CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0464 |
-0.0012 |
-0.1% |
1.0348 |
| High |
1.0512 |
1.0494 |
-0.0018 |
-0.2% |
1.0512 |
| Low |
1.0441 |
1.0355 |
-0.0086 |
-0.8% |
1.0315 |
| Close |
1.0494 |
1.0415 |
-0.0079 |
-0.8% |
1.0415 |
| Range |
0.0071 |
0.0139 |
0.0068 |
95.8% |
0.0197 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.3% |
0.0000 |
| Volume |
50,238 |
54,264 |
4,026 |
8.0% |
234,400 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0766 |
1.0491 |
|
| R3 |
1.0699 |
1.0627 |
1.0453 |
|
| R2 |
1.0560 |
1.0560 |
1.0440 |
|
| R1 |
1.0488 |
1.0488 |
1.0428 |
1.0455 |
| PP |
1.0421 |
1.0421 |
1.0421 |
1.0405 |
| S1 |
1.0349 |
1.0349 |
1.0402 |
1.0316 |
| S2 |
1.0282 |
1.0282 |
1.0390 |
|
| S3 |
1.0143 |
1.0210 |
1.0377 |
|
| S4 |
1.0004 |
1.0071 |
1.0339 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0907 |
1.0523 |
|
| R3 |
1.0808 |
1.0710 |
1.0469 |
|
| R2 |
1.0611 |
1.0611 |
1.0451 |
|
| R1 |
1.0513 |
1.0513 |
1.0433 |
1.0562 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0439 |
| S1 |
1.0316 |
1.0316 |
1.0397 |
1.0365 |
| S2 |
1.0217 |
1.0217 |
1.0379 |
|
| S3 |
1.0020 |
1.0119 |
1.0361 |
|
| S4 |
0.9823 |
0.9922 |
1.0307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0512 |
1.0315 |
0.0197 |
1.9% |
0.0109 |
1.0% |
51% |
False |
False |
46,880 |
| 10 |
1.0512 |
1.0235 |
0.0277 |
2.7% |
0.0105 |
1.0% |
65% |
False |
False |
52,833 |
| 20 |
1.0789 |
1.0235 |
0.0554 |
5.3% |
0.0098 |
0.9% |
32% |
False |
False |
53,035 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
8.0% |
0.0089 |
0.9% |
22% |
False |
False |
48,135 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.5% |
0.0091 |
0.9% |
20% |
False |
False |
44,625 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0090 |
0.9% |
18% |
False |
False |
34,243 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0082 |
0.8% |
18% |
False |
False |
27,395 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0072 |
0.7% |
18% |
False |
False |
22,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1085 |
|
2.618 |
1.0858 |
|
1.618 |
1.0719 |
|
1.000 |
1.0633 |
|
0.618 |
1.0580 |
|
HIGH |
1.0494 |
|
0.618 |
1.0441 |
|
0.500 |
1.0425 |
|
0.382 |
1.0408 |
|
LOW |
1.0355 |
|
0.618 |
1.0269 |
|
1.000 |
1.0216 |
|
1.618 |
1.0130 |
|
2.618 |
0.9991 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0434 |
| PP |
1.0421 |
1.0427 |
| S1 |
1.0418 |
1.0421 |
|