CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0775 |
-0.0050 |
-0.5% |
1.0736 |
| High |
1.0825 |
1.0775 |
-0.0050 |
-0.5% |
1.0874 |
| Low |
1.0805 |
1.0708 |
-0.0097 |
-0.9% |
1.0736 |
| Close |
1.0805 |
1.0741 |
-0.0064 |
-0.6% |
1.0797 |
| Range |
0.0020 |
0.0067 |
0.0047 |
235.0% |
0.0138 |
| ATR |
0.0044 |
0.0048 |
0.0004 |
8.7% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
14 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0909 |
1.0778 |
|
| R3 |
1.0875 |
1.0842 |
1.0759 |
|
| R2 |
1.0808 |
1.0808 |
1.0753 |
|
| R1 |
1.0775 |
1.0775 |
1.0747 |
1.0758 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0733 |
| S1 |
1.0708 |
1.0708 |
1.0735 |
1.0691 |
| S2 |
1.0674 |
1.0674 |
1.0729 |
|
| S3 |
1.0607 |
1.0641 |
1.0723 |
|
| S4 |
1.0540 |
1.0574 |
1.0704 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1216 |
1.1145 |
1.0873 |
|
| R3 |
1.1078 |
1.1007 |
1.0835 |
|
| R2 |
1.0940 |
1.0940 |
1.0822 |
|
| R1 |
1.0869 |
1.0869 |
1.0810 |
1.0905 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0820 |
| S1 |
1.0731 |
1.0731 |
1.0784 |
1.0767 |
| S2 |
1.0664 |
1.0664 |
1.0772 |
|
| S3 |
1.0526 |
1.0593 |
1.0759 |
|
| S4 |
1.0388 |
1.0455 |
1.0721 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0950 |
|
1.618 |
1.0883 |
|
1.000 |
1.0842 |
|
0.618 |
1.0816 |
|
HIGH |
1.0775 |
|
0.618 |
1.0749 |
|
0.500 |
1.0742 |
|
0.382 |
1.0734 |
|
LOW |
1.0708 |
|
0.618 |
1.0667 |
|
1.000 |
1.0641 |
|
1.618 |
1.0600 |
|
2.618 |
1.0533 |
|
4.250 |
1.0423 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0767 |
| PP |
1.0741 |
1.0758 |
| S1 |
1.0741 |
1.0750 |
|