CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0696 |
0.0008 |
0.1% |
1.0511 |
| High |
1.0688 |
1.0733 |
0.0045 |
0.4% |
1.0611 |
| Low |
1.0688 |
1.0696 |
0.0008 |
0.1% |
1.0510 |
| Close |
1.0688 |
1.0702 |
0.0014 |
0.1% |
1.0611 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0101 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0799 |
1.0722 |
|
| R3 |
1.0784 |
1.0762 |
1.0712 |
|
| R2 |
1.0747 |
1.0747 |
1.0709 |
|
| R1 |
1.0725 |
1.0725 |
1.0705 |
1.0736 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0716 |
| S1 |
1.0688 |
1.0688 |
1.0699 |
1.0699 |
| S2 |
1.0673 |
1.0673 |
1.0695 |
|
| S3 |
1.0636 |
1.0651 |
1.0692 |
|
| S4 |
1.0599 |
1.0614 |
1.0682 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0847 |
1.0667 |
|
| R3 |
1.0779 |
1.0746 |
1.0639 |
|
| R2 |
1.0678 |
1.0678 |
1.0630 |
|
| R1 |
1.0645 |
1.0645 |
1.0620 |
1.0662 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0586 |
| S1 |
1.0544 |
1.0544 |
1.0602 |
1.0561 |
| S2 |
1.0476 |
1.0476 |
1.0592 |
|
| S3 |
1.0375 |
1.0443 |
1.0583 |
|
| S4 |
1.0274 |
1.0342 |
1.0555 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0830 |
|
1.618 |
1.0793 |
|
1.000 |
1.0770 |
|
0.618 |
1.0756 |
|
HIGH |
1.0733 |
|
0.618 |
1.0719 |
|
0.500 |
1.0715 |
|
0.382 |
1.0710 |
|
LOW |
1.0696 |
|
0.618 |
1.0673 |
|
1.000 |
1.0659 |
|
1.618 |
1.0636 |
|
2.618 |
1.0599 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0690 |
| PP |
1.0710 |
1.0678 |
| S1 |
1.0706 |
1.0667 |
|