CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1055 |
0.0033 |
0.3% |
1.0870 |
| High |
1.1022 |
1.1055 |
0.0033 |
0.3% |
1.1047 |
| Low |
1.1022 |
1.1055 |
0.0033 |
0.3% |
1.0870 |
| Close |
1.1022 |
1.1055 |
0.0033 |
0.3% |
1.1047 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1055 |
1.1055 |
|
| R3 |
1.1055 |
1.1055 |
1.1055 |
|
| R2 |
1.1055 |
1.1055 |
1.1055 |
|
| R1 |
1.1055 |
1.1055 |
1.1055 |
1.1055 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1055 |
| S1 |
1.1055 |
1.1055 |
1.1055 |
1.1055 |
| S2 |
1.1055 |
1.1055 |
1.1055 |
|
| S3 |
1.1055 |
1.1055 |
1.1055 |
|
| S4 |
1.1055 |
1.1055 |
1.1055 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1460 |
1.1144 |
|
| R3 |
1.1342 |
1.1283 |
1.1096 |
|
| R2 |
1.1165 |
1.1165 |
1.1079 |
|
| R1 |
1.1106 |
1.1106 |
1.1063 |
1.1136 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.1003 |
| S1 |
1.0929 |
1.0929 |
1.1031 |
1.0959 |
| S2 |
1.0811 |
1.0811 |
1.1015 |
|
| S3 |
1.0634 |
1.0752 |
1.0998 |
|
| S4 |
1.0457 |
1.0575 |
1.0950 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.1055 |
|
1.618 |
1.1055 |
|
1.000 |
1.1055 |
|
0.618 |
1.1055 |
|
HIGH |
1.1055 |
|
0.618 |
1.1055 |
|
0.500 |
1.1055 |
|
0.382 |
1.1055 |
|
LOW |
1.1055 |
|
0.618 |
1.1055 |
|
1.000 |
1.1055 |
|
1.618 |
1.1055 |
|
2.618 |
1.1055 |
|
4.250 |
1.1055 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1043 |
| PP |
1.1055 |
1.1031 |
| S1 |
1.1055 |
1.1019 |
|