CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0772 |
-0.0057 |
-0.5% |
1.1034 |
| High |
1.0851 |
1.0807 |
-0.0044 |
-0.4% |
1.1065 |
| Low |
1.0754 |
1.0764 |
0.0010 |
0.1% |
1.0893 |
| Close |
1.0785 |
1.0786 |
0.0001 |
0.0% |
1.0901 |
| Range |
0.0097 |
0.0043 |
-0.0054 |
-55.7% |
0.0172 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
65,337 |
43,054 |
-22,283 |
-34.1% |
194,922 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0893 |
1.0810 |
|
| R3 |
1.0872 |
1.0850 |
1.0798 |
|
| R2 |
1.0829 |
1.0829 |
1.0794 |
|
| R1 |
1.0807 |
1.0807 |
1.0790 |
1.0818 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0791 |
| S1 |
1.0764 |
1.0764 |
1.0782 |
1.0775 |
| S2 |
1.0743 |
1.0743 |
1.0778 |
|
| S3 |
1.0700 |
1.0721 |
1.0774 |
|
| S4 |
1.0657 |
1.0678 |
1.0762 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1357 |
1.0996 |
|
| R3 |
1.1297 |
1.1185 |
1.0948 |
|
| R2 |
1.1125 |
1.1125 |
1.0933 |
|
| R1 |
1.1013 |
1.1013 |
1.0917 |
1.0983 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0938 |
| S1 |
1.0841 |
1.0841 |
1.0885 |
1.0811 |
| S2 |
1.0781 |
1.0781 |
1.0869 |
|
| S3 |
1.0609 |
1.0669 |
1.0854 |
|
| S4 |
1.0437 |
1.0497 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0976 |
1.0754 |
0.0222 |
2.1% |
0.0079 |
0.7% |
14% |
False |
False |
46,921 |
| 10 |
1.1065 |
1.0754 |
0.0311 |
2.9% |
0.0079 |
0.7% |
10% |
False |
False |
43,066 |
| 20 |
1.1065 |
1.0754 |
0.0311 |
2.9% |
0.0081 |
0.8% |
10% |
False |
False |
43,235 |
| 40 |
1.1119 |
1.0725 |
0.0394 |
3.7% |
0.0088 |
0.8% |
15% |
False |
False |
40,420 |
| 60 |
1.1213 |
1.0725 |
0.0488 |
4.5% |
0.0088 |
0.8% |
13% |
False |
False |
27,978 |
| 80 |
1.1213 |
1.0630 |
0.0583 |
5.4% |
0.0078 |
0.7% |
27% |
False |
False |
20,986 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.7% |
0.0067 |
0.6% |
41% |
False |
False |
16,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0920 |
|
1.618 |
1.0877 |
|
1.000 |
1.0850 |
|
0.618 |
1.0834 |
|
HIGH |
1.0807 |
|
0.618 |
1.0791 |
|
0.500 |
1.0786 |
|
0.382 |
1.0780 |
|
LOW |
1.0764 |
|
0.618 |
1.0737 |
|
1.000 |
1.0721 |
|
1.618 |
1.0694 |
|
2.618 |
1.0651 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0816 |
| PP |
1.0786 |
1.0806 |
| S1 |
1.0786 |
1.0796 |
|