CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.0955 |
-0.0071 |
-0.6% |
1.0961 |
| High |
1.1032 |
1.0972 |
-0.0060 |
-0.5% |
1.1061 |
| Low |
1.1026 |
1.0955 |
-0.0071 |
-0.6% |
1.0961 |
| Close |
1.1032 |
1.0972 |
-0.0060 |
-0.5% |
1.1061 |
| Range |
0.0006 |
0.0017 |
0.0011 |
183.3% |
0.0100 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
53 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.1012 |
1.0981 |
|
| R3 |
1.1000 |
1.0995 |
1.0977 |
|
| R2 |
1.0983 |
1.0983 |
1.0975 |
|
| R1 |
1.0978 |
1.0978 |
1.0974 |
1.0981 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0968 |
| S1 |
1.0961 |
1.0961 |
1.0970 |
1.0964 |
| S2 |
1.0949 |
1.0949 |
1.0969 |
|
| S3 |
1.0932 |
1.0944 |
1.0967 |
|
| S4 |
1.0915 |
1.0927 |
1.0963 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1294 |
1.1116 |
|
| R3 |
1.1228 |
1.1194 |
1.1089 |
|
| R2 |
1.1128 |
1.1128 |
1.1079 |
|
| R1 |
1.1094 |
1.1094 |
1.1070 |
1.1111 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1036 |
| S1 |
1.0994 |
1.0994 |
1.1052 |
1.1011 |
| S2 |
1.0928 |
1.0928 |
1.1043 |
|
| S3 |
1.0828 |
1.0894 |
1.1034 |
|
| S4 |
1.0728 |
1.0794 |
1.1006 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.1017 |
|
1.618 |
1.1000 |
|
1.000 |
1.0989 |
|
0.618 |
1.0983 |
|
HIGH |
1.0972 |
|
0.618 |
1.0966 |
|
0.500 |
1.0964 |
|
0.382 |
1.0961 |
|
LOW |
1.0955 |
|
0.618 |
1.0944 |
|
1.000 |
1.0938 |
|
1.618 |
1.0927 |
|
2.618 |
1.0910 |
|
4.250 |
1.0883 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.1000 |
| PP |
1.0966 |
1.0990 |
| S1 |
1.0964 |
1.0981 |
|