CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0395 |
-0.0040 |
-0.4% |
1.0486 |
| High |
1.0461 |
1.0503 |
0.0042 |
0.4% |
1.0506 |
| Low |
1.0367 |
1.0389 |
0.0022 |
0.2% |
1.0280 |
| Close |
1.0389 |
1.0474 |
0.0085 |
0.8% |
1.0362 |
| Range |
0.0094 |
0.0114 |
0.0020 |
21.3% |
0.0226 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.7% |
0.0000 |
| Volume |
237 |
2,090 |
1,853 |
781.9% |
1,168 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0797 |
1.0750 |
1.0537 |
|
| R3 |
1.0683 |
1.0636 |
1.0505 |
|
| R2 |
1.0569 |
1.0569 |
1.0495 |
|
| R1 |
1.0522 |
1.0522 |
1.0484 |
1.0546 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0467 |
| S1 |
1.0408 |
1.0408 |
1.0464 |
1.0432 |
| S2 |
1.0341 |
1.0341 |
1.0453 |
|
| S3 |
1.0227 |
1.0294 |
1.0443 |
|
| S4 |
1.0113 |
1.0180 |
1.0411 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0937 |
1.0486 |
|
| R3 |
1.0835 |
1.0711 |
1.0424 |
|
| R2 |
1.0609 |
1.0609 |
1.0403 |
|
| R1 |
1.0485 |
1.0485 |
1.0383 |
1.0434 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0357 |
| S1 |
1.0259 |
1.0259 |
1.0341 |
1.0208 |
| S2 |
1.0157 |
1.0157 |
1.0321 |
|
| S3 |
0.9931 |
1.0033 |
1.0300 |
|
| S4 |
0.9705 |
0.9807 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0503 |
1.0280 |
0.0223 |
2.1% |
0.0096 |
0.9% |
87% |
True |
False |
792 |
| 10 |
1.0565 |
1.0280 |
0.0285 |
2.7% |
0.0084 |
0.8% |
68% |
False |
False |
434 |
| 20 |
1.0807 |
1.0280 |
0.0527 |
5.0% |
0.0061 |
0.6% |
37% |
False |
False |
233 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0042 |
0.4% |
25% |
False |
False |
122 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0033 |
0.3% |
23% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0801 |
|
1.618 |
1.0687 |
|
1.000 |
1.0617 |
|
0.618 |
1.0573 |
|
HIGH |
1.0503 |
|
0.618 |
1.0459 |
|
0.500 |
1.0446 |
|
0.382 |
1.0433 |
|
LOW |
1.0389 |
|
0.618 |
1.0319 |
|
1.000 |
1.0275 |
|
1.618 |
1.0205 |
|
2.618 |
1.0091 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0465 |
1.0458 |
| PP |
1.0455 |
1.0442 |
| S1 |
1.0446 |
1.0427 |
|