CME Swiss Franc Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1108 |
1.1070 |
-0.0038 |
-0.3% |
1.1026 |
| High |
1.1119 |
1.1117 |
-0.0002 |
0.0% |
1.1111 |
| Low |
1.1034 |
1.0982 |
-0.0052 |
-0.5% |
1.0956 |
| Close |
1.1082 |
1.0984 |
-0.0098 |
-0.9% |
1.1086 |
| Range |
0.0085 |
0.0135 |
0.0050 |
58.8% |
0.0155 |
| ATR |
0.0090 |
0.0094 |
0.0003 |
3.5% |
0.0000 |
| Volume |
34,116 |
46,744 |
12,628 |
37.0% |
176,542 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1343 |
1.1058 |
|
| R3 |
1.1298 |
1.1208 |
1.1021 |
|
| R2 |
1.1163 |
1.1163 |
1.1009 |
|
| R1 |
1.1073 |
1.1073 |
1.0996 |
1.1051 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1016 |
| S1 |
1.0938 |
1.0938 |
1.0972 |
1.0916 |
| S2 |
1.0893 |
1.0893 |
1.0959 |
|
| S3 |
1.0758 |
1.0803 |
1.0947 |
|
| S4 |
1.0623 |
1.0668 |
1.0910 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1456 |
1.1171 |
|
| R3 |
1.1361 |
1.1301 |
1.1129 |
|
| R2 |
1.1206 |
1.1206 |
1.1114 |
|
| R1 |
1.1146 |
1.1146 |
1.1100 |
1.1176 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1066 |
| S1 |
1.0991 |
1.0991 |
1.1072 |
1.1021 |
| S2 |
1.0896 |
1.0896 |
1.1058 |
|
| S3 |
1.0741 |
1.0836 |
1.1043 |
|
| S4 |
1.0586 |
1.0681 |
1.1001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0982 |
0.0137 |
1.2% |
0.0090 |
0.8% |
1% |
False |
True |
37,958 |
| 10 |
1.1119 |
1.0905 |
0.0214 |
1.9% |
0.0092 |
0.8% |
37% |
False |
False |
36,036 |
| 20 |
1.1119 |
1.0725 |
0.0394 |
3.6% |
0.0100 |
0.9% |
66% |
False |
False |
27,403 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0084 |
0.8% |
53% |
False |
False |
13,934 |
| 60 |
1.1213 |
1.0502 |
0.0711 |
6.5% |
0.0069 |
0.6% |
68% |
False |
False |
9,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1470 |
|
1.618 |
1.1335 |
|
1.000 |
1.1252 |
|
0.618 |
1.1200 |
|
HIGH |
1.1117 |
|
0.618 |
1.1065 |
|
0.500 |
1.1050 |
|
0.382 |
1.1034 |
|
LOW |
1.0982 |
|
0.618 |
1.0899 |
|
1.000 |
1.0847 |
|
1.618 |
1.0764 |
|
2.618 |
1.0629 |
|
4.250 |
1.0408 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1051 |
| PP |
1.1028 |
1.1028 |
| S1 |
1.1006 |
1.1006 |
|