CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0440 |
-0.0003 |
0.0% |
1.0517 |
| High |
1.0460 |
1.0459 |
-0.0001 |
0.0% |
1.0635 |
| Low |
1.0440 |
1.0421 |
-0.0019 |
-0.2% |
1.0502 |
| Close |
1.0457 |
1.0457 |
0.0000 |
0.0% |
1.0511 |
| Range |
0.0020 |
0.0038 |
0.0018 |
90.0% |
0.0133 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2 |
28 |
26 |
1,300.0% |
15 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0546 |
1.0478 |
|
| R3 |
1.0522 |
1.0508 |
1.0467 |
|
| R2 |
1.0484 |
1.0484 |
1.0464 |
|
| R1 |
1.0470 |
1.0470 |
1.0460 |
1.0477 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0449 |
| S1 |
1.0432 |
1.0432 |
1.0454 |
1.0439 |
| S2 |
1.0408 |
1.0408 |
1.0450 |
|
| S3 |
1.0370 |
1.0394 |
1.0447 |
|
| S4 |
1.0332 |
1.0356 |
1.0436 |
|
|
| 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 |
1.0421 |
0.0214 |
2.0% |
0.0024 |
0.2% |
17% |
False |
True |
8 |
| 10 |
1.0730 |
1.0421 |
0.0309 |
3.0% |
0.0029 |
0.3% |
12% |
False |
True |
4 |
| 20 |
1.0730 |
1.0350 |
0.0380 |
3.6% |
0.0015 |
0.1% |
28% |
False |
False |
2 |
| 40 |
1.1050 |
1.0350 |
0.0700 |
6.7% |
0.0008 |
0.1% |
15% |
False |
False |
1 |
| 60 |
1.1081 |
1.0350 |
0.0731 |
7.0% |
0.0007 |
0.1% |
15% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0558 |
|
1.618 |
1.0520 |
|
1.000 |
1.0497 |
|
0.618 |
1.0482 |
|
HIGH |
1.0459 |
|
0.618 |
1.0444 |
|
0.500 |
1.0440 |
|
0.382 |
1.0436 |
|
LOW |
1.0421 |
|
0.618 |
1.0398 |
|
1.000 |
1.0383 |
|
1.618 |
1.0360 |
|
2.618 |
1.0322 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0470 |
| PP |
1.0446 |
1.0466 |
| S1 |
1.0440 |
1.0461 |
|