CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0956 |
1.0923 |
-0.0033 |
-0.3% |
1.1065 |
High |
1.0956 |
1.0923 |
-0.0033 |
-0.3% |
1.1102 |
Low |
1.0941 |
1.0901 |
-0.0040 |
-0.4% |
1.1048 |
Close |
1.0941 |
1.0901 |
-0.0040 |
-0.4% |
1.1101 |
Range |
0.0015 |
0.0022 |
0.0007 |
46.7% |
0.0054 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
9 |
1 |
-8 |
-88.9% |
32 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0974 |
1.0960 |
1.0913 |
|
R3 |
1.0952 |
1.0938 |
1.0907 |
|
R2 |
1.0930 |
1.0930 |
1.0905 |
|
R1 |
1.0916 |
1.0916 |
1.0903 |
1.0912 |
PP |
1.0908 |
1.0908 |
1.0908 |
1.0907 |
S1 |
1.0894 |
1.0894 |
1.0899 |
1.0890 |
S2 |
1.0886 |
1.0886 |
1.0897 |
|
S3 |
1.0864 |
1.0872 |
1.0895 |
|
S4 |
1.0842 |
1.0850 |
1.0889 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1246 |
1.1227 |
1.1131 |
|
R3 |
1.1192 |
1.1173 |
1.1116 |
|
R2 |
1.1138 |
1.1138 |
1.1111 |
|
R1 |
1.1119 |
1.1119 |
1.1106 |
1.1129 |
PP |
1.1084 |
1.1084 |
1.1084 |
1.1088 |
S1 |
1.1065 |
1.1065 |
1.1096 |
1.1075 |
S2 |
1.1030 |
1.1030 |
1.1091 |
|
S3 |
1.0976 |
1.1011 |
1.1086 |
|
S4 |
1.0922 |
1.0957 |
1.1071 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1017 |
2.618 |
1.0981 |
1.618 |
1.0959 |
1.000 |
1.0945 |
0.618 |
1.0937 |
HIGH |
1.0923 |
0.618 |
1.0915 |
0.500 |
1.0912 |
0.382 |
1.0909 |
LOW |
1.0901 |
0.618 |
1.0887 |
1.000 |
1.0879 |
1.618 |
1.0865 |
2.618 |
1.0843 |
4.250 |
1.0808 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0912 |
1.1005 |
PP |
1.0908 |
1.0970 |
S1 |
1.0905 |
1.0936 |
|