CME Swiss Franc Future December 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 |
1.0958 |
1.0923 |
-0.0035 |
-0.3% |
1.1109 |
| High |
1.0958 |
1.0923 |
-0.0035 |
-0.3% |
1.1117 |
| Low |
1.0958 |
1.0923 |
-0.0035 |
-0.3% |
1.1065 |
| Close |
1.0958 |
1.0923 |
-0.0035 |
-0.3% |
1.1117 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0040 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0923 |
1.0923 |
|
| R3 |
1.0923 |
1.0923 |
1.0923 |
|
| R2 |
1.0923 |
1.0923 |
1.0923 |
|
| R1 |
1.0923 |
1.0923 |
1.0923 |
1.0923 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0923 |
| S1 |
1.0923 |
1.0923 |
1.0923 |
1.0923 |
| S2 |
1.0923 |
1.0923 |
1.0923 |
|
| S3 |
1.0923 |
1.0923 |
1.0923 |
|
| S4 |
1.0923 |
1.0923 |
1.0923 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1238 |
1.1146 |
|
| R3 |
1.1204 |
1.1186 |
1.1131 |
|
| R2 |
1.1152 |
1.1152 |
1.1127 |
|
| R1 |
1.1134 |
1.1134 |
1.1122 |
1.1143 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1104 |
| S1 |
1.1082 |
1.1082 |
1.1112 |
1.1091 |
| S2 |
1.1048 |
1.1048 |
1.1107 |
|
| S3 |
1.0996 |
1.1030 |
1.1103 |
|
| S4 |
1.0944 |
1.0978 |
1.1088 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0923 |
|
1.618 |
1.0923 |
|
1.000 |
1.0923 |
|
0.618 |
1.0923 |
|
HIGH |
1.0923 |
|
0.618 |
1.0923 |
|
0.500 |
1.0923 |
|
0.382 |
1.0923 |
|
LOW |
1.0923 |
|
0.618 |
1.0923 |
|
1.000 |
1.0923 |
|
1.618 |
1.0923 |
|
2.618 |
1.0923 |
|
4.250 |
1.0923 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0970 |
| PP |
1.0923 |
1.0954 |
| S1 |
1.0923 |
1.0939 |
|