CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0562 |
-0.0113 |
-1.1% |
1.0733 |
| High |
1.0675 |
1.0565 |
-0.0110 |
-1.0% |
1.0735 |
| Low |
1.0610 |
1.0483 |
-0.0127 |
-1.2% |
1.0580 |
| Close |
1.0611 |
1.0493 |
-0.0118 |
-1.1% |
1.0627 |
| Range |
0.0065 |
0.0082 |
0.0017 |
26.2% |
0.0155 |
| ATR |
0.0050 |
0.0056 |
0.0006 |
11.0% |
0.0000 |
| Volume |
25 |
33 |
8 |
32.0% |
215 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0708 |
1.0538 |
|
| R3 |
1.0678 |
1.0626 |
1.0516 |
|
| R2 |
1.0596 |
1.0596 |
1.0508 |
|
| R1 |
1.0544 |
1.0544 |
1.0501 |
1.0529 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0506 |
| S1 |
1.0462 |
1.0462 |
1.0485 |
1.0447 |
| S2 |
1.0432 |
1.0432 |
1.0478 |
|
| S3 |
1.0350 |
1.0380 |
1.0470 |
|
| S4 |
1.0268 |
1.0298 |
1.0448 |
|
|
| 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 |
1.0483 |
0.0201 |
1.9% |
0.0059 |
0.6% |
5% |
False |
True |
44 |
| 10 |
1.0807 |
1.0483 |
0.0324 |
3.1% |
0.0046 |
0.4% |
3% |
False |
True |
34 |
| 20 |
1.1061 |
1.0483 |
0.0578 |
5.5% |
0.0032 |
0.3% |
2% |
False |
True |
20 |
| 40 |
1.1108 |
1.0483 |
0.0625 |
6.0% |
0.0027 |
0.3% |
2% |
False |
True |
16 |
| 60 |
1.1108 |
1.0483 |
0.0625 |
6.0% |
0.0020 |
0.2% |
2% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0780 |
|
1.618 |
1.0698 |
|
1.000 |
1.0647 |
|
0.618 |
1.0616 |
|
HIGH |
1.0565 |
|
0.618 |
1.0534 |
|
0.500 |
1.0524 |
|
0.382 |
1.0514 |
|
LOW |
1.0483 |
|
0.618 |
1.0432 |
|
1.000 |
1.0401 |
|
1.618 |
1.0350 |
|
2.618 |
1.0268 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0584 |
| PP |
1.0514 |
1.0553 |
| S1 |
1.0503 |
1.0523 |
|