CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0519 |
0.0002 |
0.0% |
1.0517 |
| High |
1.0517 |
1.0519 |
0.0002 |
0.0% |
1.0635 |
| Low |
1.0502 |
1.0509 |
0.0007 |
0.1% |
1.0502 |
| Close |
1.0502 |
1.0511 |
0.0009 |
0.1% |
1.0511 |
| Range |
0.0015 |
0.0010 |
-0.0005 |
-33.3% |
0.0133 |
| ATR |
0.0057 |
0.0055 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
15 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0537 |
1.0517 |
|
| R3 |
1.0533 |
1.0527 |
1.0514 |
|
| R2 |
1.0523 |
1.0523 |
1.0513 |
|
| R1 |
1.0517 |
1.0517 |
1.0512 |
1.0515 |
| PP |
1.0513 |
1.0513 |
1.0513 |
1.0512 |
| S1 |
1.0507 |
1.0507 |
1.0510 |
1.0505 |
| S2 |
1.0503 |
1.0503 |
1.0509 |
|
| S3 |
1.0493 |
1.0497 |
1.0508 |
|
| S4 |
1.0483 |
1.0487 |
1.0506 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0863 |
1.0584 |
|
| R3 |
1.0815 |
1.0730 |
1.0548 |
|
| R2 |
1.0682 |
1.0682 |
1.0535 |
|
| R1 |
1.0597 |
1.0597 |
1.0523 |
1.0573 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0538 |
| S1 |
1.0464 |
1.0464 |
1.0499 |
1.0440 |
| S2 |
1.0416 |
1.0416 |
1.0487 |
|
| S3 |
1.0283 |
1.0331 |
1.0474 |
|
| S4 |
1.0150 |
1.0198 |
1.0438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0635 |
1.0502 |
0.0133 |
1.3% |
0.0015 |
0.1% |
7% |
False |
False |
3 |
| 10 |
1.0730 |
1.0463 |
0.0267 |
2.5% |
0.0023 |
0.2% |
18% |
False |
False |
2 |
| 20 |
1.0730 |
1.0350 |
0.0380 |
3.6% |
0.0012 |
0.1% |
42% |
False |
False |
1 |
| 40 |
1.1081 |
1.0350 |
0.0731 |
7.0% |
0.0007 |
0.1% |
22% |
False |
False |
1 |
| 60 |
1.1117 |
1.0350 |
0.0767 |
7.3% |
0.0006 |
0.1% |
21% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0562 |
|
2.618 |
1.0545 |
|
1.618 |
1.0535 |
|
1.000 |
1.0529 |
|
0.618 |
1.0525 |
|
HIGH |
1.0519 |
|
0.618 |
1.0515 |
|
0.500 |
1.0514 |
|
0.382 |
1.0513 |
|
LOW |
1.0509 |
|
0.618 |
1.0503 |
|
1.000 |
1.0499 |
|
1.618 |
1.0493 |
|
2.618 |
1.0483 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0569 |
| PP |
1.0513 |
1.0549 |
| S1 |
1.0512 |
1.0530 |
|