CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.0860 |
-0.0108 |
-1.0% |
1.0947 |
| High |
1.0968 |
1.0959 |
-0.0009 |
-0.1% |
1.1011 |
| Low |
1.0900 |
1.0860 |
-0.0040 |
-0.4% |
1.0897 |
| Close |
1.0901 |
1.0959 |
0.0058 |
0.5% |
1.0901 |
| Range |
0.0068 |
0.0099 |
0.0031 |
45.6% |
0.0114 |
| ATR |
0.0053 |
0.0057 |
0.0003 |
6.1% |
0.0000 |
| Volume |
35 |
9 |
-26 |
-74.3% |
92 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1190 |
1.1013 |
|
| R3 |
1.1124 |
1.1091 |
1.0986 |
|
| R2 |
1.1025 |
1.1025 |
1.0977 |
|
| R1 |
1.0992 |
1.0992 |
1.0968 |
1.1009 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0934 |
| S1 |
1.0893 |
1.0893 |
1.0950 |
1.0910 |
| S2 |
1.0827 |
1.0827 |
1.0941 |
|
| S3 |
1.0728 |
1.0794 |
1.0932 |
|
| S4 |
1.0629 |
1.0695 |
1.0905 |
|
|
| 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 |
1.1380 |
|
2.618 |
1.1218 |
|
1.618 |
1.1119 |
|
1.000 |
1.1058 |
|
0.618 |
1.1020 |
|
HIGH |
1.0959 |
|
0.618 |
1.0921 |
|
0.500 |
1.0910 |
|
0.382 |
1.0898 |
|
LOW |
1.0860 |
|
0.618 |
1.0799 |
|
1.000 |
1.0761 |
|
1.618 |
1.0700 |
|
2.618 |
1.0601 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0951 |
| PP |
1.0926 |
1.0943 |
| S1 |
1.0910 |
1.0936 |
|