CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0360 |
0.0040 |
0.4% |
1.0486 |
| High |
1.0404 |
1.0437 |
0.0033 |
0.3% |
1.0506 |
| Low |
1.0280 |
1.0350 |
0.0070 |
0.7% |
1.0280 |
| Close |
1.0362 |
1.0428 |
0.0066 |
0.6% |
1.0362 |
| Range |
0.0124 |
0.0087 |
-0.0037 |
-29.8% |
0.0226 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.3% |
0.0000 |
| Volume |
729 |
625 |
-104 |
-14.3% |
1,168 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0666 |
1.0634 |
1.0476 |
|
| R3 |
1.0579 |
1.0547 |
1.0452 |
|
| R2 |
1.0492 |
1.0492 |
1.0444 |
|
| R1 |
1.0460 |
1.0460 |
1.0436 |
1.0476 |
| PP |
1.0405 |
1.0405 |
1.0405 |
1.0413 |
| S1 |
1.0373 |
1.0373 |
1.0420 |
1.0389 |
| S2 |
1.0318 |
1.0318 |
1.0412 |
|
| S3 |
1.0231 |
1.0286 |
1.0404 |
|
| S4 |
1.0144 |
1.0199 |
1.0380 |
|
|
| 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% |
0.0090 |
0.9% |
65% |
False |
False |
358 |
| 10 |
1.0684 |
1.0280 |
0.0404 |
3.9% |
0.0075 |
0.7% |
37% |
False |
False |
210 |
| 20 |
1.0885 |
1.0280 |
0.0605 |
5.8% |
0.0055 |
0.5% |
24% |
False |
False |
117 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0037 |
0.4% |
19% |
False |
False |
65 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0029 |
0.3% |
18% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0807 |
|
2.618 |
1.0665 |
|
1.618 |
1.0578 |
|
1.000 |
1.0524 |
|
0.618 |
1.0491 |
|
HIGH |
1.0437 |
|
0.618 |
1.0404 |
|
0.500 |
1.0394 |
|
0.382 |
1.0383 |
|
LOW |
1.0350 |
|
0.618 |
1.0296 |
|
1.000 |
1.0263 |
|
1.618 |
1.0209 |
|
2.618 |
1.0122 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0405 |
| PP |
1.0405 |
1.0382 |
| S1 |
1.0394 |
1.0359 |
|