CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0494 |
1.0486 |
-0.0008 |
-0.1% |
1.0360 |
| High |
1.0530 |
1.0516 |
-0.0014 |
-0.1% |
1.0530 |
| Low |
1.0468 |
1.0380 |
-0.0088 |
-0.8% |
1.0350 |
| Close |
1.0516 |
1.0439 |
-0.0077 |
-0.7% |
1.0439 |
| Range |
0.0062 |
0.0136 |
0.0074 |
119.4% |
0.0180 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
6.4% |
0.0000 |
| Volume |
1,295 |
11,951 |
10,656 |
822.9% |
16,198 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0782 |
1.0514 |
|
| R3 |
1.0717 |
1.0646 |
1.0476 |
|
| R2 |
1.0581 |
1.0581 |
1.0464 |
|
| R1 |
1.0510 |
1.0510 |
1.0451 |
1.0478 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0429 |
| S1 |
1.0374 |
1.0374 |
1.0427 |
1.0342 |
| S2 |
1.0309 |
1.0309 |
1.0414 |
|
| S3 |
1.0173 |
1.0238 |
1.0402 |
|
| S4 |
1.0037 |
1.0102 |
1.0364 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0889 |
1.0538 |
|
| R3 |
1.0800 |
1.0709 |
1.0489 |
|
| R2 |
1.0620 |
1.0620 |
1.0472 |
|
| R1 |
1.0529 |
1.0529 |
1.0456 |
1.0575 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0462 |
| S1 |
1.0349 |
1.0349 |
1.0423 |
1.0395 |
| S2 |
1.0260 |
1.0260 |
1.0406 |
|
| S3 |
1.0080 |
1.0169 |
1.0390 |
|
| S4 |
0.9900 |
0.9989 |
1.0340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0530 |
1.0350 |
0.0180 |
1.7% |
0.0099 |
0.9% |
49% |
False |
False |
3,239 |
| 10 |
1.0530 |
1.0280 |
0.0250 |
2.4% |
0.0092 |
0.9% |
64% |
False |
False |
1,742 |
| 20 |
1.0785 |
1.0280 |
0.0505 |
4.8% |
0.0070 |
0.7% |
31% |
False |
False |
895 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0047 |
0.5% |
20% |
False |
False |
453 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0036 |
0.3% |
19% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1094 |
|
2.618 |
1.0872 |
|
1.618 |
1.0736 |
|
1.000 |
1.0652 |
|
0.618 |
1.0600 |
|
HIGH |
1.0516 |
|
0.618 |
1.0464 |
|
0.500 |
1.0448 |
|
0.382 |
1.0432 |
|
LOW |
1.0380 |
|
0.618 |
1.0296 |
|
1.000 |
1.0244 |
|
1.618 |
1.0160 |
|
2.618 |
1.0024 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0455 |
| PP |
1.0445 |
1.0450 |
| S1 |
1.0442 |
1.0444 |
|