CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0434 |
-0.0041 |
-0.4% |
1.0638 |
| High |
1.0483 |
1.0456 |
-0.0027 |
-0.3% |
1.0638 |
| Low |
1.0407 |
1.0383 |
-0.0024 |
-0.2% |
1.0447 |
| Close |
1.0428 |
1.0428 |
0.0000 |
0.0% |
1.0483 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0191 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
29,514 |
33,678 |
4,164 |
14.1% |
236,438 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0608 |
1.0468 |
|
| R3 |
1.0568 |
1.0535 |
1.0448 |
|
| R2 |
1.0495 |
1.0495 |
1.0441 |
|
| R1 |
1.0462 |
1.0462 |
1.0435 |
1.0442 |
| PP |
1.0422 |
1.0422 |
1.0422 |
1.0413 |
| S1 |
1.0389 |
1.0389 |
1.0421 |
1.0369 |
| S2 |
1.0349 |
1.0349 |
1.0415 |
|
| S3 |
1.0276 |
1.0316 |
1.0408 |
|
| S4 |
1.0203 |
1.0243 |
1.0388 |
|
|
| 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 |
1.0621 |
1.0383 |
0.0238 |
2.3% |
0.0083 |
0.8% |
19% |
False |
True |
41,032 |
| 10 |
1.0902 |
1.0383 |
0.0519 |
5.0% |
0.0130 |
1.2% |
9% |
False |
True |
38,661 |
| 20 |
1.0902 |
1.0280 |
0.0622 |
6.0% |
0.0115 |
1.1% |
24% |
False |
False |
21,736 |
| 40 |
1.1032 |
1.0280 |
0.0752 |
7.2% |
0.0076 |
0.7% |
20% |
False |
False |
10,883 |
| 60 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0060 |
0.6% |
18% |
False |
False |
7,260 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0046 |
0.4% |
18% |
False |
False |
5,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0647 |
|
1.618 |
1.0574 |
|
1.000 |
1.0529 |
|
0.618 |
1.0501 |
|
HIGH |
1.0456 |
|
0.618 |
1.0428 |
|
0.500 |
1.0420 |
|
0.382 |
1.0411 |
|
LOW |
1.0383 |
|
0.618 |
1.0338 |
|
1.000 |
1.0310 |
|
1.618 |
1.0265 |
|
2.618 |
1.0192 |
|
4.250 |
1.0073 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0442 |
| PP |
1.0422 |
1.0437 |
| S1 |
1.0420 |
1.0433 |
|