CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1108 |
1.0956 |
-0.0152 |
-1.4% |
1.1065 |
| High |
1.1108 |
1.0956 |
-0.0152 |
-1.4% |
1.1102 |
| Low |
1.0999 |
1.0941 |
-0.0058 |
-0.5% |
1.1048 |
| Close |
1.0999 |
1.0941 |
-0.0058 |
-0.5% |
1.1101 |
| Range |
0.0109 |
0.0015 |
-0.0094 |
-86.2% |
0.0054 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
32 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0981 |
1.0949 |
|
| R3 |
1.0976 |
1.0966 |
1.0945 |
|
| R2 |
1.0961 |
1.0961 |
1.0944 |
|
| R1 |
1.0951 |
1.0951 |
1.0942 |
1.0949 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0945 |
| S1 |
1.0936 |
1.0936 |
1.0940 |
1.0934 |
| S2 |
1.0931 |
1.0931 |
1.0938 |
|
| S3 |
1.0916 |
1.0921 |
1.0937 |
|
| S4 |
1.0901 |
1.0906 |
1.0933 |
|
|
| 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 |
1.1020 |
|
2.618 |
1.0995 |
|
1.618 |
1.0980 |
|
1.000 |
1.0971 |
|
0.618 |
1.0965 |
|
HIGH |
1.0956 |
|
0.618 |
1.0950 |
|
0.500 |
1.0949 |
|
0.382 |
1.0947 |
|
LOW |
1.0941 |
|
0.618 |
1.0932 |
|
1.000 |
1.0926 |
|
1.618 |
1.0917 |
|
2.618 |
1.0902 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.1025 |
| PP |
1.0946 |
1.0997 |
| S1 |
1.0944 |
1.0969 |
|