CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0912 |
0.0011 |
0.1% |
1.1108 |
| High |
1.0967 |
1.1009 |
0.0042 |
0.4% |
1.1119 |
| Low |
1.0889 |
1.0906 |
0.0017 |
0.2% |
1.0854 |
| Close |
1.0913 |
1.0992 |
0.0079 |
0.7% |
1.0881 |
| Range |
0.0078 |
0.0103 |
0.0025 |
32.1% |
0.0265 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.9% |
0.0000 |
| Volume |
44,380 |
47,153 |
2,773 |
6.2% |
180,367 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1238 |
1.1049 |
|
| R3 |
1.1175 |
1.1135 |
1.1020 |
|
| R2 |
1.1072 |
1.1072 |
1.1011 |
|
| R1 |
1.1032 |
1.1032 |
1.1001 |
1.1052 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0979 |
| S1 |
1.0929 |
1.0929 |
1.0983 |
1.0949 |
| S2 |
1.0866 |
1.0866 |
1.0973 |
|
| S3 |
1.0763 |
1.0826 |
1.0964 |
|
| S4 |
1.0660 |
1.0723 |
1.0935 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1579 |
1.1027 |
|
| R3 |
1.1481 |
1.1314 |
1.0954 |
|
| R2 |
1.1216 |
1.1216 |
1.0930 |
|
| R1 |
1.1049 |
1.1049 |
1.0905 |
1.1000 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0927 |
| S1 |
1.0784 |
1.0784 |
1.0857 |
1.0735 |
| S2 |
1.0686 |
1.0686 |
1.0832 |
|
| S3 |
1.0421 |
1.0519 |
1.0808 |
|
| S4 |
1.0156 |
1.0254 |
1.0735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0854 |
0.0155 |
1.4% |
0.0085 |
0.8% |
89% |
True |
False |
40,909 |
| 10 |
1.1119 |
1.0854 |
0.0265 |
2.4% |
0.0091 |
0.8% |
52% |
False |
False |
41,036 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0095 |
0.9% |
68% |
False |
False |
37,605 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0091 |
0.8% |
55% |
False |
False |
20,350 |
| 60 |
1.1213 |
1.0630 |
0.0583 |
5.3% |
0.0077 |
0.7% |
62% |
False |
False |
13,569 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0064 |
0.6% |
69% |
False |
False |
10,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1279 |
|
1.618 |
1.1176 |
|
1.000 |
1.1112 |
|
0.618 |
1.1073 |
|
HIGH |
1.1009 |
|
0.618 |
1.0970 |
|
0.500 |
1.0958 |
|
0.382 |
1.0945 |
|
LOW |
1.0906 |
|
0.618 |
1.0842 |
|
1.000 |
1.0803 |
|
1.618 |
1.0739 |
|
2.618 |
1.0636 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0975 |
| PP |
1.0969 |
1.0957 |
| S1 |
1.0958 |
1.0940 |
|