CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0410 |
0.0029 |
0.3% |
1.0348 |
| High |
1.0434 |
1.0503 |
0.0069 |
0.7% |
1.0512 |
| Low |
1.0363 |
1.0387 |
0.0024 |
0.2% |
1.0315 |
| Close |
1.0409 |
1.0483 |
0.0074 |
0.7% |
1.0415 |
| Range |
0.0071 |
0.0116 |
0.0045 |
63.4% |
0.0197 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0000 |
| Volume |
62,040 |
52,893 |
-9,147 |
-14.7% |
234,400 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0806 |
1.0760 |
1.0547 |
|
| R3 |
1.0690 |
1.0644 |
1.0515 |
|
| R2 |
1.0574 |
1.0574 |
1.0504 |
|
| R1 |
1.0528 |
1.0528 |
1.0494 |
1.0551 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0469 |
| S1 |
1.0412 |
1.0412 |
1.0472 |
1.0435 |
| S2 |
1.0342 |
1.0342 |
1.0462 |
|
| S3 |
1.0226 |
1.0296 |
1.0451 |
|
| S4 |
1.0110 |
1.0180 |
1.0419 |
|
|
| 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% |
0.0115 |
1.1% |
59% |
False |
False |
54,716 |
| 10 |
1.0573 |
1.0235 |
0.0338 |
3.2% |
0.0112 |
1.1% |
73% |
False |
False |
53,378 |
| 20 |
1.0678 |
1.0235 |
0.0443 |
4.2% |
0.0104 |
1.0% |
56% |
False |
False |
55,054 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
7.9% |
0.0091 |
0.9% |
30% |
False |
False |
48,946 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.4% |
0.0091 |
0.9% |
28% |
False |
False |
45,679 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0092 |
0.9% |
25% |
False |
False |
36,354 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0085 |
0.8% |
25% |
False |
False |
29,086 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0075 |
0.7% |
25% |
False |
False |
24,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0807 |
|
1.618 |
1.0691 |
|
1.000 |
1.0619 |
|
0.618 |
1.0575 |
|
HIGH |
1.0503 |
|
0.618 |
1.0459 |
|
0.500 |
1.0445 |
|
0.382 |
1.0431 |
|
LOW |
1.0387 |
|
0.618 |
1.0315 |
|
1.000 |
1.0271 |
|
1.618 |
1.0199 |
|
2.618 |
1.0083 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0478 |
| PP |
1.0458 |
1.0473 |
| S1 |
1.0445 |
1.0468 |
|