CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.2030 |
1.1927 |
-0.0103 |
-0.9% |
1.1845 |
High |
1.2030 |
1.1927 |
-0.0103 |
-0.9% |
1.1974 |
Low |
1.2030 |
1.1927 |
-0.0103 |
-0.9% |
1.1845 |
Close |
1.2010 |
1.1927 |
-0.0083 |
-0.7% |
1.1974 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1927 |
1.1927 |
1.1927 |
|
R3 |
1.1927 |
1.1927 |
1.1927 |
|
R2 |
1.1927 |
1.1927 |
1.1927 |
|
R1 |
1.1927 |
1.1927 |
1.1927 |
1.1927 |
PP |
1.1927 |
1.1927 |
1.1927 |
1.1927 |
S1 |
1.1927 |
1.1927 |
1.1927 |
1.1927 |
S2 |
1.1927 |
1.1927 |
1.1927 |
|
S3 |
1.1927 |
1.1927 |
1.1927 |
|
S4 |
1.1927 |
1.1927 |
1.1927 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2318 |
1.2275 |
1.2045 |
|
R3 |
1.2189 |
1.2146 |
1.2009 |
|
R2 |
1.2060 |
1.2060 |
1.1998 |
|
R1 |
1.2017 |
1.2017 |
1.1986 |
1.2039 |
PP |
1.1931 |
1.1931 |
1.1931 |
1.1942 |
S1 |
1.1888 |
1.1888 |
1.1962 |
1.1910 |
S2 |
1.1802 |
1.1802 |
1.1950 |
|
S3 |
1.1673 |
1.1759 |
1.1939 |
|
S4 |
1.1544 |
1.1630 |
1.1903 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1927 |
2.618 |
1.1927 |
1.618 |
1.1927 |
1.000 |
1.1927 |
0.618 |
1.1927 |
HIGH |
1.1927 |
0.618 |
1.1927 |
0.500 |
1.1927 |
0.382 |
1.1927 |
LOW |
1.1927 |
0.618 |
1.1927 |
1.000 |
1.1927 |
1.618 |
1.1927 |
2.618 |
1.1927 |
4.250 |
1.1927 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1927 |
1.1991 |
PP |
1.1927 |
1.1969 |
S1 |
1.1927 |
1.1948 |
|