CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0733 |
1.0692 |
-0.0041 |
-0.4% |
1.0818 |
High |
1.0735 |
1.0709 |
-0.0026 |
-0.2% |
1.0885 |
Low |
1.0705 |
1.0622 |
-0.0083 |
-0.8% |
1.0775 |
Close |
1.0713 |
1.0623 |
-0.0090 |
-0.8% |
1.0776 |
Range |
0.0030 |
0.0087 |
0.0057 |
190.0% |
0.0110 |
ATR |
0.0047 |
0.0050 |
0.0003 |
6.7% |
0.0000 |
Volume |
9 |
37 |
28 |
311.1% |
36 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0912 |
1.0855 |
1.0671 |
|
R3 |
1.0825 |
1.0768 |
1.0647 |
|
R2 |
1.0738 |
1.0738 |
1.0639 |
|
R1 |
1.0681 |
1.0681 |
1.0631 |
1.0666 |
PP |
1.0651 |
1.0651 |
1.0651 |
1.0644 |
S1 |
1.0594 |
1.0594 |
1.0615 |
1.0579 |
S2 |
1.0564 |
1.0564 |
1.0607 |
|
S3 |
1.0477 |
1.0507 |
1.0599 |
|
S4 |
1.0390 |
1.0420 |
1.0575 |
|
|
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 |
1.1079 |
2.618 |
1.0937 |
1.618 |
1.0850 |
1.000 |
1.0796 |
0.618 |
1.0763 |
HIGH |
1.0709 |
0.618 |
1.0676 |
0.500 |
1.0666 |
0.382 |
1.0655 |
LOW |
1.0622 |
0.618 |
1.0568 |
1.000 |
1.0535 |
1.618 |
1.0481 |
2.618 |
1.0394 |
4.250 |
1.0252 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0666 |
1.0704 |
PP |
1.0651 |
1.0677 |
S1 |
1.0637 |
1.0650 |
|