CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 06-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0923 |
1.0946 |
0.0023 |
0.2% |
1.1113 |
High |
1.0923 |
1.0946 |
0.0023 |
0.2% |
1.1113 |
Low |
1.0923 |
1.0946 |
0.0023 |
0.2% |
1.0923 |
Close |
1.0923 |
1.0946 |
0.0023 |
0.2% |
1.0946 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0946 |
1.0946 |
1.0946 |
|
R3 |
1.0946 |
1.0946 |
1.0946 |
|
R2 |
1.0946 |
1.0946 |
1.0946 |
|
R1 |
1.0946 |
1.0946 |
1.0946 |
1.0946 |
PP |
1.0946 |
1.0946 |
1.0946 |
1.0946 |
S1 |
1.0946 |
1.0946 |
1.0946 |
1.0946 |
S2 |
1.0946 |
1.0946 |
1.0946 |
|
S3 |
1.0946 |
1.0946 |
1.0946 |
|
S4 |
1.0946 |
1.0946 |
1.0946 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1564 |
1.1445 |
1.1051 |
|
R3 |
1.1374 |
1.1255 |
1.0998 |
|
R2 |
1.1184 |
1.1184 |
1.0981 |
|
R1 |
1.1065 |
1.1065 |
1.0963 |
1.1030 |
PP |
1.0994 |
1.0994 |
1.0994 |
1.0976 |
S1 |
1.0875 |
1.0875 |
1.0929 |
1.0840 |
S2 |
1.0804 |
1.0804 |
1.0911 |
|
S3 |
1.0614 |
1.0685 |
1.0894 |
|
S4 |
1.0424 |
1.0495 |
1.0842 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0946 |
2.618 |
1.0946 |
1.618 |
1.0946 |
1.000 |
1.0946 |
0.618 |
1.0946 |
HIGH |
1.0946 |
0.618 |
1.0946 |
0.500 |
1.0946 |
0.382 |
1.0946 |
LOW |
1.0946 |
0.618 |
1.0946 |
1.000 |
1.0946 |
1.618 |
1.0946 |
2.618 |
1.0946 |
4.250 |
1.0946 |
|
|
Fisher Pivots for day following 06-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0946 |
1.0944 |
PP |
1.0946 |
1.0942 |
S1 |
1.0946 |
1.0941 |
|