CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0680 |
1.0675 |
-0.0005 |
0.0% |
1.0733 |
High |
1.0684 |
1.0675 |
-0.0009 |
-0.1% |
1.0735 |
Low |
1.0630 |
1.0610 |
-0.0020 |
-0.2% |
1.0580 |
Close |
1.0668 |
1.0611 |
-0.0057 |
-0.5% |
1.0627 |
Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0155 |
ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
Volume |
62 |
25 |
-37 |
-59.7% |
215 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0827 |
1.0784 |
1.0647 |
|
R3 |
1.0762 |
1.0719 |
1.0629 |
|
R2 |
1.0697 |
1.0697 |
1.0623 |
|
R1 |
1.0654 |
1.0654 |
1.0617 |
1.0643 |
PP |
1.0632 |
1.0632 |
1.0632 |
1.0627 |
S1 |
1.0589 |
1.0589 |
1.0605 |
1.0578 |
S2 |
1.0567 |
1.0567 |
1.0599 |
|
S3 |
1.0502 |
1.0524 |
1.0593 |
|
S4 |
1.0437 |
1.0459 |
1.0575 |
|
|
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 |
1.0684 |
1.0580 |
0.0104 |
1.0% |
0.0047 |
0.4% |
30% |
False |
False |
51 |
10 |
1.0807 |
1.0580 |
0.0227 |
2.1% |
0.0039 |
0.4% |
14% |
False |
False |
32 |
20 |
1.1061 |
1.0580 |
0.0481 |
4.5% |
0.0028 |
0.3% |
6% |
False |
False |
19 |
40 |
1.1108 |
1.0580 |
0.0528 |
5.0% |
0.0025 |
0.2% |
6% |
False |
False |
15 |
60 |
1.1151 |
1.0580 |
0.0571 |
5.4% |
0.0020 |
0.2% |
5% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0951 |
2.618 |
1.0845 |
1.618 |
1.0780 |
1.000 |
1.0740 |
0.618 |
1.0715 |
HIGH |
1.0675 |
0.618 |
1.0650 |
0.500 |
1.0643 |
0.382 |
1.0635 |
LOW |
1.0610 |
0.618 |
1.0570 |
1.000 |
1.0545 |
1.618 |
1.0505 |
2.618 |
1.0440 |
4.250 |
1.0334 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0643 |
1.0647 |
PP |
1.0632 |
1.0635 |
S1 |
1.0622 |
1.0623 |
|