CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0486 |
1.0561 |
0.0075 |
0.7% |
1.0360 |
| High |
1.0516 |
1.0580 |
0.0064 |
0.6% |
1.0530 |
| Low |
1.0380 |
1.0417 |
0.0037 |
0.4% |
1.0350 |
| Close |
1.0439 |
1.0432 |
-0.0007 |
-0.1% |
1.0439 |
| Range |
0.0136 |
0.0163 |
0.0027 |
19.9% |
0.0180 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
8.2% |
0.0000 |
| Volume |
11,951 |
10,761 |
-1,190 |
-10.0% |
16,198 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0862 |
1.0522 |
|
| R3 |
1.0802 |
1.0699 |
1.0477 |
|
| R2 |
1.0639 |
1.0639 |
1.0462 |
|
| R1 |
1.0536 |
1.0536 |
1.0447 |
1.0506 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0462 |
| S1 |
1.0373 |
1.0373 |
1.0417 |
1.0343 |
| S2 |
1.0313 |
1.0313 |
1.0402 |
|
| S3 |
1.0150 |
1.0210 |
1.0387 |
|
| S4 |
0.9987 |
1.0047 |
1.0342 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0889 |
1.0538 |
|
| R3 |
1.0800 |
1.0709 |
1.0489 |
|
| R2 |
1.0620 |
1.0620 |
1.0472 |
|
| R1 |
1.0529 |
1.0529 |
1.0456 |
1.0575 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0462 |
| S1 |
1.0349 |
1.0349 |
1.0423 |
1.0395 |
| S2 |
1.0260 |
1.0260 |
1.0406 |
|
| S3 |
1.0080 |
1.0169 |
1.0390 |
|
| S4 |
0.9900 |
0.9989 |
1.0340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0580 |
1.0367 |
0.0213 |
2.0% |
0.0114 |
1.1% |
31% |
True |
False |
5,266 |
| 10 |
1.0580 |
1.0280 |
0.0300 |
2.9% |
0.0102 |
1.0% |
51% |
True |
False |
2,812 |
| 20 |
1.0735 |
1.0280 |
0.0455 |
4.4% |
0.0078 |
0.7% |
33% |
False |
False |
1,432 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0049 |
0.5% |
19% |
False |
False |
721 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0038 |
0.4% |
18% |
False |
False |
483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1007 |
|
1.618 |
1.0844 |
|
1.000 |
1.0743 |
|
0.618 |
1.0681 |
|
HIGH |
1.0580 |
|
0.618 |
1.0518 |
|
0.500 |
1.0499 |
|
0.382 |
1.0479 |
|
LOW |
1.0417 |
|
0.618 |
1.0316 |
|
1.000 |
1.0254 |
|
1.618 |
1.0153 |
|
2.618 |
0.9990 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0499 |
1.0480 |
| PP |
1.0476 |
1.0464 |
| S1 |
1.0454 |
1.0448 |
|