CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0519 |
1.0443 |
-0.0076 |
-0.7% |
1.0517 |
| High |
1.0519 |
1.0460 |
-0.0059 |
-0.6% |
1.0635 |
| Low |
1.0509 |
1.0440 |
-0.0069 |
-0.7% |
1.0502 |
| Close |
1.0511 |
1.0457 |
-0.0054 |
-0.5% |
1.0511 |
| Range |
0.0010 |
0.0020 |
0.0010 |
100.0% |
0.0133 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.2% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
15 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0505 |
1.0468 |
|
| R3 |
1.0492 |
1.0485 |
1.0463 |
|
| R2 |
1.0472 |
1.0472 |
1.0461 |
|
| R1 |
1.0465 |
1.0465 |
1.0459 |
1.0469 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0454 |
| S1 |
1.0445 |
1.0445 |
1.0455 |
1.0449 |
| S2 |
1.0432 |
1.0432 |
1.0453 |
|
| S3 |
1.0412 |
1.0425 |
1.0452 |
|
| S4 |
1.0392 |
1.0405 |
1.0446 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0863 |
1.0584 |
|
| R3 |
1.0815 |
1.0730 |
1.0548 |
|
| R2 |
1.0682 |
1.0682 |
1.0535 |
|
| R1 |
1.0597 |
1.0597 |
1.0523 |
1.0573 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0538 |
| S1 |
1.0464 |
1.0464 |
1.0499 |
1.0440 |
| S2 |
1.0416 |
1.0416 |
1.0487 |
|
| S3 |
1.0283 |
1.0331 |
1.0474 |
|
| S4 |
1.0150 |
1.0198 |
1.0438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0635 |
1.0440 |
0.0195 |
1.9% |
0.0017 |
0.2% |
9% |
False |
True |
2 |
| 10 |
1.0730 |
1.0440 |
0.0290 |
2.8% |
0.0025 |
0.2% |
6% |
False |
True |
2 |
| 20 |
1.0730 |
1.0350 |
0.0380 |
3.6% |
0.0013 |
0.1% |
28% |
False |
False |
1 |
| 40 |
1.1061 |
1.0350 |
0.0711 |
6.8% |
0.0007 |
0.1% |
15% |
False |
False |
1 |
| 60 |
1.1113 |
1.0350 |
0.0763 |
7.3% |
0.0007 |
0.1% |
14% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0545 |
|
2.618 |
1.0512 |
|
1.618 |
1.0492 |
|
1.000 |
1.0480 |
|
0.618 |
1.0472 |
|
HIGH |
1.0460 |
|
0.618 |
1.0452 |
|
0.500 |
1.0450 |
|
0.382 |
1.0448 |
|
LOW |
1.0440 |
|
0.618 |
1.0428 |
|
1.000 |
1.0420 |
|
1.618 |
1.0408 |
|
2.618 |
1.0388 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0455 |
1.0480 |
| PP |
1.0452 |
1.0472 |
| S1 |
1.0450 |
1.0465 |
|