CME Swiss Franc Future December 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 | 
                        1.0480 | 
                        1.0474 | 
                        -0.0006 | 
                        -0.1% | 
                        1.0694 | 
                     
                    
                        | High | 
                        1.0480 | 
                        1.0474 | 
                        -0.0006 | 
                        -0.1% | 
                        1.0694 | 
                     
                    
                        | Low | 
                        1.0480 | 
                        1.0474 | 
                        -0.0006 | 
                        -0.1% | 
                        1.0474 | 
                     
                    
                        | Close | 
                        1.0480 | 
                        1.0474 | 
                        -0.0006 | 
                        -0.1% | 
                        1.0474 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0043 | 
                        0.0040 | 
                        -0.0003 | 
                        -6.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                 | 
             
            
                | R3 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                 | 
             
            
                | R2 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                 | 
             
            
                | R1 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
             
            
                | PP | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
             
            
                | S1 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
             
            
                | S2 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                 | 
             
            
                | S3 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                 | 
             
            
                | S4 | 
                1.0474 | 
                1.0474 | 
                1.0474 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1207 | 
                1.1061 | 
                1.0595 | 
                 | 
             
            
                | R3 | 
                1.0987 | 
                1.0841 | 
                1.0535 | 
                 | 
             
            
                | R2 | 
                1.0767 | 
                1.0767 | 
                1.0514 | 
                 | 
             
            
                | R1 | 
                1.0621 | 
                1.0621 | 
                1.0494 | 
                1.0584 | 
             
            
                | PP | 
                1.0547 | 
                1.0547 | 
                1.0547 | 
                1.0529 | 
             
            
                | S1 | 
                1.0401 | 
                1.0401 | 
                1.0454 | 
                1.0364 | 
             
            
                | S2 | 
                1.0327 | 
                1.0327 | 
                1.0434 | 
                 | 
             
            
                | S3 | 
                1.0107 | 
                1.0181 | 
                1.0414 | 
                 | 
             
            
                | S4 | 
                0.9887 | 
                0.9961 | 
                1.0353 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0474 | 
         
        
            | 
2.618             | 
            1.0474 | 
         
        
            | 
1.618             | 
            1.0474 | 
         
        
            | 
1.000             | 
            1.0474 | 
         
        
            | 
0.618             | 
            1.0474 | 
         
        
            | 
HIGH             | 
            1.0474 | 
         
        
            | 
0.618             | 
            1.0474 | 
         
        
            | 
0.500             | 
            1.0474 | 
         
        
            | 
0.382             | 
            1.0474 | 
         
        
            | 
LOW             | 
            1.0474 | 
         
        
            | 
0.618             | 
            1.0474 | 
         
        
            | 
1.000             | 
            1.0474 | 
         
        
            | 
1.618             | 
            1.0474 | 
         
        
            | 
2.618             | 
            1.0474 | 
         
        
            | 
4.250             | 
            1.0474 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0474 | 
                                1.0498 | 
                             
                            
                                | PP | 
                                1.0474 | 
                                1.0490 | 
                             
                            
                                | S1 | 
                                1.0474 | 
                                1.0482 | 
                             
             
         |