CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0958 |
1.0905 |
-0.0053 |
-0.5% |
1.0947 |
| High |
1.0962 |
1.0948 |
-0.0014 |
-0.1% |
1.1011 |
| Low |
1.0958 |
1.0905 |
-0.0053 |
-0.5% |
1.0897 |
| Close |
1.0962 |
1.0948 |
-0.0014 |
-0.1% |
1.0901 |
| Range |
0.0004 |
0.0043 |
0.0039 |
975.0% |
0.0114 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
7 |
52 |
45 |
642.9% |
92 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1048 |
1.0972 |
|
| R3 |
1.1020 |
1.1005 |
1.0960 |
|
| R2 |
1.0977 |
1.0977 |
1.0956 |
|
| R1 |
1.0962 |
1.0962 |
1.0952 |
1.0970 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0937 |
| S1 |
1.0919 |
1.0919 |
1.0944 |
1.0927 |
| S2 |
1.0891 |
1.0891 |
1.0940 |
|
| S3 |
1.0848 |
1.0876 |
1.0936 |
|
| S4 |
1.0805 |
1.0833 |
1.0924 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1204 |
1.0964 |
|
| R3 |
1.1164 |
1.1090 |
1.0932 |
|
| R2 |
1.1050 |
1.1050 |
1.0922 |
|
| R1 |
1.0976 |
1.0976 |
1.0911 |
1.0956 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0927 |
| S1 |
1.0862 |
1.0862 |
1.0891 |
1.0842 |
| S2 |
1.0822 |
1.0822 |
1.0880 |
|
| S3 |
1.0708 |
1.0748 |
1.0870 |
|
| S4 |
1.0594 |
1.0634 |
1.0838 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.1061 |
|
1.618 |
1.1018 |
|
1.000 |
1.0991 |
|
0.618 |
1.0975 |
|
HIGH |
1.0948 |
|
0.618 |
1.0932 |
|
0.500 |
1.0927 |
|
0.382 |
1.0921 |
|
LOW |
1.0905 |
|
0.618 |
1.0878 |
|
1.000 |
1.0862 |
|
1.618 |
1.0835 |
|
2.618 |
1.0792 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0936 |
| PP |
1.0934 |
1.0923 |
| S1 |
1.0927 |
1.0911 |
|