CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0690 |
-0.0006 |
-0.1% |
1.0511 |
| High |
1.0733 |
1.0730 |
-0.0003 |
0.0% |
1.0611 |
| Low |
1.0696 |
1.0690 |
-0.0006 |
-0.1% |
1.0510 |
| Close |
1.0702 |
1.0730 |
0.0028 |
0.3% |
1.0611 |
| Range |
0.0037 |
0.0040 |
0.0003 |
8.1% |
0.0101 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
8 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0823 |
1.0752 |
|
| R3 |
1.0797 |
1.0783 |
1.0741 |
|
| R2 |
1.0757 |
1.0757 |
1.0737 |
|
| R1 |
1.0743 |
1.0743 |
1.0734 |
1.0750 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0720 |
| S1 |
1.0703 |
1.0703 |
1.0726 |
1.0710 |
| S2 |
1.0677 |
1.0677 |
1.0723 |
|
| S3 |
1.0637 |
1.0663 |
1.0719 |
|
| S4 |
1.0597 |
1.0623 |
1.0708 |
|
|
| 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 |
1.0900 |
|
2.618 |
1.0835 |
|
1.618 |
1.0795 |
|
1.000 |
1.0770 |
|
0.618 |
1.0755 |
|
HIGH |
1.0730 |
|
0.618 |
1.0715 |
|
0.500 |
1.0710 |
|
0.382 |
1.0705 |
|
LOW |
1.0690 |
|
0.618 |
1.0665 |
|
1.000 |
1.0650 |
|
1.618 |
1.0625 |
|
2.618 |
1.0585 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0723 |
1.0724 |
| PP |
1.0717 |
1.0717 |
| S1 |
1.0710 |
1.0711 |
|