CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0790 |
1.0807 |
0.0017 |
0.2% |
1.1044 |
High |
1.0802 |
1.0807 |
0.0005 |
0.0% |
1.1044 |
Low |
1.0790 |
1.0794 |
0.0004 |
0.0% |
1.0917 |
Close |
1.0802 |
1.0801 |
-0.0001 |
0.0% |
1.0917 |
Range |
0.0012 |
0.0013 |
0.0001 |
8.3% |
0.0127 |
ATR |
0.0049 |
0.0047 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
11 |
6 |
-5 |
-45.5% |
34 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0840 |
1.0833 |
1.0808 |
|
R3 |
1.0827 |
1.0820 |
1.0805 |
|
R2 |
1.0814 |
1.0814 |
1.0803 |
|
R1 |
1.0807 |
1.0807 |
1.0802 |
1.0804 |
PP |
1.0801 |
1.0801 |
1.0801 |
1.0799 |
S1 |
1.0794 |
1.0794 |
1.0800 |
1.0791 |
S2 |
1.0788 |
1.0788 |
1.0799 |
|
S3 |
1.0775 |
1.0781 |
1.0797 |
|
S4 |
1.0762 |
1.0768 |
1.0794 |
|
|
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 |
1.0862 |
2.618 |
1.0841 |
1.618 |
1.0828 |
1.000 |
1.0820 |
0.618 |
1.0815 |
HIGH |
1.0807 |
0.618 |
1.0802 |
0.500 |
1.0801 |
0.382 |
1.0799 |
LOW |
1.0794 |
0.618 |
1.0786 |
1.000 |
1.0781 |
1.618 |
1.0773 |
2.618 |
1.0760 |
4.250 |
1.0739 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0801 |
1.0828 |
PP |
1.0801 |
1.0819 |
S1 |
1.0801 |
1.0810 |
|