CME Swiss Franc Future December 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 |
1.0463 |
1.0362 |
-0.0101 |
-1.0% |
1.0694 |
| High |
1.0463 |
1.0374 |
-0.0089 |
-0.9% |
1.0694 |
| Low |
1.0463 |
1.0362 |
-0.0101 |
-1.0% |
1.0474 |
| Close |
1.0463 |
1.0374 |
-0.0089 |
-0.9% |
1.0474 |
| Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0220 |
| ATR |
0.0038 |
0.0043 |
0.0004 |
11.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0406 |
1.0402 |
1.0381 |
|
| R3 |
1.0394 |
1.0390 |
1.0377 |
|
| R2 |
1.0382 |
1.0382 |
1.0376 |
|
| R1 |
1.0378 |
1.0378 |
1.0375 |
1.0380 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0371 |
| S1 |
1.0366 |
1.0366 |
1.0373 |
1.0368 |
| S2 |
1.0358 |
1.0358 |
1.0372 |
|
| S3 |
1.0346 |
1.0354 |
1.0371 |
|
| S4 |
1.0334 |
1.0342 |
1.0367 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1061 |
1.0595 |
|
| R3 |
1.0987 |
1.0841 |
1.0535 |
|
| R2 |
1.0767 |
1.0767 |
1.0514 |
|
| R1 |
1.0621 |
1.0621 |
1.0494 |
1.0584 |
| PP |
1.0547 |
1.0547 |
1.0547 |
1.0529 |
| S1 |
1.0401 |
1.0401 |
1.0454 |
1.0364 |
| S2 |
1.0327 |
1.0327 |
1.0434 |
|
| S3 |
1.0107 |
1.0181 |
1.0414 |
|
| S4 |
0.9887 |
0.9961 |
1.0353 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0405 |
|
1.618 |
1.0393 |
|
1.000 |
1.0386 |
|
0.618 |
1.0381 |
|
HIGH |
1.0374 |
|
0.618 |
1.0369 |
|
0.500 |
1.0368 |
|
0.382 |
1.0367 |
|
LOW |
1.0362 |
|
0.618 |
1.0355 |
|
1.000 |
1.0350 |
|
1.618 |
1.0343 |
|
2.618 |
1.0331 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0372 |
1.0418 |
| PP |
1.0370 |
1.0403 |
| S1 |
1.0368 |
1.0389 |
|