CME Swiss Franc Future June 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.0302 |
1.0295 |
-0.0007 |
-0.1% |
1.0469 |
High |
1.0347 |
1.0366 |
0.0019 |
0.2% |
1.0497 |
Low |
1.0274 |
1.0235 |
-0.0039 |
-0.4% |
1.0235 |
Close |
1.0300 |
1.0337 |
0.0037 |
0.4% |
1.0337 |
Range |
0.0073 |
0.0131 |
0.0058 |
79.5% |
0.0262 |
ATR |
0.0090 |
0.0093 |
0.0003 |
3.2% |
0.0000 |
Volume |
57,351 |
72,950 |
15,599 |
27.2% |
247,441 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0706 |
1.0652 |
1.0409 |
|
R3 |
1.0575 |
1.0521 |
1.0373 |
|
R2 |
1.0444 |
1.0444 |
1.0361 |
|
R1 |
1.0390 |
1.0390 |
1.0349 |
1.0417 |
PP |
1.0313 |
1.0313 |
1.0313 |
1.0326 |
S1 |
1.0259 |
1.0259 |
1.0325 |
1.0286 |
S2 |
1.0182 |
1.0182 |
1.0313 |
|
S3 |
1.0051 |
1.0128 |
1.0301 |
|
S4 |
0.9920 |
0.9997 |
1.0265 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1142 |
1.1002 |
1.0481 |
|
R3 |
1.0880 |
1.0740 |
1.0409 |
|
R2 |
1.0618 |
1.0618 |
1.0385 |
|
R1 |
1.0478 |
1.0478 |
1.0361 |
1.0417 |
PP |
1.0356 |
1.0356 |
1.0356 |
1.0326 |
S1 |
1.0216 |
1.0216 |
1.0313 |
1.0155 |
S2 |
1.0094 |
1.0094 |
1.0289 |
|
S3 |
0.9832 |
0.9954 |
1.0265 |
|
S4 |
0.9570 |
0.9692 |
1.0193 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0497 |
1.0235 |
0.0262 |
2.5% |
0.0102 |
1.0% |
39% |
False |
True |
58,786 |
10 |
1.0678 |
1.0235 |
0.0443 |
4.3% |
0.0103 |
1.0% |
23% |
False |
True |
59,137 |
20 |
1.0976 |
1.0235 |
0.0741 |
7.2% |
0.0090 |
0.9% |
14% |
False |
True |
53,045 |
40 |
1.1065 |
1.0235 |
0.0830 |
8.0% |
0.0086 |
0.8% |
12% |
False |
True |
47,389 |
60 |
1.1119 |
1.0235 |
0.0884 |
8.6% |
0.0092 |
0.9% |
12% |
False |
True |
41,568 |
80 |
1.1213 |
1.0235 |
0.0978 |
9.5% |
0.0086 |
0.8% |
10% |
False |
True |
31,313 |
100 |
1.1213 |
1.0235 |
0.0978 |
9.5% |
0.0077 |
0.7% |
10% |
False |
True |
25,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0923 |
2.618 |
1.0709 |
1.618 |
1.0578 |
1.000 |
1.0497 |
0.618 |
1.0447 |
HIGH |
1.0366 |
0.618 |
1.0316 |
0.500 |
1.0301 |
0.382 |
1.0285 |
LOW |
1.0235 |
0.618 |
1.0154 |
1.000 |
1.0104 |
1.618 |
1.0023 |
2.618 |
0.9892 |
4.250 |
0.9678 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0325 |
1.0332 |
PP |
1.0313 |
1.0326 |
S1 |
1.0301 |
1.0321 |
|