CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0427 |
1.0401 |
-0.0026 |
-0.2% |
1.0638 |
| High |
1.0437 |
1.0447 |
0.0010 |
0.1% |
1.0638 |
| Low |
1.0384 |
1.0353 |
-0.0031 |
-0.3% |
1.0447 |
| Close |
1.0394 |
1.0368 |
-0.0026 |
-0.3% |
1.0483 |
| Range |
0.0053 |
0.0094 |
0.0041 |
77.4% |
0.0191 |
| ATR |
0.0099 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
30,681 |
39,906 |
9,225 |
30.1% |
236,438 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0614 |
1.0420 |
|
| R3 |
1.0577 |
1.0520 |
1.0394 |
|
| R2 |
1.0483 |
1.0483 |
1.0385 |
|
| R1 |
1.0426 |
1.0426 |
1.0377 |
1.0408 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0380 |
| S1 |
1.0332 |
1.0332 |
1.0359 |
1.0314 |
| S2 |
1.0295 |
1.0295 |
1.0351 |
|
| S3 |
1.0201 |
1.0238 |
1.0342 |
|
| S4 |
1.0107 |
1.0144 |
1.0316 |
|
|
| 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 |
1.0500 |
1.0353 |
0.0147 |
1.4% |
0.0070 |
0.7% |
10% |
False |
True |
34,994 |
| 10 |
1.0902 |
1.0353 |
0.0549 |
5.3% |
0.0125 |
1.2% |
3% |
False |
True |
41,451 |
| 20 |
1.0902 |
1.0280 |
0.0622 |
6.0% |
0.0115 |
1.1% |
14% |
False |
False |
25,245 |
| 40 |
1.0966 |
1.0280 |
0.0686 |
6.6% |
0.0079 |
0.8% |
13% |
False |
False |
12,647 |
| 60 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0060 |
0.6% |
11% |
False |
False |
8,436 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
8.0% |
0.0048 |
0.5% |
11% |
False |
False |
6,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0847 |
|
2.618 |
1.0693 |
|
1.618 |
1.0599 |
|
1.000 |
1.0541 |
|
0.618 |
1.0505 |
|
HIGH |
1.0447 |
|
0.618 |
1.0411 |
|
0.500 |
1.0400 |
|
0.382 |
1.0389 |
|
LOW |
1.0353 |
|
0.618 |
1.0295 |
|
1.000 |
1.0259 |
|
1.618 |
1.0201 |
|
2.618 |
1.0107 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0405 |
| PP |
1.0389 |
1.0392 |
| S1 |
1.0379 |
1.0380 |
|