |
1.0% |
87% |
True |
False |
52,039 |
| 10 |
1.0567 |
1.0235 |
0.0332 |
3.2% |
0.0103 |
1.0% |
65% |
False |
False |
56,656 |
| 20 |
1.0851 |
1.0235 |
0.0616 |
5.9% |
0.0094 |
0.9% |
35% |
False |
False |
53,229 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
7.9% |
0.0089 |
0.8% |
26% |
False |
False |
47,811 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.5% |
0.0092 |
0.9% |
24% |
False |
False |
43,461 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0089 |
0.9% |
22% |
False |
False |
32,936 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0080 |
0.8% |
22% |
False |
False |
26,351 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0071 |
0.7% |
22% |
False |
False |
21,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0802 |
|
1.618 |
1.0680 |
|
1.000 |
1.0605 |
|
0.618 |
1.0558 |
|
HIGH |
1.0483 |
|
0.618 |
1.0436 |
|
0.500 |
1.0422 |
|
0.382 |
1.0408 |
|
LOW |
1.0361 |
|
0.618 |
1.0286 |
|
1.000 |
1.0239 |
|
1.618 |
1.0164 |
|
2.618 |
1.0042 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0434 |
| PP |
1.0432 |
1.0416 |
| S1 |
1.0422 |
1.0399 |
|