CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.0492 |
1.0586 |
0.0094 |
0.9% |
1.0561 |
High |
1.0625 |
1.0621 |
-0.0004 |
0.0% |
1.0902 |
Low |
1.0490 |
1.0547 |
0.0057 |
0.5% |
1.0390 |
Close |
1.0591 |
1.0568 |
-0.0023 |
-0.2% |
1.0548 |
Range |
0.0135 |
0.0074 |
-0.0061 |
-45.2% |
0.0512 |
ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
47,284 |
45,672 |
-1,612 |
-3.4% |
117,767 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0801 |
1.0758 |
1.0609 |
|
R3 |
1.0727 |
1.0684 |
1.0588 |
|
R2 |
1.0653 |
1.0653 |
1.0582 |
|
R1 |
1.0610 |
1.0610 |
1.0575 |
1.0595 |
PP |
1.0579 |
1.0579 |
1.0579 |
1.0571 |
S1 |
1.0536 |
1.0536 |
1.0561 |
1.0521 |
S2 |
1.0505 |
1.0505 |
1.0554 |
|
S3 |
1.0431 |
1.0462 |
1.0548 |
|
S4 |
1.0357 |
1.0388 |
1.0527 |
|
|
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 |
1.0468 |
0.0434 |
4.1% |
0.0168 |
1.6% |
23% |
False |
False |
41,141 |
10 |
1.0902 |
1.0380 |
0.0522 |
4.9% |
0.0138 |
1.3% |
36% |
False |
False |
27,115 |
20 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0111 |
1.1% |
46% |
False |
False |
13,774 |
40 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0070 |
0.7% |
37% |
False |
False |
6,897 |
60 |
1.1108 |
1.0280 |
0.0828 |
7.8% |
0.0054 |
0.5% |
35% |
False |
False |
4,602 |
80 |
1.1151 |
1.0280 |
0.0871 |
8.2% |
0.0043 |
0.4% |
33% |
False |
False |
3,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0936 |
2.618 |
1.0815 |
1.618 |
1.0741 |
1.000 |
1.0695 |
0.618 |
1.0667 |
HIGH |
1.0621 |
0.618 |
1.0593 |
0.500 |
1.0584 |
0.382 |
1.0575 |
LOW |
1.0547 |
0.618 |
1.0501 |
1.000 |
1.0473 |
1.618 |
1.0427 |
2.618 |
1.0353 |
4.250 |
1.0233 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0584 |
1.0565 |
PP |
1.0579 |
1.0561 |
S1 |
1.0573 |
1.0558 |
|