CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.0940 |
-0.0030 |
-0.3% |
1.1113 |
| High |
1.0970 |
1.0940 |
-0.0030 |
-0.3% |
1.1113 |
| Low |
1.0970 |
1.0940 |
-0.0030 |
-0.3% |
1.0923 |
| Close |
1.0970 |
1.0940 |
-0.0030 |
-0.3% |
1.0946 |
| Range |
|
|
|
|
|
| ATR |
0.0038 |
0.0038 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0940 |
1.0940 |
|
| R3 |
1.0940 |
1.0940 |
1.0940 |
|
| R2 |
1.0940 |
1.0940 |
1.0940 |
|
| R1 |
1.0940 |
1.0940 |
1.0940 |
1.0940 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0940 |
| S1 |
1.0940 |
1.0940 |
1.0940 |
1.0940 |
| S2 |
1.0940 |
1.0940 |
1.0940 |
|
| S3 |
1.0940 |
1.0940 |
1.0940 |
|
| S4 |
1.0940 |
1.0940 |
1.0940 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1445 |
1.1051 |
|
| R3 |
1.1374 |
1.1255 |
1.0998 |
|
| R2 |
1.1184 |
1.1184 |
1.0981 |
|
| R1 |
1.1065 |
1.1065 |
1.0963 |
1.1030 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0976 |
| S1 |
1.0875 |
1.0875 |
1.0929 |
1.0840 |
| S2 |
1.0804 |
1.0804 |
1.0911 |
|
| S3 |
1.0614 |
1.0685 |
1.0894 |
|
| S4 |
1.0424 |
1.0495 |
1.0842 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0940 |
|
2.618 |
1.0940 |
|
1.618 |
1.0940 |
|
1.000 |
1.0940 |
|
0.618 |
1.0940 |
|
HIGH |
1.0940 |
|
0.618 |
1.0940 |
|
0.500 |
1.0940 |
|
0.382 |
1.0940 |
|
LOW |
1.0940 |
|
0.618 |
1.0940 |
|
1.000 |
1.0940 |
|
1.618 |
1.0940 |
|
2.618 |
1.0940 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0955 |
| PP |
1.0940 |
1.0950 |
| S1 |
1.0940 |
1.0945 |
|