CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0475 |
0.0007 |
0.1% |
1.0638 |
| High |
1.0500 |
1.0483 |
-0.0017 |
-0.2% |
1.0638 |
| Low |
1.0447 |
1.0407 |
-0.0040 |
-0.4% |
1.0447 |
| Close |
1.0483 |
1.0428 |
-0.0055 |
-0.5% |
1.0483 |
| Range |
0.0053 |
0.0076 |
0.0023 |
43.4% |
0.0191 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
41,193 |
29,514 |
-11,679 |
-28.4% |
236,438 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0624 |
1.0470 |
|
| R3 |
1.0591 |
1.0548 |
1.0449 |
|
| R2 |
1.0515 |
1.0515 |
1.0442 |
|
| R1 |
1.0472 |
1.0472 |
1.0435 |
1.0456 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0431 |
| S1 |
1.0396 |
1.0396 |
1.0421 |
1.0380 |
| S2 |
1.0363 |
1.0363 |
1.0414 |
|
| S3 |
1.0287 |
1.0320 |
1.0407 |
|
| S4 |
1.0211 |
1.0244 |
1.0386 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.0980 |
1.0588 |
|
| R3 |
1.0905 |
1.0789 |
1.0536 |
|
| R2 |
1.0714 |
1.0714 |
1.0518 |
|
| R1 |
1.0598 |
1.0598 |
1.0501 |
1.0561 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0504 |
| S1 |
1.0407 |
1.0407 |
1.0465 |
1.0370 |
| S2 |
1.0332 |
1.0332 |
1.0448 |
|
| S3 |
1.0141 |
1.0216 |
1.0430 |
|
| S4 |
0.9950 |
1.0025 |
1.0378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0407 |
0.0218 |
2.1% |
0.0095 |
0.9% |
10% |
False |
True |
43,754 |
| 10 |
1.0902 |
1.0390 |
0.0512 |
4.9% |
0.0129 |
1.2% |
7% |
False |
False |
37,295 |
| 20 |
1.0902 |
1.0280 |
0.0622 |
6.0% |
0.0116 |
1.1% |
24% |
False |
False |
20,054 |
| 40 |
1.1044 |
1.0280 |
0.0764 |
7.3% |
0.0074 |
0.7% |
19% |
False |
False |
10,042 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0058 |
0.6% |
18% |
False |
False |
6,698 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0045 |
0.4% |
18% |
False |
False |
5,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0806 |
|
2.618 |
1.0682 |
|
1.618 |
1.0606 |
|
1.000 |
1.0559 |
|
0.618 |
1.0530 |
|
HIGH |
1.0483 |
|
0.618 |
1.0454 |
|
0.500 |
1.0445 |
|
0.382 |
1.0436 |
|
LOW |
1.0407 |
|
0.618 |
1.0360 |
|
1.000 |
1.0331 |
|
1.618 |
1.0284 |
|
2.618 |
1.0208 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0445 |
1.0502 |
| PP |
1.0439 |
1.0477 |
| S1 |
1.0434 |
1.0453 |
|