CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.0996 |
-0.0023 |
-0.2% |
1.0961 |
| High |
1.1038 |
1.1061 |
0.0023 |
0.2% |
1.1061 |
| Low |
1.1019 |
1.0996 |
-0.0023 |
-0.2% |
1.0961 |
| Close |
1.1038 |
1.1061 |
0.0023 |
0.2% |
1.1061 |
| Range |
0.0019 |
0.0065 |
0.0046 |
242.1% |
0.0100 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
| Volume |
13 |
1 |
-12 |
-92.3% |
53 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1213 |
1.1097 |
|
| R3 |
1.1169 |
1.1148 |
1.1079 |
|
| R2 |
1.1104 |
1.1104 |
1.1073 |
|
| R1 |
1.1083 |
1.1083 |
1.1067 |
1.1094 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1045 |
| S1 |
1.1018 |
1.1018 |
1.1055 |
1.1029 |
| S2 |
1.0974 |
1.0974 |
1.1049 |
|
| S3 |
1.0909 |
1.0953 |
1.1043 |
|
| S4 |
1.0844 |
1.0888 |
1.1025 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1294 |
1.1116 |
|
| R3 |
1.1228 |
1.1194 |
1.1089 |
|
| R2 |
1.1128 |
1.1128 |
1.1079 |
|
| R1 |
1.1094 |
1.1094 |
1.1070 |
1.1111 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1036 |
| S1 |
1.0994 |
1.0994 |
1.1052 |
1.1011 |
| S2 |
1.0928 |
1.0928 |
1.1043 |
|
| S3 |
1.0828 |
1.0894 |
1.1034 |
|
| S4 |
1.0728 |
1.0794 |
1.1006 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1231 |
|
1.618 |
1.1166 |
|
1.000 |
1.1126 |
|
0.618 |
1.1101 |
|
HIGH |
1.1061 |
|
0.618 |
1.1036 |
|
0.500 |
1.1029 |
|
0.382 |
1.1021 |
|
LOW |
1.0996 |
|
0.618 |
1.0956 |
|
1.000 |
1.0931 |
|
1.618 |
1.0891 |
|
2.618 |
1.0826 |
|
4.250 |
1.0720 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1050 |
| PP |
1.1039 |
1.1039 |
| S1 |
1.1029 |
1.1029 |
|