CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0647 |
1.0709 |
0.0062 |
0.6% |
1.0686 |
| High |
1.0721 |
1.0709 |
-0.0012 |
-0.1% |
1.0719 |
| Low |
1.0647 |
1.0709 |
0.0062 |
0.6% |
1.0664 |
| Close |
1.0689 |
1.0709 |
0.0020 |
0.2% |
1.0667 |
| Range |
0.0074 |
0.0000 |
-0.0074 |
-100.0% |
0.0055 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
4 |
11 |
7 |
175.0% |
16 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0709 |
1.0709 |
|
| R3 |
1.0709 |
1.0709 |
1.0709 |
|
| R2 |
1.0709 |
1.0709 |
1.0709 |
|
| R1 |
1.0709 |
1.0709 |
1.0709 |
1.0709 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0709 |
| S1 |
1.0709 |
1.0709 |
1.0709 |
1.0709 |
| S2 |
1.0709 |
1.0709 |
1.0709 |
|
| S3 |
1.0709 |
1.0709 |
1.0709 |
|
| S4 |
1.0709 |
1.0709 |
1.0709 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0813 |
1.0697 |
|
| R3 |
1.0793 |
1.0758 |
1.0682 |
|
| R2 |
1.0738 |
1.0738 |
1.0677 |
|
| R1 |
1.0703 |
1.0703 |
1.0672 |
1.0693 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0679 |
| S1 |
1.0648 |
1.0648 |
1.0662 |
1.0638 |
| S2 |
1.0628 |
1.0628 |
1.0657 |
|
| S3 |
1.0573 |
1.0593 |
1.0652 |
|
| S4 |
1.0518 |
1.0538 |
1.0637 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0709 |
|
2.618 |
1.0709 |
|
1.618 |
1.0709 |
|
1.000 |
1.0709 |
|
0.618 |
1.0709 |
|
HIGH |
1.0709 |
|
0.618 |
1.0709 |
|
0.500 |
1.0709 |
|
0.382 |
1.0709 |
|
LOW |
1.0709 |
|
0.618 |
1.0709 |
|
1.000 |
1.0709 |
|
1.618 |
1.0709 |
|
2.618 |
1.0709 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0701 |
| PP |
1.0709 |
1.0692 |
| S1 |
1.0709 |
1.0684 |
|