CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0349 |
0.0061 |
0.6% |
1.0382 |
| High |
1.0288 |
1.0349 |
0.0061 |
0.6% |
1.0396 |
| Low |
1.0288 |
1.0349 |
0.0061 |
0.6% |
1.0296 |
| Close |
1.0288 |
1.0349 |
0.0061 |
0.6% |
1.0297 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0349 |
1.0349 |
|
| R3 |
1.0349 |
1.0349 |
1.0349 |
|
| R2 |
1.0349 |
1.0349 |
1.0349 |
|
| R1 |
1.0349 |
1.0349 |
1.0349 |
1.0349 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0349 |
| S1 |
1.0349 |
1.0349 |
1.0349 |
1.0349 |
| S2 |
1.0349 |
1.0349 |
1.0349 |
|
| S3 |
1.0349 |
1.0349 |
1.0349 |
|
| S4 |
1.0349 |
1.0349 |
1.0349 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0563 |
1.0352 |
|
| R3 |
1.0530 |
1.0463 |
1.0325 |
|
| R2 |
1.0430 |
1.0430 |
1.0315 |
|
| R1 |
1.0363 |
1.0363 |
1.0306 |
1.0347 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0321 |
| S1 |
1.0263 |
1.0263 |
1.0288 |
1.0247 |
| S2 |
1.0230 |
1.0230 |
1.0279 |
|
| S3 |
1.0130 |
1.0163 |
1.0270 |
|
| S4 |
1.0030 |
1.0063 |
1.0242 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0349 |
|
1.618 |
1.0349 |
|
1.000 |
1.0349 |
|
0.618 |
1.0349 |
|
HIGH |
1.0349 |
|
0.618 |
1.0349 |
|
0.500 |
1.0349 |
|
0.382 |
1.0349 |
|
LOW |
1.0349 |
|
0.618 |
1.0349 |
|
1.000 |
1.0349 |
|
1.618 |
1.0349 |
|
2.618 |
1.0349 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0339 |
| PP |
1.0349 |
1.0329 |
| S1 |
1.0349 |
1.0319 |
|