CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0594 |
1.0468 |
-0.0126 |
-1.2% |
1.0638 |
| High |
1.0596 |
1.0500 |
-0.0096 |
-0.9% |
1.0638 |
| Low |
1.0457 |
1.0447 |
-0.0010 |
-0.1% |
1.0447 |
| Close |
1.0474 |
1.0483 |
0.0009 |
0.1% |
1.0483 |
| Range |
0.0139 |
0.0053 |
-0.0086 |
-61.9% |
0.0191 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
55,107 |
41,193 |
-13,914 |
-25.2% |
236,438 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0636 |
1.0612 |
1.0512 |
|
| R3 |
1.0583 |
1.0559 |
1.0498 |
|
| R2 |
1.0530 |
1.0530 |
1.0493 |
|
| R1 |
1.0506 |
1.0506 |
1.0488 |
1.0518 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0483 |
| S1 |
1.0453 |
1.0453 |
1.0478 |
1.0465 |
| S2 |
1.0424 |
1.0424 |
1.0473 |
|
| S3 |
1.0371 |
1.0400 |
1.0468 |
|
| S4 |
1.0318 |
1.0347 |
1.0454 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.0980 |
1.0588 |
|
| R3 |
1.0905 |
1.0789 |
1.0536 |
|
| R2 |
1.0714 |
1.0714 |
1.0518 |
|
| R1 |
1.0598 |
1.0598 |
1.0501 |
1.0561 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0504 |
| S1 |
1.0407 |
1.0407 |
1.0465 |
1.0370 |
| S2 |
1.0332 |
1.0332 |
1.0448 |
|
| S3 |
1.0141 |
1.0216 |
1.0430 |
|
| S4 |
0.9950 |
1.0025 |
1.0378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0638 |
1.0447 |
0.0191 |
1.8% |
0.0112 |
1.1% |
19% |
False |
True |
47,287 |
| 10 |
1.0902 |
1.0390 |
0.0512 |
4.9% |
0.0138 |
1.3% |
18% |
False |
False |
35,420 |
| 20 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0115 |
1.1% |
33% |
False |
False |
18,581 |
| 40 |
1.1061 |
1.0280 |
0.0781 |
7.5% |
0.0074 |
0.7% |
26% |
False |
False |
9,304 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0057 |
0.5% |
25% |
False |
False |
6,207 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0044 |
0.4% |
25% |
False |
False |
4,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0639 |
|
1.618 |
1.0586 |
|
1.000 |
1.0553 |
|
0.618 |
1.0533 |
|
HIGH |
1.0500 |
|
0.618 |
1.0480 |
|
0.500 |
1.0474 |
|
0.382 |
1.0467 |
|
LOW |
1.0447 |
|
0.618 |
1.0414 |
|
1.000 |
1.0394 |
|
1.618 |
1.0361 |
|
2.618 |
1.0308 |
|
4.250 |
1.0222 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0534 |
| PP |
1.0477 |
1.0517 |
| S1 |
1.0474 |
1.0500 |
|