CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0395 |
1.0494 |
0.0099 |
1.0% |
1.0486 |
| High |
1.0503 |
1.0530 |
0.0027 |
0.3% |
1.0506 |
| Low |
1.0389 |
1.0468 |
0.0079 |
0.8% |
1.0280 |
| Close |
1.0474 |
1.0516 |
0.0042 |
0.4% |
1.0362 |
| Range |
0.0114 |
0.0062 |
-0.0052 |
-45.6% |
0.0226 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,090 |
1,295 |
-795 |
-38.0% |
1,168 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0665 |
1.0550 |
|
| R3 |
1.0629 |
1.0603 |
1.0533 |
|
| R2 |
1.0567 |
1.0567 |
1.0527 |
|
| R1 |
1.0541 |
1.0541 |
1.0522 |
1.0554 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0511 |
| S1 |
1.0479 |
1.0479 |
1.0510 |
1.0492 |
| S2 |
1.0443 |
1.0443 |
1.0505 |
|
| S3 |
1.0381 |
1.0417 |
1.0499 |
|
| S4 |
1.0319 |
1.0355 |
1.0482 |
|
|
| 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 |
1.0530 |
1.0280 |
0.0250 |
2.4% |
0.0096 |
0.9% |
94% |
True |
False |
995 |
| 10 |
1.0530 |
1.0280 |
0.0250 |
2.4% |
0.0082 |
0.8% |
94% |
True |
False |
560 |
| 20 |
1.0807 |
1.0280 |
0.0527 |
5.0% |
0.0064 |
0.6% |
45% |
False |
False |
297 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0044 |
0.4% |
30% |
False |
False |
154 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0033 |
0.3% |
29% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0692 |
|
1.618 |
1.0630 |
|
1.000 |
1.0592 |
|
0.618 |
1.0568 |
|
HIGH |
1.0530 |
|
0.618 |
1.0506 |
|
0.500 |
1.0499 |
|
0.382 |
1.0492 |
|
LOW |
1.0468 |
|
0.618 |
1.0430 |
|
1.000 |
1.0406 |
|
1.618 |
1.0368 |
|
2.618 |
1.0306 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0494 |
| PP |
1.0505 |
1.0471 |
| S1 |
1.0499 |
1.0449 |
|