CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0635 |
0.0018 |
0.2% |
1.0463 |
| High |
1.0621 |
1.0635 |
0.0014 |
0.1% |
1.0730 |
| Low |
1.0617 |
1.0598 |
-0.0019 |
-0.2% |
1.0463 |
| Close |
1.0621 |
1.0598 |
-0.0023 |
-0.2% |
1.0580 |
| Range |
0.0004 |
0.0037 |
0.0033 |
825.0% |
0.0267 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0697 |
1.0618 |
|
| R3 |
1.0684 |
1.0660 |
1.0608 |
|
| R2 |
1.0647 |
1.0647 |
1.0605 |
|
| R1 |
1.0623 |
1.0623 |
1.0601 |
1.0617 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0607 |
| S1 |
1.0586 |
1.0586 |
1.0595 |
1.0580 |
| S2 |
1.0573 |
1.0573 |
1.0591 |
|
| S3 |
1.0536 |
1.0549 |
1.0588 |
|
| S4 |
1.0499 |
1.0512 |
1.0578 |
|
|
| 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 |
1.0517 |
0.0213 |
2.0% |
0.0041 |
0.4% |
38% |
False |
False |
1 |
| 10 |
1.0730 |
1.0463 |
0.0267 |
2.5% |
0.0021 |
0.2% |
51% |
False |
False |
1 |
| 20 |
1.0730 |
1.0350 |
0.0380 |
3.6% |
0.0011 |
0.1% |
65% |
False |
False |
1 |
| 40 |
1.1081 |
1.0350 |
0.0731 |
6.9% |
0.0006 |
0.1% |
34% |
False |
False |
1 |
| 60 |
1.1117 |
1.0350 |
0.0767 |
7.2% |
0.0006 |
0.1% |
32% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0792 |
|
2.618 |
1.0732 |
|
1.618 |
1.0695 |
|
1.000 |
1.0672 |
|
0.618 |
1.0658 |
|
HIGH |
1.0635 |
|
0.618 |
1.0621 |
|
0.500 |
1.0617 |
|
0.382 |
1.0612 |
|
LOW |
1.0598 |
|
0.618 |
1.0575 |
|
1.000 |
1.0561 |
|
1.618 |
1.0538 |
|
2.618 |
1.0501 |
|
4.250 |
1.0441 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0591 |
| PP |
1.0610 |
1.0583 |
| S1 |
1.0604 |
1.0576 |
|