CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1108 |
0.0068 |
0.6% |
1.1026 |
| High |
1.1111 |
1.1119 |
0.0008 |
0.1% |
1.1111 |
| Low |
1.1038 |
1.1034 |
-0.0004 |
0.0% |
1.0956 |
| Close |
1.1086 |
1.1082 |
-0.0004 |
0.0% |
1.1086 |
| Range |
0.0073 |
0.0085 |
0.0012 |
16.4% |
0.0155 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
39,161 |
34,116 |
-5,045 |
-12.9% |
176,542 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1293 |
1.1129 |
|
| R3 |
1.1248 |
1.1208 |
1.1105 |
|
| R2 |
1.1163 |
1.1163 |
1.1098 |
|
| R1 |
1.1123 |
1.1123 |
1.1090 |
1.1101 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1067 |
| S1 |
1.1038 |
1.1038 |
1.1074 |
1.1016 |
| S2 |
1.0993 |
1.0993 |
1.1066 |
|
| S3 |
1.0908 |
1.0953 |
1.1059 |
|
| S4 |
1.0823 |
1.0868 |
1.1035 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1456 |
1.1171 |
|
| R3 |
1.1361 |
1.1301 |
1.1129 |
|
| R2 |
1.1206 |
1.1206 |
1.1114 |
|
| R1 |
1.1146 |
1.1146 |
1.1100 |
1.1176 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1066 |
| S1 |
1.0991 |
1.0991 |
1.1072 |
1.1021 |
| S2 |
1.0896 |
1.0896 |
1.1058 |
|
| S3 |
1.0741 |
1.0836 |
1.1043 |
|
| S4 |
1.0586 |
1.0681 |
1.1001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.1008 |
0.0111 |
1.0% |
0.0072 |
0.6% |
67% |
True |
False |
35,080 |
| 10 |
1.1119 |
1.0905 |
0.0214 |
1.9% |
0.0085 |
0.8% |
83% |
True |
False |
34,284 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0098 |
0.9% |
91% |
True |
False |
25,090 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0082 |
0.7% |
73% |
False |
False |
12,765 |
| 60 |
1.1213 |
1.0489 |
0.0724 |
6.5% |
0.0067 |
0.6% |
82% |
False |
False |
8,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1342 |
|
1.618 |
1.1257 |
|
1.000 |
1.1204 |
|
0.618 |
1.1172 |
|
HIGH |
1.1119 |
|
0.618 |
1.1087 |
|
0.500 |
1.1077 |
|
0.382 |
1.1066 |
|
LOW |
1.1034 |
|
0.618 |
1.0981 |
|
1.000 |
1.0949 |
|
1.618 |
1.0896 |
|
2.618 |
1.0811 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1076 |
| PP |
1.1078 |
1.1070 |
| S1 |
1.1077 |
1.1064 |
|