CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0404 |
1.0441 |
0.0037 |
0.4% |
1.0360 |
| High |
1.0457 |
1.0527 |
0.0070 |
0.7% |
1.0530 |
| Low |
1.0390 |
1.0413 |
0.0023 |
0.2% |
1.0350 |
| Close |
1.0434 |
1.0507 |
0.0073 |
0.7% |
1.0439 |
| Range |
0.0067 |
0.0114 |
0.0047 |
70.1% |
0.0180 |
| ATR |
0.0081 |
0.0084 |
0.0002 |
2.9% |
0.0000 |
| Volume |
20,026 |
21,411 |
1,385 |
6.9% |
16,198 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0780 |
1.0570 |
|
| R3 |
1.0710 |
1.0666 |
1.0538 |
|
| R2 |
1.0596 |
1.0596 |
1.0528 |
|
| R1 |
1.0552 |
1.0552 |
1.0517 |
1.0574 |
| PP |
1.0482 |
1.0482 |
1.0482 |
1.0494 |
| S1 |
1.0438 |
1.0438 |
1.0497 |
1.0460 |
| S2 |
1.0368 |
1.0368 |
1.0486 |
|
| S3 |
1.0254 |
1.0324 |
1.0476 |
|
| S4 |
1.0140 |
1.0210 |
1.0444 |
|
|
| 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 |
1.0580 |
1.0380 |
0.0200 |
1.9% |
0.0108 |
1.0% |
64% |
False |
False |
13,088 |
| 10 |
1.0580 |
1.0280 |
0.0300 |
2.9% |
0.0102 |
1.0% |
76% |
False |
False |
6,940 |
| 20 |
1.0684 |
1.0280 |
0.0404 |
3.8% |
0.0081 |
0.8% |
56% |
False |
False |
3,502 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0051 |
0.5% |
29% |
False |
False |
1,756 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0041 |
0.4% |
27% |
False |
False |
1,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0825 |
|
1.618 |
1.0711 |
|
1.000 |
1.0641 |
|
0.618 |
1.0597 |
|
HIGH |
1.0527 |
|
0.618 |
1.0483 |
|
0.500 |
1.0470 |
|
0.382 |
1.0457 |
|
LOW |
1.0413 |
|
0.618 |
1.0343 |
|
1.000 |
1.0299 |
|
1.618 |
1.0229 |
|
2.618 |
1.0115 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0495 |
1.0500 |
| PP |
1.0482 |
1.0492 |
| S1 |
1.0470 |
1.0485 |
|