CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0594 |
0.0008 |
0.1% |
1.0561 |
| High |
1.0621 |
1.0596 |
-0.0025 |
-0.2% |
1.0902 |
| Low |
1.0547 |
1.0457 |
-0.0090 |
-0.9% |
1.0390 |
| Close |
1.0568 |
1.0474 |
-0.0094 |
-0.9% |
1.0548 |
| Range |
0.0074 |
0.0139 |
0.0065 |
87.8% |
0.0512 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
2.0% |
0.0000 |
| Volume |
45,672 |
55,107 |
9,435 |
20.7% |
117,767 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0839 |
1.0550 |
|
| R3 |
1.0787 |
1.0700 |
1.0512 |
|
| R2 |
1.0648 |
1.0648 |
1.0499 |
|
| R1 |
1.0561 |
1.0561 |
1.0487 |
1.0535 |
| PP |
1.0509 |
1.0509 |
1.0509 |
1.0496 |
| S1 |
1.0422 |
1.0422 |
1.0461 |
1.0396 |
| S2 |
1.0370 |
1.0370 |
1.0449 |
|
| S3 |
1.0231 |
1.0283 |
1.0436 |
|
| S4 |
1.0092 |
1.0144 |
1.0398 |
|
|
| 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 |
1.0457 |
0.0445 |
4.2% |
0.0180 |
1.7% |
4% |
False |
True |
47,908 |
| 10 |
1.0902 |
1.0380 |
0.0522 |
5.0% |
0.0146 |
1.4% |
18% |
False |
False |
32,496 |
| 20 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0114 |
1.1% |
31% |
False |
False |
16,528 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0073 |
0.7% |
25% |
False |
False |
8,274 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0056 |
0.5% |
23% |
False |
False |
5,520 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0044 |
0.4% |
23% |
False |
False |
4,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.0960 |
|
1.618 |
1.0821 |
|
1.000 |
1.0735 |
|
0.618 |
1.0682 |
|
HIGH |
1.0596 |
|
0.618 |
1.0543 |
|
0.500 |
1.0527 |
|
0.382 |
1.0510 |
|
LOW |
1.0457 |
|
0.618 |
1.0371 |
|
1.000 |
1.0318 |
|
1.618 |
1.0232 |
|
2.618 |
1.0093 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0527 |
1.0541 |
| PP |
1.0509 |
1.0519 |
| S1 |
1.0492 |
1.0496 |
|