CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1097 |
1.1108 |
0.0011 |
0.1% |
1.1065 |
| High |
1.1097 |
1.1108 |
0.0011 |
0.1% |
1.1102 |
| Low |
1.1097 |
1.0999 |
-0.0098 |
-0.9% |
1.1048 |
| Close |
1.1097 |
1.0999 |
-0.0098 |
-0.9% |
1.1101 |
| Range |
0.0000 |
0.0109 |
0.0109 |
|
0.0054 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
8.5% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1290 |
1.1059 |
|
| R3 |
1.1253 |
1.1181 |
1.1029 |
|
| R2 |
1.1144 |
1.1144 |
1.1019 |
|
| R1 |
1.1072 |
1.1072 |
1.1009 |
1.1054 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1026 |
| S1 |
1.0963 |
1.0963 |
1.0989 |
1.0945 |
| S2 |
1.0926 |
1.0926 |
1.0979 |
|
| S3 |
1.0817 |
1.0854 |
1.0969 |
|
| S4 |
1.0708 |
1.0745 |
1.0939 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1227 |
1.1131 |
|
| R3 |
1.1192 |
1.1173 |
1.1116 |
|
| R2 |
1.1138 |
1.1138 |
1.1111 |
|
| R1 |
1.1119 |
1.1119 |
1.1106 |
1.1129 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1088 |
| S1 |
1.1065 |
1.1065 |
1.1096 |
1.1075 |
| S2 |
1.1030 |
1.1030 |
1.1091 |
|
| S3 |
1.0976 |
1.1011 |
1.1086 |
|
| S4 |
1.0922 |
1.0957 |
1.1071 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1571 |
|
2.618 |
1.1393 |
|
1.618 |
1.1284 |
|
1.000 |
1.1217 |
|
0.618 |
1.1175 |
|
HIGH |
1.1108 |
|
0.618 |
1.1066 |
|
0.500 |
1.1054 |
|
0.382 |
1.1041 |
|
LOW |
1.0999 |
|
0.618 |
1.0932 |
|
1.000 |
1.0890 |
|
1.618 |
1.0823 |
|
2.618 |
1.0714 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1054 |
| PP |
1.1035 |
1.1035 |
| S1 |
1.1017 |
1.1017 |
|