CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0381 |
-0.0162 |
-1.5% |
1.0348 |
| High |
1.0573 |
1.0434 |
-0.0139 |
-1.3% |
1.0512 |
| Low |
1.0393 |
1.0363 |
-0.0030 |
-0.3% |
1.0315 |
| Close |
1.0409 |
1.0409 |
0.0000 |
0.0% |
1.0415 |
| Range |
0.0180 |
0.0071 |
-0.0109 |
-60.6% |
0.0197 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
54,147 |
62,040 |
7,893 |
14.6% |
234,400 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0583 |
1.0448 |
|
| R3 |
1.0544 |
1.0512 |
1.0429 |
|
| R2 |
1.0473 |
1.0473 |
1.0422 |
|
| R1 |
1.0441 |
1.0441 |
1.0416 |
1.0457 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0410 |
| S1 |
1.0370 |
1.0370 |
1.0402 |
1.0386 |
| S2 |
1.0331 |
1.0331 |
1.0396 |
|
| S3 |
1.0260 |
1.0299 |
1.0389 |
|
| S4 |
1.0189 |
1.0228 |
1.0370 |
|
|
| 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 |
1.0573 |
1.0355 |
0.0218 |
2.1% |
0.0117 |
1.1% |
25% |
False |
False |
54,754 |
| 10 |
1.0573 |
1.0235 |
0.0338 |
3.2% |
0.0111 |
1.1% |
51% |
False |
False |
53,652 |
| 20 |
1.0717 |
1.0235 |
0.0482 |
4.6% |
0.0104 |
1.0% |
36% |
False |
False |
54,863 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
8.0% |
0.0089 |
0.9% |
21% |
False |
False |
48,452 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.5% |
0.0091 |
0.9% |
20% |
False |
False |
45,429 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0091 |
0.9% |
18% |
False |
False |
35,694 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0084 |
0.8% |
18% |
False |
False |
28,557 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0074 |
0.7% |
18% |
False |
False |
23,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0620 |
|
1.618 |
1.0549 |
|
1.000 |
1.0505 |
|
0.618 |
1.0478 |
|
HIGH |
1.0434 |
|
0.618 |
1.0407 |
|
0.500 |
1.0399 |
|
0.382 |
1.0390 |
|
LOW |
1.0363 |
|
0.618 |
1.0319 |
|
1.000 |
1.0292 |
|
1.618 |
1.0248 |
|
2.618 |
1.0177 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0406 |
1.0464 |
| PP |
1.0402 |
1.0446 |
| S1 |
1.0399 |
1.0427 |
|