CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0486 |
1.0417 |
-0.0069 |
-0.7% |
1.0680 |
| High |
1.0506 |
1.0420 |
-0.0086 |
-0.8% |
1.0684 |
| Low |
1.0415 |
1.0329 |
-0.0086 |
-0.8% |
1.0440 |
| Close |
1.0431 |
1.0337 |
-0.0094 |
-0.9% |
1.0447 |
| Range |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0244 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.4% |
0.0000 |
| Volume |
33 |
124 |
91 |
275.8% |
313 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0577 |
1.0387 |
|
| R3 |
1.0544 |
1.0486 |
1.0362 |
|
| R2 |
1.0453 |
1.0453 |
1.0354 |
|
| R1 |
1.0395 |
1.0395 |
1.0345 |
1.0379 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0354 |
| S1 |
1.0304 |
1.0304 |
1.0329 |
1.0288 |
| S2 |
1.0271 |
1.0271 |
1.0320 |
|
| S3 |
1.0180 |
1.0213 |
1.0312 |
|
| S4 |
1.0089 |
1.0122 |
1.0287 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1095 |
1.0581 |
|
| R3 |
1.1012 |
1.0851 |
1.0514 |
|
| R2 |
1.0768 |
1.0768 |
1.0492 |
|
| R1 |
1.0607 |
1.0607 |
1.0469 |
1.0566 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0503 |
| S1 |
1.0363 |
1.0363 |
1.0425 |
1.0322 |
| S2 |
1.0280 |
1.0280 |
1.0402 |
|
| S3 |
1.0036 |
1.0119 |
1.0380 |
|
| S4 |
0.9792 |
0.9875 |
1.0313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0565 |
1.0329 |
0.0236 |
2.3% |
0.0073 |
0.7% |
3% |
False |
True |
76 |
| 10 |
1.0684 |
1.0329 |
0.0355 |
3.4% |
0.0060 |
0.6% |
2% |
False |
True |
63 |
| 20 |
1.0972 |
1.0329 |
0.0643 |
6.2% |
0.0042 |
0.4% |
1% |
False |
True |
36 |
| 40 |
1.1061 |
1.0329 |
0.0732 |
7.1% |
0.0032 |
0.3% |
1% |
False |
True |
24 |
| 60 |
1.1108 |
1.0329 |
0.0779 |
7.5% |
0.0025 |
0.2% |
1% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0807 |
|
2.618 |
1.0658 |
|
1.618 |
1.0567 |
|
1.000 |
1.0511 |
|
0.618 |
1.0476 |
|
HIGH |
1.0420 |
|
0.618 |
1.0385 |
|
0.500 |
1.0375 |
|
0.382 |
1.0364 |
|
LOW |
1.0329 |
|
0.618 |
1.0273 |
|
1.000 |
1.0238 |
|
1.618 |
1.0182 |
|
2.618 |
1.0091 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0418 |
| PP |
1.0362 |
1.0391 |
| S1 |
1.0350 |
1.0364 |
|