CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0410 |
1.0469 |
0.0059 |
0.6% |
1.0348 |
| High |
1.0503 |
1.0522 |
0.0019 |
0.2% |
1.0512 |
| Low |
1.0387 |
1.0445 |
0.0058 |
0.6% |
1.0315 |
| Close |
1.0483 |
1.0491 |
0.0008 |
0.1% |
1.0415 |
| Range |
0.0116 |
0.0077 |
-0.0039 |
-33.6% |
0.0197 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
52,893 |
46,204 |
-6,689 |
-12.6% |
234,400 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0681 |
1.0533 |
|
| R3 |
1.0640 |
1.0604 |
1.0512 |
|
| R2 |
1.0563 |
1.0563 |
1.0505 |
|
| R1 |
1.0527 |
1.0527 |
1.0498 |
1.0545 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0495 |
| S1 |
1.0450 |
1.0450 |
1.0484 |
1.0468 |
| S2 |
1.0409 |
1.0409 |
1.0477 |
|
| S3 |
1.0332 |
1.0373 |
1.0470 |
|
| S4 |
1.0255 |
1.0296 |
1.0449 |
|
|
| 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% |
62% |
False |
False |
53,909 |
| 10 |
1.0573 |
1.0235 |
0.0338 |
3.2% |
0.0112 |
1.1% |
76% |
False |
False |
52,263 |
| 20 |
1.0678 |
1.0235 |
0.0443 |
4.2% |
0.0104 |
1.0% |
58% |
False |
False |
54,625 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
7.9% |
0.0091 |
0.9% |
31% |
False |
False |
49,020 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.4% |
0.0091 |
0.9% |
29% |
False |
False |
45,962 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0092 |
0.9% |
26% |
False |
False |
36,930 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0084 |
0.8% |
26% |
False |
False |
29,548 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0074 |
0.7% |
26% |
False |
False |
24,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0724 |
|
1.618 |
1.0647 |
|
1.000 |
1.0599 |
|
0.618 |
1.0570 |
|
HIGH |
1.0522 |
|
0.618 |
1.0493 |
|
0.500 |
1.0484 |
|
0.382 |
1.0474 |
|
LOW |
1.0445 |
|
0.618 |
1.0397 |
|
1.000 |
1.0368 |
|
1.618 |
1.0320 |
|
2.618 |
1.0243 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0489 |
1.0475 |
| PP |
1.0486 |
1.0459 |
| S1 |
1.0484 |
1.0443 |
|