CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0368 |
1.0476 |
0.0108 |
1.0% |
1.0469 |
| High |
1.0483 |
1.0512 |
0.0029 |
0.3% |
1.0497 |
| Low |
1.0361 |
1.0441 |
0.0080 |
0.8% |
1.0235 |
| Close |
1.0451 |
1.0494 |
0.0043 |
0.4% |
1.0337 |
| Range |
0.0122 |
0.0071 |
-0.0051 |
-41.8% |
0.0262 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
53,082 |
50,238 |
-2,844 |
-5.4% |
247,441 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0666 |
1.0533 |
|
| R3 |
1.0624 |
1.0595 |
1.0514 |
|
| R2 |
1.0553 |
1.0553 |
1.0507 |
|
| R1 |
1.0524 |
1.0524 |
1.0501 |
1.0539 |
| PP |
1.0482 |
1.0482 |
1.0482 |
1.0490 |
| S1 |
1.0453 |
1.0453 |
1.0487 |
1.0468 |
| S2 |
1.0411 |
1.0411 |
1.0481 |
|
| S3 |
1.0340 |
1.0382 |
1.0474 |
|
| S4 |
1.0269 |
1.0311 |
1.0455 |
|
|
| 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 |
1.0512 |
1.0235 |
0.0277 |
2.6% |
0.0107 |
1.0% |
94% |
True |
False |
50,617 |
| 10 |
1.0512 |
1.0235 |
0.0277 |
2.6% |
0.0098 |
0.9% |
94% |
True |
False |
54,262 |
| 20 |
1.0807 |
1.0235 |
0.0572 |
5.5% |
0.0093 |
0.9% |
45% |
False |
False |
52,475 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
7.9% |
0.0088 |
0.8% |
31% |
False |
False |
47,957 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.4% |
0.0091 |
0.9% |
29% |
False |
False |
44,108 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0089 |
0.9% |
26% |
False |
False |
33,564 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0081 |
0.8% |
26% |
False |
False |
26,853 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0071 |
0.7% |
26% |
False |
False |
22,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0814 |
|
2.618 |
1.0698 |
|
1.618 |
1.0627 |
|
1.000 |
1.0583 |
|
0.618 |
1.0556 |
|
HIGH |
1.0512 |
|
0.618 |
1.0485 |
|
0.500 |
1.0477 |
|
0.382 |
1.0468 |
|
LOW |
1.0441 |
|
0.618 |
1.0397 |
|
1.000 |
1.0370 |
|
1.618 |
1.0326 |
|
2.618 |
1.0255 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0471 |
| PP |
1.0482 |
1.0447 |
| S1 |
1.0477 |
1.0424 |
|