CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0500 |
1.0486 |
-0.0014 |
-0.1% |
1.0680 |
| High |
1.0502 |
1.0506 |
0.0004 |
0.0% |
1.0684 |
| Low |
1.0440 |
1.0415 |
-0.0025 |
-0.2% |
1.0440 |
| Close |
1.0447 |
1.0431 |
-0.0016 |
-0.2% |
1.0447 |
| Range |
0.0062 |
0.0091 |
0.0029 |
46.8% |
0.0244 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
4.6% |
0.0000 |
| Volume |
58 |
33 |
-25 |
-43.1% |
313 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0668 |
1.0481 |
|
| R3 |
1.0633 |
1.0577 |
1.0456 |
|
| R2 |
1.0542 |
1.0542 |
1.0448 |
|
| R1 |
1.0486 |
1.0486 |
1.0439 |
1.0469 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0442 |
| S1 |
1.0395 |
1.0395 |
1.0423 |
1.0378 |
| S2 |
1.0360 |
1.0360 |
1.0414 |
|
| S3 |
1.0269 |
1.0304 |
1.0406 |
|
| S4 |
1.0178 |
1.0213 |
1.0381 |
|
|
| 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 |
1.0675 |
1.0415 |
0.0260 |
2.5% |
0.0068 |
0.6% |
6% |
False |
True |
56 |
| 10 |
1.0709 |
1.0415 |
0.0294 |
2.8% |
0.0059 |
0.6% |
5% |
False |
True |
55 |
| 20 |
1.1032 |
1.0415 |
0.0617 |
5.9% |
0.0038 |
0.4% |
3% |
False |
True |
30 |
| 40 |
1.1108 |
1.0415 |
0.0693 |
6.6% |
0.0032 |
0.3% |
2% |
False |
True |
21 |
| 60 |
1.1108 |
1.0415 |
0.0693 |
6.6% |
0.0023 |
0.2% |
2% |
False |
True |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0744 |
|
1.618 |
1.0653 |
|
1.000 |
1.0597 |
|
0.618 |
1.0562 |
|
HIGH |
1.0506 |
|
0.618 |
1.0471 |
|
0.500 |
1.0461 |
|
0.382 |
1.0450 |
|
LOW |
1.0415 |
|
0.618 |
1.0359 |
|
1.000 |
1.0324 |
|
1.618 |
1.0268 |
|
2.618 |
1.0177 |
|
4.250 |
1.0028 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0461 |
1.0461 |
| PP |
1.0451 |
1.0451 |
| S1 |
1.0441 |
1.0441 |
|