CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0775 |
1.0733 |
-0.0042 |
-0.4% |
1.0818 |
| High |
1.0785 |
1.0735 |
-0.0050 |
-0.5% |
1.0885 |
| Low |
1.0775 |
1.0705 |
-0.0070 |
-0.6% |
1.0775 |
| Close |
1.0776 |
1.0713 |
-0.0063 |
-0.6% |
1.0776 |
| Range |
0.0010 |
0.0030 |
0.0020 |
200.0% |
0.0110 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.1% |
0.0000 |
| Volume |
7 |
9 |
2 |
28.6% |
36 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0808 |
1.0790 |
1.0730 |
|
| R3 |
1.0778 |
1.0760 |
1.0721 |
|
| R2 |
1.0748 |
1.0748 |
1.0719 |
|
| R1 |
1.0730 |
1.0730 |
1.0716 |
1.0724 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0715 |
| S1 |
1.0700 |
1.0700 |
1.0710 |
1.0694 |
| S2 |
1.0688 |
1.0688 |
1.0708 |
|
| S3 |
1.0658 |
1.0670 |
1.0705 |
|
| S4 |
1.0628 |
1.0640 |
1.0697 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1069 |
1.0837 |
|
| R3 |
1.1032 |
1.0959 |
1.0806 |
|
| R2 |
1.0922 |
1.0922 |
1.0796 |
|
| R1 |
1.0849 |
1.0849 |
1.0786 |
1.0831 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0803 |
| S1 |
1.0739 |
1.0739 |
1.0766 |
1.0721 |
| S2 |
1.0702 |
1.0702 |
1.0756 |
|
| S3 |
1.0592 |
1.0629 |
1.0746 |
|
| S4 |
1.0482 |
1.0519 |
1.0716 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0814 |
|
1.618 |
1.0784 |
|
1.000 |
1.0765 |
|
0.618 |
1.0754 |
|
HIGH |
1.0735 |
|
0.618 |
1.0724 |
|
0.500 |
1.0720 |
|
0.382 |
1.0716 |
|
LOW |
1.0705 |
|
0.618 |
1.0686 |
|
1.000 |
1.0675 |
|
1.618 |
1.0656 |
|
2.618 |
1.0626 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0756 |
| PP |
1.0718 |
1.0742 |
| S1 |
1.0715 |
1.0727 |
|