CME Swiss Franc Future December 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 |
1.0923 |
1.0870 |
-0.0053 |
-0.5% |
1.0970 |
| High |
1.0923 |
1.0982 |
0.0059 |
0.5% |
1.1033 |
| Low |
1.0923 |
1.0870 |
-0.0053 |
-0.5% |
1.0923 |
| Close |
1.0923 |
1.0982 |
0.0059 |
0.5% |
1.0923 |
| Range |
0.0000 |
0.0112 |
0.0112 |
|
0.0110 |
| ATR |
0.0044 |
0.0049 |
0.0005 |
11.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1243 |
1.1044 |
|
| R3 |
1.1169 |
1.1131 |
1.1013 |
|
| R2 |
1.1057 |
1.1057 |
1.1003 |
|
| R1 |
1.1019 |
1.1019 |
1.0992 |
1.1038 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0954 |
| S1 |
1.0907 |
1.0907 |
1.0972 |
1.0926 |
| S2 |
1.0833 |
1.0833 |
1.0961 |
|
| S3 |
1.0721 |
1.0795 |
1.0951 |
|
| S4 |
1.0609 |
1.0683 |
1.0920 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1216 |
1.0984 |
|
| R3 |
1.1180 |
1.1106 |
1.0953 |
|
| R2 |
1.1070 |
1.1070 |
1.0943 |
|
| R1 |
1.0996 |
1.0996 |
1.0933 |
1.0978 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0951 |
| S1 |
1.0886 |
1.0886 |
1.0913 |
1.0868 |
| S2 |
1.0850 |
1.0850 |
1.0903 |
|
| S3 |
1.0740 |
1.0776 |
1.0893 |
|
| S4 |
1.0630 |
1.0666 |
1.0863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1458 |
|
2.618 |
1.1275 |
|
1.618 |
1.1163 |
|
1.000 |
1.1094 |
|
0.618 |
1.1051 |
|
HIGH |
1.0982 |
|
0.618 |
1.0939 |
|
0.500 |
1.0926 |
|
0.382 |
1.0913 |
|
LOW |
1.0870 |
|
0.618 |
1.0801 |
|
1.000 |
1.0758 |
|
1.618 |
1.0689 |
|
2.618 |
1.0577 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0972 |
| PP |
1.0945 |
1.0962 |
| S1 |
1.0926 |
1.0952 |
|