CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0932 |
0.0054 |
0.5% |
1.0916 |
| High |
1.0952 |
1.0967 |
0.0015 |
0.1% |
1.1009 |
| Low |
1.0817 |
1.0900 |
0.0083 |
0.8% |
1.0862 |
| Close |
1.0940 |
1.0944 |
0.0004 |
0.0% |
1.0882 |
| Range |
0.0135 |
0.0067 |
-0.0068 |
-50.4% |
0.0147 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
54,504 |
33,129 |
-21,375 |
-39.2% |
206,190 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1108 |
1.0981 |
|
| R3 |
1.1071 |
1.1041 |
1.0962 |
|
| R2 |
1.1004 |
1.1004 |
1.0956 |
|
| R1 |
1.0974 |
1.0974 |
1.0950 |
1.0989 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0945 |
| S1 |
1.0907 |
1.0907 |
1.0938 |
1.0922 |
| S2 |
1.0870 |
1.0870 |
1.0932 |
|
| S3 |
1.0803 |
1.0840 |
1.0926 |
|
| S4 |
1.0736 |
1.0773 |
1.0907 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1267 |
1.0963 |
|
| R3 |
1.1212 |
1.1120 |
1.0922 |
|
| R2 |
1.1065 |
1.1065 |
1.0909 |
|
| R1 |
1.0973 |
1.0973 |
1.0895 |
1.0946 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0904 |
| S1 |
1.0826 |
1.0826 |
1.0869 |
1.0799 |
| S2 |
1.0771 |
1.0771 |
1.0855 |
|
| S3 |
1.0624 |
1.0679 |
1.0842 |
|
| S4 |
1.0477 |
1.0532 |
1.0801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0817 |
0.0192 |
1.8% |
0.0100 |
0.9% |
66% |
False |
False |
45,635 |
| 10 |
1.1117 |
1.0817 |
0.0300 |
2.7% |
0.0099 |
0.9% |
42% |
False |
False |
44,007 |
| 20 |
1.1119 |
1.0817 |
0.0302 |
2.8% |
0.0092 |
0.8% |
42% |
False |
False |
39,145 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0094 |
0.9% |
45% |
False |
False |
23,761 |
| 60 |
1.1213 |
1.0705 |
0.0508 |
4.6% |
0.0081 |
0.7% |
47% |
False |
False |
15,846 |
| 80 |
1.1213 |
1.0489 |
0.0724 |
6.6% |
0.0067 |
0.6% |
63% |
False |
False |
11,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1142 |
|
1.618 |
1.1075 |
|
1.000 |
1.1034 |
|
0.618 |
1.1008 |
|
HIGH |
1.0967 |
|
0.618 |
1.0941 |
|
0.500 |
1.0934 |
|
0.382 |
1.0926 |
|
LOW |
1.0900 |
|
0.618 |
1.0859 |
|
1.000 |
1.0833 |
|
1.618 |
1.0792 |
|
2.618 |
1.0725 |
|
4.250 |
1.0615 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0931 |
| PP |
1.0937 |
1.0918 |
| S1 |
1.0934 |
1.0905 |
|