CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0617 |
0.0037 |
0.3% |
1.0733 |
| High |
1.0607 |
1.0676 |
0.0069 |
0.7% |
1.0735 |
| Low |
1.0580 |
1.0611 |
0.0031 |
0.3% |
1.0580 |
| Close |
1.0607 |
1.0627 |
0.0020 |
0.2% |
1.0627 |
| Range |
0.0027 |
0.0065 |
0.0038 |
140.7% |
0.0155 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.3% |
0.0000 |
| Volume |
24 |
76 |
52 |
216.7% |
215 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0795 |
1.0663 |
|
| R3 |
1.0768 |
1.0730 |
1.0645 |
|
| R2 |
1.0703 |
1.0703 |
1.0639 |
|
| R1 |
1.0665 |
1.0665 |
1.0633 |
1.0684 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0648 |
| S1 |
1.0600 |
1.0600 |
1.0621 |
1.0619 |
| S2 |
1.0573 |
1.0573 |
1.0615 |
|
| S3 |
1.0508 |
1.0535 |
1.0609 |
|
| S4 |
1.0443 |
1.0470 |
1.0591 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0846 |
|
1.618 |
1.0781 |
|
1.000 |
1.0741 |
|
0.618 |
1.0716 |
|
HIGH |
1.0676 |
|
0.618 |
1.0651 |
|
0.500 |
1.0644 |
|
0.382 |
1.0636 |
|
LOW |
1.0611 |
|
0.618 |
1.0571 |
|
1.000 |
1.0546 |
|
1.618 |
1.0506 |
|
2.618 |
1.0441 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0644 |
1.0628 |
| PP |
1.0638 |
1.0628 |
| S1 |
1.0633 |
1.0627 |
|