CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0935 |
-0.0049 |
-0.4% |
1.1061 |
| High |
1.0984 |
1.0935 |
-0.0049 |
-0.4% |
1.1061 |
| Low |
1.0984 |
1.0935 |
-0.0049 |
-0.4% |
1.0935 |
| Close |
1.0984 |
1.0935 |
-0.0049 |
-0.4% |
1.0935 |
| Range |
|
|
|
|
|
| ATR |
0.0035 |
0.0036 |
0.0001 |
2.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0935 |
1.0935 |
|
| R3 |
1.0935 |
1.0935 |
1.0935 |
|
| R2 |
1.0935 |
1.0935 |
1.0935 |
|
| R1 |
1.0935 |
1.0935 |
1.0935 |
1.0935 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0935 |
| S1 |
1.0935 |
1.0935 |
1.0935 |
1.0935 |
| S2 |
1.0935 |
1.0935 |
1.0935 |
|
| S3 |
1.0935 |
1.0935 |
1.0935 |
|
| S4 |
1.0935 |
1.0935 |
1.0935 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1271 |
1.1004 |
|
| R3 |
1.1229 |
1.1145 |
1.0970 |
|
| R2 |
1.1103 |
1.1103 |
1.0958 |
|
| R1 |
1.1019 |
1.1019 |
1.0947 |
1.0998 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0967 |
| S1 |
1.0893 |
1.0893 |
1.0923 |
1.0872 |
| S2 |
1.0851 |
1.0851 |
1.0912 |
|
| S3 |
1.0725 |
1.0767 |
1.0900 |
|
| S4 |
1.0599 |
1.0641 |
1.0866 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0935 |
|
2.618 |
1.0935 |
|
1.618 |
1.0935 |
|
1.000 |
1.0935 |
|
0.618 |
1.0935 |
|
HIGH |
1.0935 |
|
0.618 |
1.0935 |
|
0.500 |
1.0935 |
|
0.382 |
1.0935 |
|
LOW |
1.0935 |
|
0.618 |
1.0935 |
|
1.000 |
1.0935 |
|
1.618 |
1.0935 |
|
2.618 |
1.0935 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0962 |
| PP |
1.0935 |
1.0953 |
| S1 |
1.0935 |
1.0944 |
|