CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0748 |
-0.0034 |
-0.3% |
1.0647 |
| High |
1.0791 |
1.0748 |
-0.0043 |
-0.4% |
1.0791 |
| Low |
1.0782 |
1.0748 |
-0.0034 |
-0.3% |
1.0647 |
| Close |
1.0789 |
1.0748 |
-0.0041 |
-0.4% |
1.0789 |
| Range |
0.0009 |
0.0000 |
-0.0009 |
-100.0% |
0.0144 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0748 |
1.0748 |
|
| R3 |
1.0748 |
1.0748 |
1.0748 |
|
| R2 |
1.0748 |
1.0748 |
1.0748 |
|
| R1 |
1.0748 |
1.0748 |
1.0748 |
1.0748 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0748 |
| S1 |
1.0748 |
1.0748 |
1.0748 |
1.0748 |
| S2 |
1.0748 |
1.0748 |
1.0748 |
|
| S3 |
1.0748 |
1.0748 |
1.0748 |
|
| S4 |
1.0748 |
1.0748 |
1.0748 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1126 |
1.0868 |
|
| R3 |
1.1030 |
1.0982 |
1.0829 |
|
| R2 |
1.0886 |
1.0886 |
1.0815 |
|
| R1 |
1.0838 |
1.0838 |
1.0802 |
1.0862 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0755 |
| S1 |
1.0694 |
1.0694 |
1.0776 |
1.0718 |
| S2 |
1.0598 |
1.0598 |
1.0763 |
|
| S3 |
1.0454 |
1.0550 |
1.0749 |
|
| S4 |
1.0310 |
1.0406 |
1.0710 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0748 |
|
1.618 |
1.0748 |
|
1.000 |
1.0748 |
|
0.618 |
1.0748 |
|
HIGH |
1.0748 |
|
0.618 |
1.0748 |
|
0.500 |
1.0748 |
|
0.382 |
1.0748 |
|
LOW |
1.0748 |
|
0.618 |
1.0748 |
|
1.000 |
1.0748 |
|
1.618 |
1.0748 |
|
2.618 |
1.0748 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0769 |
| PP |
1.0748 |
1.0762 |
| S1 |
1.0748 |
1.0755 |
|