CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0469 |
1.0512 |
0.0043 |
0.4% |
1.0543 |
| High |
1.0522 |
1.0879 |
0.0357 |
3.4% |
1.0879 |
| Low |
1.0445 |
1.0486 |
0.0041 |
0.4% |
1.0363 |
| Close |
1.0491 |
1.0524 |
0.0033 |
0.3% |
1.0524 |
| Range |
0.0077 |
0.0393 |
0.0316 |
410.4% |
0.0516 |
| ATR |
0.0101 |
0.0122 |
0.0021 |
20.7% |
0.0000 |
| Volume |
46,204 |
10,121 |
-36,083 |
-78.1% |
225,405 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1809 |
1.1559 |
1.0740 |
|
| R3 |
1.1416 |
1.1166 |
1.0632 |
|
| R2 |
1.1023 |
1.1023 |
1.0596 |
|
| R1 |
1.0773 |
1.0773 |
1.0560 |
1.0898 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0692 |
| S1 |
1.0380 |
1.0380 |
1.0488 |
1.0505 |
| S2 |
1.0237 |
1.0237 |
1.0452 |
|
| S3 |
0.9844 |
0.9987 |
1.0416 |
|
| S4 |
0.9451 |
0.9594 |
1.0308 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.1846 |
1.0808 |
|
| R3 |
1.1621 |
1.1330 |
1.0666 |
|
| R2 |
1.1105 |
1.1105 |
1.0619 |
|
| R1 |
1.0814 |
1.0814 |
1.0571 |
1.0702 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0532 |
| S1 |
1.0298 |
1.0298 |
1.0477 |
1.0186 |
| S2 |
1.0073 |
1.0073 |
1.0429 |
|
| S3 |
0.9557 |
0.9782 |
1.0382 |
|
| S4 |
0.9041 |
0.9266 |
1.0240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0879 |
1.0363 |
0.0516 |
4.9% |
0.0167 |
1.6% |
31% |
True |
False |
45,081 |
| 10 |
1.0879 |
1.0315 |
0.0564 |
5.4% |
0.0138 |
1.3% |
37% |
True |
False |
45,980 |
| 20 |
1.0879 |
1.0235 |
0.0644 |
6.1% |
0.0121 |
1.1% |
45% |
True |
False |
52,558 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
7.9% |
0.0098 |
0.9% |
35% |
False |
False |
48,195 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.4% |
0.0096 |
0.9% |
33% |
False |
False |
45,566 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0097 |
0.9% |
30% |
False |
False |
37,056 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0088 |
0.8% |
30% |
False |
False |
29,649 |
| 120 |
1.1213 |
1.0235 |
0.0978 |
9.3% |
0.0078 |
0.7% |
30% |
False |
False |
24,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2549 |
|
2.618 |
1.1908 |
|
1.618 |
1.1515 |
|
1.000 |
1.1272 |
|
0.618 |
1.1122 |
|
HIGH |
1.0879 |
|
0.618 |
1.0729 |
|
0.500 |
1.0683 |
|
0.382 |
1.0636 |
|
LOW |
1.0486 |
|
0.618 |
1.0243 |
|
1.000 |
1.0093 |
|
1.618 |
0.9850 |
|
2.618 |
0.9457 |
|
4.250 |
0.8816 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0683 |
1.0633 |
| PP |
1.0630 |
1.0597 |
| S1 |
1.0577 |
1.0560 |
|