CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0608 |
1.0580 |
-0.0028 |
-0.3% |
1.0818 |
| High |
1.0631 |
1.0607 |
-0.0024 |
-0.2% |
1.0885 |
| Low |
1.0608 |
1.0580 |
-0.0028 |
-0.3% |
1.0775 |
| Close |
1.0613 |
1.0607 |
-0.0006 |
-0.1% |
1.0776 |
| Range |
0.0023 |
0.0027 |
0.0004 |
17.4% |
0.0110 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
69 |
24 |
-45 |
-65.2% |
36 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0670 |
1.0622 |
|
| R3 |
1.0652 |
1.0643 |
1.0614 |
|
| R2 |
1.0625 |
1.0625 |
1.0612 |
|
| R1 |
1.0616 |
1.0616 |
1.0609 |
1.0621 |
| PP |
1.0598 |
1.0598 |
1.0598 |
1.0600 |
| S1 |
1.0589 |
1.0589 |
1.0605 |
1.0594 |
| S2 |
1.0571 |
1.0571 |
1.0602 |
|
| S3 |
1.0544 |
1.0562 |
1.0600 |
|
| S4 |
1.0517 |
1.0535 |
1.0592 |
|
|
| 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 |
1.0722 |
|
2.618 |
1.0678 |
|
1.618 |
1.0651 |
|
1.000 |
1.0634 |
|
0.618 |
1.0624 |
|
HIGH |
1.0607 |
|
0.618 |
1.0597 |
|
0.500 |
1.0594 |
|
0.382 |
1.0590 |
|
LOW |
1.0580 |
|
0.618 |
1.0563 |
|
1.000 |
1.0553 |
|
1.618 |
1.0536 |
|
2.618 |
1.0509 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0645 |
| PP |
1.0598 |
1.0632 |
| S1 |
1.0594 |
1.0620 |
|