CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0807 |
1.0775 |
-0.0032 |
-0.3% |
1.0818 |
| High |
1.0807 |
1.0785 |
-0.0022 |
-0.2% |
1.0885 |
| Low |
1.0794 |
1.0775 |
-0.0019 |
-0.2% |
1.0775 |
| Close |
1.0801 |
1.0776 |
-0.0025 |
-0.2% |
1.0776 |
| Range |
0.0013 |
0.0010 |
-0.0003 |
-23.1% |
0.0110 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
6 |
7 |
1 |
16.7% |
36 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0802 |
1.0782 |
|
| R3 |
1.0799 |
1.0792 |
1.0779 |
|
| R2 |
1.0789 |
1.0789 |
1.0778 |
|
| R1 |
1.0782 |
1.0782 |
1.0777 |
1.0786 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0780 |
| S1 |
1.0772 |
1.0772 |
1.0775 |
1.0776 |
| S2 |
1.0769 |
1.0769 |
1.0774 |
|
| S3 |
1.0759 |
1.0762 |
1.0773 |
|
| S4 |
1.0749 |
1.0752 |
1.0771 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1069 |
1.0837 |
|
| R3 |
1.1032 |
1.0959 |
1.0806 |
|
| R2 |
1.0922 |
1.0922 |
1.0796 |
|
| R1 |
1.0849 |
1.0849 |
1.0786 |
1.0831 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0803 |
| S1 |
1.0739 |
1.0739 |
1.0766 |
1.0721 |
| S2 |
1.0702 |
1.0702 |
1.0756 |
|
| S3 |
1.0592 |
1.0629 |
1.0746 |
|
| S4 |
1.0482 |
1.0519 |
1.0716 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0811 |
|
1.618 |
1.0801 |
|
1.000 |
1.0795 |
|
0.618 |
1.0791 |
|
HIGH |
1.0785 |
|
0.618 |
1.0781 |
|
0.500 |
1.0780 |
|
0.382 |
1.0779 |
|
LOW |
1.0775 |
|
0.618 |
1.0769 |
|
1.000 |
1.0765 |
|
1.618 |
1.0759 |
|
2.618 |
1.0749 |
|
4.250 |
1.0733 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0780 |
1.0791 |
| PP |
1.0779 |
1.0786 |
| S1 |
1.0777 |
1.0781 |
|