CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.0561 |
1.0404 |
-0.0157 |
-1.5% |
1.0360 |
High |
1.0580 |
1.0457 |
-0.0123 |
-1.2% |
1.0530 |
Low |
1.0417 |
1.0390 |
-0.0027 |
-0.3% |
1.0350 |
Close |
1.0432 |
1.0434 |
0.0002 |
0.0% |
1.0439 |
Range |
0.0163 |
0.0067 |
-0.0096 |
-58.9% |
0.0180 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
10,761 |
20,026 |
9,265 |
86.1% |
16,198 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0628 |
1.0598 |
1.0471 |
|
R3 |
1.0561 |
1.0531 |
1.0452 |
|
R2 |
1.0494 |
1.0494 |
1.0446 |
|
R1 |
1.0464 |
1.0464 |
1.0440 |
1.0479 |
PP |
1.0427 |
1.0427 |
1.0427 |
1.0435 |
S1 |
1.0397 |
1.0397 |
1.0428 |
1.0412 |
S2 |
1.0360 |
1.0360 |
1.0422 |
|
S3 |
1.0293 |
1.0330 |
1.0416 |
|
S4 |
1.0226 |
1.0263 |
1.0397 |
|
|
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 |
1.0380 |
0.0200 |
1.9% |
0.0108 |
1.0% |
27% |
False |
False |
9,224 |
10 |
1.0580 |
1.0280 |
0.0300 |
2.9% |
0.0100 |
1.0% |
51% |
False |
False |
4,812 |
20 |
1.0709 |
1.0280 |
0.0429 |
4.1% |
0.0080 |
0.8% |
36% |
False |
False |
2,433 |
40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0049 |
0.5% |
20% |
False |
False |
1,221 |
60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0039 |
0.4% |
19% |
False |
False |
817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0742 |
2.618 |
1.0632 |
1.618 |
1.0565 |
1.000 |
1.0524 |
0.618 |
1.0498 |
HIGH |
1.0457 |
0.618 |
1.0431 |
0.500 |
1.0424 |
0.382 |
1.0416 |
LOW |
1.0390 |
0.618 |
1.0349 |
1.000 |
1.0323 |
1.618 |
1.0282 |
2.618 |
1.0215 |
4.250 |
1.0105 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0431 |
1.0480 |
PP |
1.0427 |
1.0465 |
S1 |
1.0424 |
1.0449 |
|