CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0730 |
0.0179 |
1.7% |
1.0463 |
| High |
1.0553 |
1.0730 |
0.0177 |
1.7% |
1.0730 |
| Low |
1.0548 |
1.0580 |
0.0032 |
0.3% |
1.0463 |
| Close |
1.0548 |
1.0580 |
0.0032 |
0.3% |
1.0580 |
| Range |
0.0005 |
0.0150 |
0.0145 |
2,900.0% |
0.0267 |
| ATR |
0.0042 |
0.0052 |
0.0010 |
23.8% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
6 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.0980 |
1.0663 |
|
| R3 |
1.0930 |
1.0830 |
1.0621 |
|
| R2 |
1.0780 |
1.0780 |
1.0608 |
|
| R1 |
1.0680 |
1.0680 |
1.0594 |
1.0655 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0618 |
| S1 |
1.0530 |
1.0530 |
1.0566 |
1.0505 |
| S2 |
1.0480 |
1.0480 |
1.0553 |
|
| S3 |
1.0330 |
1.0380 |
1.0539 |
|
| S4 |
1.0180 |
1.0230 |
1.0498 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1253 |
1.0727 |
|
| R3 |
1.1125 |
1.0986 |
1.0653 |
|
| R2 |
1.0858 |
1.0858 |
1.0629 |
|
| R1 |
1.0719 |
1.0719 |
1.0604 |
1.0789 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0626 |
| S1 |
1.0452 |
1.0452 |
1.0556 |
1.0522 |
| S2 |
1.0324 |
1.0324 |
1.0531 |
|
| S3 |
1.0057 |
1.0185 |
1.0507 |
|
| S4 |
0.9790 |
0.9918 |
1.0433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0730 |
1.0463 |
0.0267 |
2.5% |
0.0031 |
0.3% |
44% |
True |
False |
1 |
| 10 |
1.0730 |
1.0421 |
0.0309 |
2.9% |
0.0016 |
0.1% |
51% |
True |
False |
1 |
| 20 |
1.0730 |
1.0350 |
0.0380 |
3.6% |
0.0008 |
0.1% |
61% |
True |
False |
1 |
| 40 |
1.1081 |
1.0350 |
0.0731 |
6.9% |
0.0005 |
0.0% |
31% |
False |
False |
1 |
| 60 |
1.1117 |
1.0350 |
0.0767 |
7.2% |
0.0005 |
0.0% |
30% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.1123 |
|
1.618 |
1.0973 |
|
1.000 |
1.0880 |
|
0.618 |
1.0823 |
|
HIGH |
1.0730 |
|
0.618 |
1.0673 |
|
0.500 |
1.0655 |
|
0.382 |
1.0637 |
|
LOW |
1.0580 |
|
0.618 |
1.0487 |
|
1.000 |
1.0430 |
|
1.618 |
1.0337 |
|
2.618 |
1.0187 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0636 |
| PP |
1.0630 |
1.0617 |
| S1 |
1.0605 |
1.0599 |
|