CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0680 |
0.0063 |
0.6% |
1.0733 |
| High |
1.0676 |
1.0684 |
0.0008 |
0.1% |
1.0735 |
| Low |
1.0611 |
1.0630 |
0.0019 |
0.2% |
1.0580 |
| Close |
1.0627 |
1.0668 |
0.0041 |
0.4% |
1.0627 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0155 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.2% |
0.0000 |
| Volume |
76 |
62 |
-14 |
-18.4% |
215 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0799 |
1.0698 |
|
| R3 |
1.0769 |
1.0745 |
1.0683 |
|
| R2 |
1.0715 |
1.0715 |
1.0678 |
|
| R1 |
1.0691 |
1.0691 |
1.0673 |
1.0676 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0653 |
| S1 |
1.0637 |
1.0637 |
1.0663 |
1.0622 |
| S2 |
1.0607 |
1.0607 |
1.0658 |
|
| S3 |
1.0553 |
1.0583 |
1.0653 |
|
| S4 |
1.0499 |
1.0529 |
1.0638 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1025 |
1.0712 |
|
| R3 |
1.0957 |
1.0870 |
1.0670 |
|
| R2 |
1.0802 |
1.0802 |
1.0655 |
|
| R1 |
1.0715 |
1.0715 |
1.0641 |
1.0681 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0631 |
| S1 |
1.0560 |
1.0560 |
1.0613 |
1.0526 |
| S2 |
1.0492 |
1.0492 |
1.0599 |
|
| S3 |
1.0337 |
1.0405 |
1.0584 |
|
| S4 |
1.0182 |
1.0250 |
1.0542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0709 |
1.0580 |
0.0129 |
1.2% |
0.0051 |
0.5% |
68% |
False |
False |
53 |
| 10 |
1.0866 |
1.0580 |
0.0286 |
2.7% |
0.0032 |
0.3% |
31% |
False |
False |
31 |
| 20 |
1.1061 |
1.0580 |
0.0481 |
4.5% |
0.0025 |
0.2% |
18% |
False |
False |
19 |
| 40 |
1.1108 |
1.0580 |
0.0528 |
4.9% |
0.0024 |
0.2% |
17% |
False |
False |
15 |
| 60 |
1.1203 |
1.0580 |
0.0623 |
5.8% |
0.0019 |
0.2% |
14% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0825 |
|
1.618 |
1.0771 |
|
1.000 |
1.0738 |
|
0.618 |
1.0717 |
|
HIGH |
1.0684 |
|
0.618 |
1.0663 |
|
0.500 |
1.0657 |
|
0.382 |
1.0651 |
|
LOW |
1.0630 |
|
0.618 |
1.0597 |
|
1.000 |
1.0576 |
|
1.618 |
1.0543 |
|
2.618 |
1.0489 |
|
4.250 |
1.0401 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0656 |
| PP |
1.0661 |
1.0644 |
| S1 |
1.0657 |
1.0632 |
|