CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.1102 |
1.1093 |
-0.0009 |
-0.1% |
1.1012 |
High |
1.1102 |
1.1093 |
-0.0009 |
-0.1% |
1.1048 |
Low |
1.1102 |
1.1093 |
-0.0009 |
-0.1% |
1.0977 |
Close |
1.1102 |
1.1093 |
-0.0009 |
-0.1% |
1.1048 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1093 |
1.1093 |
1.1093 |
|
R3 |
1.1093 |
1.1093 |
1.1093 |
|
R2 |
1.1093 |
1.1093 |
1.1093 |
|
R1 |
1.1093 |
1.1093 |
1.1093 |
1.1093 |
PP |
1.1093 |
1.1093 |
1.1093 |
1.1093 |
S1 |
1.1093 |
1.1093 |
1.1093 |
1.1093 |
S2 |
1.1093 |
1.1093 |
1.1093 |
|
S3 |
1.1093 |
1.1093 |
1.1093 |
|
S4 |
1.1093 |
1.1093 |
1.1093 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1237 |
1.1214 |
1.1087 |
|
R3 |
1.1166 |
1.1143 |
1.1068 |
|
R2 |
1.1095 |
1.1095 |
1.1061 |
|
R1 |
1.1072 |
1.1072 |
1.1055 |
1.1084 |
PP |
1.1024 |
1.1024 |
1.1024 |
1.1030 |
S1 |
1.1001 |
1.1001 |
1.1041 |
1.1013 |
S2 |
1.0953 |
1.0953 |
1.1035 |
|
S3 |
1.0882 |
1.0930 |
1.1028 |
|
S4 |
1.0811 |
1.0859 |
1.1009 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1093 |
2.618 |
1.1093 |
1.618 |
1.1093 |
1.000 |
1.1093 |
0.618 |
1.1093 |
HIGH |
1.1093 |
0.618 |
1.1093 |
0.500 |
1.1093 |
0.382 |
1.1093 |
LOW |
1.1093 |
0.618 |
1.1093 |
1.000 |
1.1093 |
1.618 |
1.1093 |
2.618 |
1.1093 |
4.250 |
1.1093 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.1093 |
1.1101 |
PP |
1.1093 |
1.1098 |
S1 |
1.1093 |
1.1096 |
|