CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0929 |
-0.0073 |
-0.7% |
1.1026 |
| High |
1.1008 |
1.0946 |
-0.0062 |
-0.6% |
1.1111 |
| Low |
1.0898 |
1.0854 |
-0.0044 |
-0.4% |
1.0956 |
| Close |
1.0925 |
1.0881 |
-0.0044 |
-0.4% |
1.1086 |
| Range |
0.0110 |
0.0092 |
-0.0018 |
-16.4% |
0.0155 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
52,135 |
47,372 |
-4,763 |
-9.1% |
176,542 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1117 |
1.0932 |
|
| R3 |
1.1078 |
1.1025 |
1.0906 |
|
| R2 |
1.0986 |
1.0986 |
1.0898 |
|
| R1 |
1.0933 |
1.0933 |
1.0889 |
1.0914 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0884 |
| S1 |
1.0841 |
1.0841 |
1.0873 |
1.0822 |
| S2 |
1.0802 |
1.0802 |
1.0864 |
|
| S3 |
1.0710 |
1.0749 |
1.0856 |
|
| S4 |
1.0618 |
1.0657 |
1.0830 |
|
|
| 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 |
1.0854 |
0.0265 |
2.4% |
0.0099 |
0.9% |
10% |
False |
True |
43,905 |
| 10 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0093 |
0.9% |
10% |
False |
True |
39,078 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0102 |
0.9% |
40% |
False |
False |
32,181 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0088 |
0.8% |
32% |
False |
False |
16,421 |
| 60 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0072 |
0.7% |
53% |
False |
False |
10,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1187 |
|
1.618 |
1.1095 |
|
1.000 |
1.1038 |
|
0.618 |
1.1003 |
|
HIGH |
1.0946 |
|
0.618 |
1.0911 |
|
0.500 |
1.0900 |
|
0.382 |
1.0889 |
|
LOW |
1.0854 |
|
0.618 |
1.0797 |
|
1.000 |
1.0762 |
|
1.618 |
1.0705 |
|
2.618 |
1.0613 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0986 |
| PP |
1.0894 |
1.0951 |
| S1 |
1.0887 |
1.0916 |
|