CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.0638 |
1.0492 |
-0.0146 |
-1.4% |
1.0561 |
High |
1.0638 |
1.0625 |
-0.0013 |
-0.1% |
1.0902 |
Low |
1.0477 |
1.0490 |
0.0013 |
0.1% |
1.0390 |
Close |
1.0499 |
1.0591 |
0.0092 |
0.9% |
1.0548 |
Range |
0.0161 |
0.0135 |
-0.0026 |
-16.1% |
0.0512 |
ATR |
0.0109 |
0.0111 |
0.0002 |
1.7% |
0.0000 |
Volume |
47,182 |
47,284 |
102 |
0.2% |
117,767 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0974 |
1.0917 |
1.0665 |
|
R3 |
1.0839 |
1.0782 |
1.0628 |
|
R2 |
1.0704 |
1.0704 |
1.0616 |
|
R1 |
1.0647 |
1.0647 |
1.0603 |
1.0676 |
PP |
1.0569 |
1.0569 |
1.0569 |
1.0583 |
S1 |
1.0512 |
1.0512 |
1.0579 |
1.0541 |
S2 |
1.0434 |
1.0434 |
1.0566 |
|
S3 |
1.0299 |
1.0377 |
1.0554 |
|
S4 |
1.0164 |
1.0242 |
1.0517 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2149 |
1.1861 |
1.0830 |
|
R3 |
1.1637 |
1.1349 |
1.0689 |
|
R2 |
1.1125 |
1.1125 |
1.0642 |
|
R1 |
1.0837 |
1.0837 |
1.0595 |
1.0725 |
PP |
1.0613 |
1.0613 |
1.0613 |
1.0558 |
S1 |
1.0325 |
1.0325 |
1.0501 |
1.0213 |
S2 |
1.0101 |
1.0101 |
1.0454 |
|
S3 |
0.9589 |
0.9813 |
1.0407 |
|
S4 |
0.9077 |
0.9301 |
1.0266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0902 |
1.0413 |
0.0489 |
4.6% |
0.0176 |
1.7% |
36% |
False |
False |
36,289 |
10 |
1.0902 |
1.0380 |
0.0522 |
4.9% |
0.0142 |
1.3% |
40% |
False |
False |
22,756 |
20 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0111 |
1.0% |
50% |
False |
False |
11,492 |
40 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0068 |
0.6% |
40% |
False |
False |
5,755 |
60 |
1.1108 |
1.0280 |
0.0828 |
7.8% |
0.0053 |
0.5% |
38% |
False |
False |
3,841 |
80 |
1.1203 |
1.0280 |
0.0923 |
8.7% |
0.0042 |
0.4% |
34% |
False |
False |
2,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1199 |
2.618 |
1.0978 |
1.618 |
1.0843 |
1.000 |
1.0760 |
0.618 |
1.0708 |
HIGH |
1.0625 |
0.618 |
1.0573 |
0.500 |
1.0558 |
0.382 |
1.0542 |
LOW |
1.0490 |
0.618 |
1.0407 |
1.000 |
1.0355 |
1.618 |
1.0272 |
2.618 |
1.0137 |
4.250 |
0.9916 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0580 |
1.0690 |
PP |
1.0569 |
1.0657 |
S1 |
1.0558 |
1.0624 |
|