CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0682 |
-0.0066 |
-0.6% |
1.0647 |
| High |
1.0748 |
1.0682 |
-0.0066 |
-0.6% |
1.0791 |
| Low |
1.0748 |
1.0654 |
-0.0094 |
-0.9% |
1.0647 |
| Close |
1.0748 |
1.0665 |
-0.0083 |
-0.8% |
1.0789 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0144 |
| ATR |
0.0042 |
0.0046 |
0.0004 |
8.8% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0736 |
1.0680 |
|
| R3 |
1.0723 |
1.0708 |
1.0673 |
|
| R2 |
1.0695 |
1.0695 |
1.0670 |
|
| R1 |
1.0680 |
1.0680 |
1.0668 |
1.0674 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0664 |
| S1 |
1.0652 |
1.0652 |
1.0662 |
1.0646 |
| S2 |
1.0639 |
1.0639 |
1.0660 |
|
| S3 |
1.0611 |
1.0624 |
1.0657 |
|
| S4 |
1.0583 |
1.0596 |
1.0650 |
|
|
| 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 |
1.0801 |
|
2.618 |
1.0755 |
|
1.618 |
1.0727 |
|
1.000 |
1.0710 |
|
0.618 |
1.0699 |
|
HIGH |
1.0682 |
|
0.618 |
1.0671 |
|
0.500 |
1.0668 |
|
0.382 |
1.0665 |
|
LOW |
1.0654 |
|
0.618 |
1.0637 |
|
1.000 |
1.0626 |
|
1.618 |
1.0609 |
|
2.618 |
1.0581 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0668 |
1.0723 |
| PP |
1.0667 |
1.0703 |
| S1 |
1.0666 |
1.0684 |
|