CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0482 |
1.0500 |
0.0018 |
0.2% |
1.0680 |
High |
1.0488 |
1.0502 |
0.0014 |
0.1% |
1.0684 |
Low |
1.0450 |
1.0440 |
-0.0010 |
-0.1% |
1.0440 |
Close |
1.0450 |
1.0447 |
-0.0003 |
0.0% |
1.0447 |
Range |
0.0038 |
0.0062 |
0.0024 |
63.2% |
0.0244 |
ATR |
0.0055 |
0.0056 |
0.0000 |
0.9% |
0.0000 |
Volume |
135 |
58 |
-77 |
-57.0% |
313 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0649 |
1.0610 |
1.0481 |
|
R3 |
1.0587 |
1.0548 |
1.0464 |
|
R2 |
1.0525 |
1.0525 |
1.0458 |
|
R1 |
1.0486 |
1.0486 |
1.0453 |
1.0475 |
PP |
1.0463 |
1.0463 |
1.0463 |
1.0457 |
S1 |
1.0424 |
1.0424 |
1.0441 |
1.0413 |
S2 |
1.0401 |
1.0401 |
1.0436 |
|
S3 |
1.0339 |
1.0362 |
1.0430 |
|
S4 |
1.0277 |
1.0300 |
1.0413 |
|
|
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 |
1.0684 |
1.0440 |
0.0244 |
2.3% |
0.0060 |
0.6% |
3% |
False |
True |
62 |
10 |
1.0735 |
1.0440 |
0.0295 |
2.8% |
0.0053 |
0.5% |
2% |
False |
True |
52 |
20 |
1.1044 |
1.0440 |
0.0604 |
5.8% |
0.0033 |
0.3% |
1% |
False |
True |
29 |
40 |
1.1108 |
1.0440 |
0.0668 |
6.4% |
0.0030 |
0.3% |
1% |
False |
True |
21 |
60 |
1.1108 |
1.0440 |
0.0668 |
6.4% |
0.0022 |
0.2% |
1% |
False |
True |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0766 |
2.618 |
1.0664 |
1.618 |
1.0602 |
1.000 |
1.0564 |
0.618 |
1.0540 |
HIGH |
1.0502 |
0.618 |
1.0478 |
0.500 |
1.0471 |
0.382 |
1.0464 |
LOW |
1.0440 |
0.618 |
1.0402 |
1.000 |
1.0378 |
1.618 |
1.0340 |
2.618 |
1.0278 |
4.250 |
1.0177 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0471 |
1.0503 |
PP |
1.0463 |
1.0484 |
S1 |
1.0455 |
1.0466 |
|