CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0348 |
0.0053 |
0.5% |
1.0469 |
| High |
1.0366 |
1.0421 |
0.0055 |
0.5% |
1.0497 |
| Low |
1.0235 |
1.0315 |
0.0080 |
0.8% |
1.0235 |
| Close |
1.0337 |
1.0403 |
0.0066 |
0.6% |
1.0337 |
| Range |
0.0131 |
0.0106 |
-0.0025 |
-19.1% |
0.0262 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.0% |
0.0000 |
| Volume |
72,950 |
37,785 |
-35,165 |
-48.2% |
247,441 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0656 |
1.0461 |
|
| R3 |
1.0592 |
1.0550 |
1.0432 |
|
| R2 |
1.0486 |
1.0486 |
1.0422 |
|
| R1 |
1.0444 |
1.0444 |
1.0413 |
1.0465 |
| PP |
1.0380 |
1.0380 |
1.0380 |
1.0390 |
| S1 |
1.0338 |
1.0338 |
1.0393 |
1.0359 |
| S2 |
1.0274 |
1.0274 |
1.0384 |
|
| S3 |
1.0168 |
1.0232 |
1.0374 |
|
| S4 |
1.0062 |
1.0126 |
1.0345 |
|
|
| 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% |
0.0107 |
1.0% |
64% |
False |
False |
57,045 |
| 10 |
1.0678 |
1.0235 |
0.0443 |
4.3% |
0.0101 |
1.0% |
38% |
False |
False |
57,907 |
| 20 |
1.0901 |
1.0235 |
0.0666 |
6.4% |
0.0091 |
0.9% |
25% |
False |
False |
52,972 |
| 40 |
1.1065 |
1.0235 |
0.0830 |
8.0% |
0.0087 |
0.8% |
20% |
False |
False |
47,149 |
| 60 |
1.1119 |
1.0235 |
0.0884 |
8.5% |
0.0092 |
0.9% |
19% |
False |
False |
42,160 |
| 80 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0087 |
0.8% |
17% |
False |
False |
31,785 |
| 100 |
1.1213 |
1.0235 |
0.0978 |
9.4% |
0.0078 |
0.7% |
17% |
False |
False |
25,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0872 |
|
2.618 |
1.0699 |
|
1.618 |
1.0593 |
|
1.000 |
1.0527 |
|
0.618 |
1.0487 |
|
HIGH |
1.0421 |
|
0.618 |
1.0381 |
|
0.500 |
1.0368 |
|
0.382 |
1.0355 |
|
LOW |
1.0315 |
|
0.618 |
1.0249 |
|
1.000 |
1.0209 |
|
1.618 |
1.0143 |
|
2.618 |
1.0037 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0378 |
| PP |
1.0380 |
1.0353 |
| S1 |
1.0368 |
1.0328 |
|