CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0329 |
1.0320 |
-0.0009 |
-0.1% |
1.0486 |
| High |
1.0370 |
1.0404 |
0.0034 |
0.3% |
1.0506 |
| Low |
1.0311 |
1.0280 |
-0.0031 |
-0.3% |
1.0280 |
| Close |
1.0322 |
1.0362 |
0.0040 |
0.4% |
1.0362 |
| Range |
0.0059 |
0.0124 |
0.0065 |
110.2% |
0.0226 |
| ATR |
0.0061 |
0.0066 |
0.0004 |
7.4% |
0.0000 |
| Volume |
282 |
729 |
447 |
158.5% |
1,168 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0665 |
1.0430 |
|
| R3 |
1.0597 |
1.0541 |
1.0396 |
|
| R2 |
1.0473 |
1.0473 |
1.0385 |
|
| R1 |
1.0417 |
1.0417 |
1.0373 |
1.0445 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0363 |
| S1 |
1.0293 |
1.0293 |
1.0351 |
1.0321 |
| S2 |
1.0225 |
1.0225 |
1.0339 |
|
| S3 |
1.0101 |
1.0169 |
1.0328 |
|
| S4 |
0.9977 |
1.0045 |
1.0294 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0937 |
1.0486 |
|
| R3 |
1.0835 |
1.0711 |
1.0424 |
|
| R2 |
1.0609 |
1.0609 |
1.0403 |
|
| R1 |
1.0485 |
1.0485 |
1.0383 |
1.0434 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0357 |
| S1 |
1.0259 |
1.0259 |
1.0341 |
1.0208 |
| S2 |
1.0157 |
1.0157 |
1.0321 |
|
| S3 |
0.9931 |
1.0033 |
1.0300 |
|
| S4 |
0.9705 |
0.9807 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0506 |
1.0280 |
0.0226 |
2.2% |
0.0085 |
0.8% |
36% |
False |
True |
245 |
| 10 |
1.0684 |
1.0280 |
0.0404 |
3.9% |
0.0073 |
0.7% |
20% |
False |
True |
155 |
| 20 |
1.0917 |
1.0280 |
0.0637 |
6.1% |
0.0050 |
0.5% |
13% |
False |
True |
86 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0035 |
0.3% |
10% |
False |
True |
49 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
8.0% |
0.0028 |
0.3% |
10% |
False |
True |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0931 |
|
2.618 |
1.0729 |
|
1.618 |
1.0605 |
|
1.000 |
1.0528 |
|
0.618 |
1.0481 |
|
HIGH |
1.0404 |
|
0.618 |
1.0357 |
|
0.500 |
1.0342 |
|
0.382 |
1.0327 |
|
LOW |
1.0280 |
|
0.618 |
1.0203 |
|
1.000 |
1.0156 |
|
1.618 |
1.0079 |
|
2.618 |
0.9955 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0355 |
1.0358 |
| PP |
1.0349 |
1.0354 |
| S1 |
1.0342 |
1.0350 |
|