CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0608 |
-0.0084 |
-0.8% |
1.0818 |
| High |
1.0709 |
1.0631 |
-0.0078 |
-0.7% |
1.0885 |
| Low |
1.0622 |
1.0608 |
-0.0014 |
-0.1% |
1.0775 |
| Close |
1.0623 |
1.0613 |
-0.0010 |
-0.1% |
1.0776 |
| Range |
0.0087 |
0.0023 |
-0.0064 |
-73.6% |
0.0110 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
37 |
69 |
32 |
86.5% |
36 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0673 |
1.0626 |
|
| R3 |
1.0663 |
1.0650 |
1.0619 |
|
| R2 |
1.0640 |
1.0640 |
1.0617 |
|
| R1 |
1.0627 |
1.0627 |
1.0615 |
1.0634 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0621 |
| S1 |
1.0604 |
1.0604 |
1.0611 |
1.0611 |
| S2 |
1.0594 |
1.0594 |
1.0609 |
|
| S3 |
1.0571 |
1.0581 |
1.0607 |
|
| S4 |
1.0548 |
1.0558 |
1.0600 |
|
|
| 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 |
1.0729 |
|
2.618 |
1.0691 |
|
1.618 |
1.0668 |
|
1.000 |
1.0654 |
|
0.618 |
1.0645 |
|
HIGH |
1.0631 |
|
0.618 |
1.0622 |
|
0.500 |
1.0620 |
|
0.382 |
1.0617 |
|
LOW |
1.0608 |
|
0.618 |
1.0594 |
|
1.000 |
1.0585 |
|
1.618 |
1.0571 |
|
2.618 |
1.0548 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0620 |
1.0672 |
| PP |
1.0617 |
1.0652 |
| S1 |
1.0615 |
1.0633 |
|