CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0593 |
-0.0014 |
-0.1% |
1.0836 |
| High |
1.0626 |
1.0618 |
-0.0008 |
-0.1% |
1.0901 |
| Low |
1.0563 |
1.0550 |
-0.0013 |
-0.1% |
1.0748 |
| Close |
1.0596 |
1.0590 |
-0.0006 |
-0.1% |
1.0761 |
| Range |
0.0063 |
0.0068 |
0.0005 |
7.9% |
0.0153 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
54,792 |
51,443 |
-3,349 |
-6.1% |
230,608 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0758 |
1.0627 |
|
| R3 |
1.0722 |
1.0690 |
1.0609 |
|
| R2 |
1.0654 |
1.0654 |
1.0602 |
|
| R1 |
1.0622 |
1.0622 |
1.0596 |
1.0604 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0577 |
| S1 |
1.0554 |
1.0554 |
1.0584 |
1.0536 |
| S2 |
1.0518 |
1.0518 |
1.0578 |
|
| S3 |
1.0450 |
1.0486 |
1.0571 |
|
| S4 |
1.0382 |
1.0418 |
1.0553 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1165 |
1.0845 |
|
| R3 |
1.1109 |
1.1012 |
1.0803 |
|
| R2 |
1.0956 |
1.0956 |
1.0789 |
|
| R1 |
1.0859 |
1.0859 |
1.0775 |
1.0831 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0790 |
| S1 |
1.0706 |
1.0706 |
1.0747 |
1.0678 |
| S2 |
1.0650 |
1.0650 |
1.0733 |
|
| S3 |
1.0497 |
1.0553 |
1.0719 |
|
| S4 |
1.0344 |
1.0400 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0789 |
1.0550 |
0.0239 |
2.3% |
0.0075 |
0.7% |
17% |
False |
True |
46,987 |
| 10 |
1.0976 |
1.0550 |
0.0426 |
4.0% |
0.0077 |
0.7% |
9% |
False |
True |
46,954 |
| 20 |
1.1065 |
1.0550 |
0.0515 |
4.9% |
0.0076 |
0.7% |
8% |
False |
True |
43,832 |
| 40 |
1.1119 |
1.0550 |
0.0569 |
5.4% |
0.0084 |
0.8% |
7% |
False |
True |
42,070 |
| 60 |
1.1213 |
1.0550 |
0.0663 |
6.3% |
0.0089 |
0.8% |
6% |
False |
True |
31,888 |
| 80 |
1.1213 |
1.0550 |
0.0663 |
6.3% |
0.0080 |
0.8% |
6% |
False |
True |
23,922 |
| 100 |
1.1213 |
1.0489 |
0.0724 |
6.8% |
0.0069 |
0.7% |
14% |
False |
False |
19,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0796 |
|
1.618 |
1.0728 |
|
1.000 |
1.0686 |
|
0.618 |
1.0660 |
|
HIGH |
1.0618 |
|
0.618 |
1.0592 |
|
0.500 |
1.0584 |
|
0.382 |
1.0576 |
|
LOW |
1.0550 |
|
0.618 |
1.0508 |
|
1.000 |
1.0482 |
|
1.618 |
1.0440 |
|
2.618 |
1.0372 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0634 |
| PP |
1.0586 |
1.0619 |
| S1 |
1.0584 |
1.0605 |
|