CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0490 |
0.0049 |
0.5% |
1.0360 |
| High |
1.0527 |
1.0547 |
0.0020 |
0.2% |
1.0530 |
| Low |
1.0413 |
1.0468 |
0.0055 |
0.5% |
1.0350 |
| Close |
1.0507 |
1.0515 |
0.0008 |
0.1% |
1.0439 |
| Range |
0.0114 |
0.0079 |
-0.0035 |
-30.7% |
0.0180 |
| ATR |
0.0084 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
21,411 |
21,274 |
-137 |
-0.6% |
16,198 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0747 |
1.0710 |
1.0558 |
|
| R3 |
1.0668 |
1.0631 |
1.0537 |
|
| R2 |
1.0589 |
1.0589 |
1.0529 |
|
| R1 |
1.0552 |
1.0552 |
1.0522 |
1.0571 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0519 |
| S1 |
1.0473 |
1.0473 |
1.0508 |
1.0492 |
| S2 |
1.0431 |
1.0431 |
1.0501 |
|
| S3 |
1.0352 |
1.0394 |
1.0493 |
|
| S4 |
1.0273 |
1.0315 |
1.0472 |
|
|
| 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% |
0.0112 |
1.1% |
68% |
False |
False |
17,084 |
| 10 |
1.0580 |
1.0280 |
0.0300 |
2.9% |
0.0104 |
1.0% |
78% |
False |
False |
9,039 |
| 20 |
1.0684 |
1.0280 |
0.0404 |
3.8% |
0.0084 |
0.8% |
58% |
False |
False |
4,562 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0052 |
0.5% |
30% |
False |
False |
2,287 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0042 |
0.4% |
28% |
False |
False |
1,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0754 |
|
1.618 |
1.0675 |
|
1.000 |
1.0626 |
|
0.618 |
1.0596 |
|
HIGH |
1.0547 |
|
0.618 |
1.0517 |
|
0.500 |
1.0508 |
|
0.382 |
1.0498 |
|
LOW |
1.0468 |
|
0.618 |
1.0419 |
|
1.000 |
1.0389 |
|
1.618 |
1.0340 |
|
2.618 |
1.0261 |
|
4.250 |
1.0132 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0500 |
| PP |
1.0510 |
1.0484 |
| S1 |
1.0508 |
1.0469 |
|