CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0897 |
-0.0050 |
-0.5% |
1.1097 |
| High |
1.0947 |
1.0918 |
-0.0029 |
-0.3% |
1.1108 |
| Low |
1.0947 |
1.0897 |
-0.0050 |
-0.5% |
1.0901 |
| Close |
1.0947 |
1.0918 |
-0.0029 |
-0.3% |
1.0923 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0207 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
29 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0967 |
1.0930 |
|
| R3 |
1.0953 |
1.0946 |
1.0924 |
|
| R2 |
1.0932 |
1.0932 |
1.0922 |
|
| R1 |
1.0925 |
1.0925 |
1.0920 |
1.0929 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0913 |
| S1 |
1.0904 |
1.0904 |
1.0916 |
1.0908 |
| S2 |
1.0890 |
1.0890 |
1.0914 |
|
| S3 |
1.0869 |
1.0883 |
1.0912 |
|
| S4 |
1.0848 |
1.0862 |
1.0906 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1468 |
1.1037 |
|
| R3 |
1.1391 |
1.1261 |
1.0980 |
|
| R2 |
1.1184 |
1.1184 |
1.0961 |
|
| R1 |
1.1054 |
1.1054 |
1.0942 |
1.1016 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0958 |
| S1 |
1.0847 |
1.0847 |
1.0904 |
1.0809 |
| S2 |
1.0770 |
1.0770 |
1.0885 |
|
| S3 |
1.0563 |
1.0640 |
1.0866 |
|
| S4 |
1.0356 |
1.0433 |
1.0809 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0973 |
|
1.618 |
1.0952 |
|
1.000 |
1.0939 |
|
0.618 |
1.0931 |
|
HIGH |
1.0918 |
|
0.618 |
1.0910 |
|
0.500 |
1.0908 |
|
0.382 |
1.0905 |
|
LOW |
1.0897 |
|
0.618 |
1.0884 |
|
1.000 |
1.0876 |
|
1.618 |
1.0863 |
|
2.618 |
1.0842 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0922 |
| PP |
1.0911 |
1.0921 |
| S1 |
1.0908 |
1.0919 |
|