CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0818 |
-0.0099 |
-0.9% |
1.1044 |
| High |
1.0917 |
1.0885 |
-0.0032 |
-0.3% |
1.1044 |
| Low |
1.0917 |
1.0812 |
-0.0105 |
-1.0% |
1.0917 |
| Close |
1.0917 |
1.0885 |
-0.0032 |
-0.3% |
1.0917 |
| Range |
0.0000 |
0.0073 |
0.0073 |
|
0.0127 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
9.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1055 |
1.0925 |
|
| R3 |
1.1007 |
1.0982 |
1.0905 |
|
| R2 |
1.0934 |
1.0934 |
1.0898 |
|
| R1 |
1.0909 |
1.0909 |
1.0892 |
1.0922 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0867 |
| S1 |
1.0836 |
1.0836 |
1.0878 |
1.0849 |
| S2 |
1.0788 |
1.0788 |
1.0872 |
|
| S3 |
1.0715 |
1.0763 |
1.0865 |
|
| S4 |
1.0642 |
1.0690 |
1.0845 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1256 |
1.0987 |
|
| R3 |
1.1213 |
1.1129 |
1.0952 |
|
| R2 |
1.1086 |
1.1086 |
1.0940 |
|
| R1 |
1.1002 |
1.1002 |
1.0929 |
1.0981 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0949 |
| S1 |
1.0875 |
1.0875 |
1.0905 |
1.0854 |
| S2 |
1.0832 |
1.0832 |
1.0894 |
|
| S3 |
1.0705 |
1.0748 |
1.0882 |
|
| S4 |
1.0578 |
1.0621 |
1.0847 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1076 |
|
1.618 |
1.1003 |
|
1.000 |
1.0958 |
|
0.618 |
1.0930 |
|
HIGH |
1.0885 |
|
0.618 |
1.0857 |
|
0.500 |
1.0849 |
|
0.382 |
1.0840 |
|
LOW |
1.0812 |
|
0.618 |
1.0767 |
|
1.000 |
1.0739 |
|
1.618 |
1.0694 |
|
2.618 |
1.0621 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0889 |
| PP |
1.0861 |
1.0888 |
| S1 |
1.0849 |
1.0886 |
|