CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0713 |
1.0861 |
0.0148 |
1.4% |
1.0700 |
High |
1.0713 |
1.0861 |
0.0148 |
1.4% |
1.0861 |
Low |
1.0713 |
1.0843 |
0.0130 |
1.2% |
1.0692 |
Close |
1.0713 |
1.0843 |
0.0130 |
1.2% |
1.0843 |
Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0169 |
ATR |
0.0027 |
0.0036 |
0.0009 |
31.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0903 |
1.0891 |
1.0853 |
|
R3 |
1.0885 |
1.0873 |
1.0848 |
|
R2 |
1.0867 |
1.0867 |
1.0846 |
|
R1 |
1.0855 |
1.0855 |
1.0845 |
1.0852 |
PP |
1.0849 |
1.0849 |
1.0849 |
1.0848 |
S1 |
1.0837 |
1.0837 |
1.0841 |
1.0834 |
S2 |
1.0831 |
1.0831 |
1.0840 |
|
S3 |
1.0813 |
1.0819 |
1.0838 |
|
S4 |
1.0795 |
1.0801 |
1.0833 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1306 |
1.1243 |
1.0936 |
|
R3 |
1.1137 |
1.1074 |
1.0889 |
|
R2 |
1.0968 |
1.0968 |
1.0874 |
|
R1 |
1.0905 |
1.0905 |
1.0858 |
1.0937 |
PP |
1.0799 |
1.0799 |
1.0799 |
1.0814 |
S1 |
1.0736 |
1.0736 |
1.0828 |
1.0768 |
S2 |
1.0630 |
1.0630 |
1.0812 |
|
S3 |
1.0461 |
1.0567 |
1.0797 |
|
S4 |
1.0292 |
1.0398 |
1.0750 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0938 |
2.618 |
1.0908 |
1.618 |
1.0890 |
1.000 |
1.0879 |
0.618 |
1.0872 |
HIGH |
1.0861 |
0.618 |
1.0854 |
0.500 |
1.0852 |
0.382 |
1.0850 |
LOW |
1.0843 |
0.618 |
1.0832 |
1.000 |
1.0825 |
1.618 |
1.0814 |
2.618 |
1.0796 |
4.250 |
1.0767 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0852 |
1.0821 |
PP |
1.0849 |
1.0799 |
S1 |
1.0846 |
1.0777 |
|