CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0349 |
1.0316 |
-0.0033 |
-0.3% |
1.0325 |
| High |
1.0349 |
1.0316 |
-0.0033 |
-0.3% |
1.0349 |
| Low |
1.0349 |
1.0316 |
-0.0033 |
-0.3% |
1.0288 |
| Close |
1.0349 |
1.0316 |
-0.0033 |
-0.3% |
1.0316 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0041 |
0.0041 |
|
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0316 |
1.0316 |
|
| R3 |
1.0316 |
1.0316 |
1.0316 |
|
| R2 |
1.0316 |
1.0316 |
1.0316 |
|
| R1 |
1.0316 |
1.0316 |
1.0316 |
1.0316 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0316 |
| S1 |
1.0316 |
1.0316 |
1.0316 |
1.0316 |
| S2 |
1.0316 |
1.0316 |
1.0316 |
|
| S3 |
1.0316 |
1.0316 |
1.0316 |
|
| S4 |
1.0316 |
1.0316 |
1.0316 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0469 |
1.0350 |
|
| R3 |
1.0440 |
1.0408 |
1.0333 |
|
| R2 |
1.0379 |
1.0379 |
1.0327 |
|
| R1 |
1.0347 |
1.0347 |
1.0322 |
1.0333 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0310 |
| S1 |
1.0286 |
1.0286 |
1.0310 |
1.0272 |
| S2 |
1.0257 |
1.0257 |
1.0305 |
|
| S3 |
1.0196 |
1.0225 |
1.0299 |
|
| S4 |
1.0135 |
1.0164 |
1.0282 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0316 |
|
2.618 |
1.0316 |
|
1.618 |
1.0316 |
|
1.000 |
1.0316 |
|
0.618 |
1.0316 |
|
HIGH |
1.0316 |
|
0.618 |
1.0316 |
|
0.500 |
1.0316 |
|
0.382 |
1.0316 |
|
LOW |
1.0316 |
|
0.618 |
1.0316 |
|
1.000 |
1.0316 |
|
1.618 |
1.0316 |
|
2.618 |
1.0316 |
|
4.250 |
1.0316 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0316 |
1.0319 |
| PP |
1.0316 |
1.0318 |
| S1 |
1.0316 |
1.0317 |
|