CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0638 |
0.0097 |
0.9% |
1.0561 |
| High |
1.0902 |
1.0638 |
-0.0264 |
-2.4% |
1.0902 |
| Low |
1.0509 |
1.0477 |
-0.0032 |
-0.3% |
1.0390 |
| Close |
1.0548 |
1.0499 |
-0.0049 |
-0.5% |
1.0548 |
| Range |
0.0393 |
0.0161 |
-0.0232 |
-59.0% |
0.0512 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.8% |
0.0000 |
| Volume |
44,295 |
47,182 |
2,887 |
6.5% |
117,767 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0921 |
1.0588 |
|
| R3 |
1.0860 |
1.0760 |
1.0543 |
|
| R2 |
1.0699 |
1.0699 |
1.0529 |
|
| R1 |
1.0599 |
1.0599 |
1.0514 |
1.0569 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0523 |
| S1 |
1.0438 |
1.0438 |
1.0484 |
1.0408 |
| S2 |
1.0377 |
1.0377 |
1.0469 |
|
| S3 |
1.0216 |
1.0277 |
1.0455 |
|
| S4 |
1.0055 |
1.0116 |
1.0410 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2149 |
1.1861 |
1.0830 |
|
| R3 |
1.1637 |
1.1349 |
1.0689 |
|
| R2 |
1.1125 |
1.1125 |
1.0642 |
|
| R1 |
1.0837 |
1.0837 |
1.0595 |
1.0725 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0558 |
| S1 |
1.0325 |
1.0325 |
1.0501 |
1.0213 |
| S2 |
1.0101 |
1.0101 |
1.0454 |
|
| S3 |
0.9589 |
0.9813 |
1.0407 |
|
| S4 |
0.9077 |
0.9301 |
1.0266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0902 |
1.0390 |
0.0512 |
4.9% |
0.0163 |
1.6% |
21% |
False |
False |
30,837 |
| 10 |
1.0902 |
1.0367 |
0.0535 |
5.1% |
0.0138 |
1.3% |
25% |
False |
False |
18,052 |
| 20 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0107 |
1.0% |
35% |
False |
False |
9,131 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0065 |
0.6% |
28% |
False |
False |
4,574 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0051 |
0.5% |
26% |
False |
False |
3,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1059 |
|
1.618 |
1.0898 |
|
1.000 |
1.0799 |
|
0.618 |
1.0737 |
|
HIGH |
1.0638 |
|
0.618 |
1.0576 |
|
0.500 |
1.0558 |
|
0.382 |
1.0539 |
|
LOW |
1.0477 |
|
0.618 |
1.0378 |
|
1.000 |
1.0316 |
|
1.618 |
1.0217 |
|
2.618 |
1.0056 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0558 |
1.0685 |
| PP |
1.0538 |
1.0623 |
| S1 |
1.0519 |
1.0561 |
|