CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0968 |
-0.0043 |
-0.4% |
1.0947 |
| High |
1.1011 |
1.0968 |
-0.0043 |
-0.4% |
1.1011 |
| Low |
1.1011 |
1.0900 |
-0.0111 |
-1.0% |
1.0897 |
| Close |
1.1011 |
1.0901 |
-0.0110 |
-1.0% |
1.0901 |
| Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0114 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
9.0% |
0.0000 |
| Volume |
25 |
35 |
10 |
40.0% |
92 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1082 |
1.0938 |
|
| R3 |
1.1059 |
1.1014 |
1.0920 |
|
| R2 |
1.0991 |
1.0991 |
1.0913 |
|
| R1 |
1.0946 |
1.0946 |
1.0907 |
1.0935 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0917 |
| S1 |
1.0878 |
1.0878 |
1.0895 |
1.0867 |
| S2 |
1.0855 |
1.0855 |
1.0889 |
|
| S3 |
1.0787 |
1.0810 |
1.0882 |
|
| S4 |
1.0719 |
1.0742 |
1.0864 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1204 |
1.0964 |
|
| R3 |
1.1164 |
1.1090 |
1.0932 |
|
| R2 |
1.1050 |
1.1050 |
1.0922 |
|
| R1 |
1.0976 |
1.0976 |
1.0911 |
1.0956 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0927 |
| S1 |
1.0862 |
1.0862 |
1.0891 |
1.0842 |
| S2 |
1.0822 |
1.0822 |
1.0880 |
|
| S3 |
1.0708 |
1.0748 |
1.0870 |
|
| S4 |
1.0594 |
1.0634 |
1.0838 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1146 |
|
1.618 |
1.1078 |
|
1.000 |
1.1036 |
|
0.618 |
1.1010 |
|
HIGH |
1.0968 |
|
0.618 |
1.0942 |
|
0.500 |
1.0934 |
|
0.382 |
1.0926 |
|
LOW |
1.0900 |
|
0.618 |
1.0858 |
|
1.000 |
1.0832 |
|
1.618 |
1.0790 |
|
2.618 |
1.0722 |
|
4.250 |
1.0611 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0956 |
| PP |
1.0923 |
1.0937 |
| S1 |
1.0912 |
1.0919 |
|