CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.1033 |
1.0923 |
-0.0110 |
-1.0% |
1.0970 |
High |
1.1033 |
1.0923 |
-0.0110 |
-1.0% |
1.1033 |
Low |
1.1033 |
1.0923 |
-0.0110 |
-1.0% |
1.0923 |
Close |
1.1033 |
1.0923 |
-0.0110 |
-1.0% |
1.0923 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0044 |
0.0005 |
13.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0923 |
1.0923 |
1.0923 |
|
R3 |
1.0923 |
1.0923 |
1.0923 |
|
R2 |
1.0923 |
1.0923 |
1.0923 |
|
R1 |
1.0923 |
1.0923 |
1.0923 |
1.0923 |
PP |
1.0923 |
1.0923 |
1.0923 |
1.0923 |
S1 |
1.0923 |
1.0923 |
1.0923 |
1.0923 |
S2 |
1.0923 |
1.0923 |
1.0923 |
|
S3 |
1.0923 |
1.0923 |
1.0923 |
|
S4 |
1.0923 |
1.0923 |
1.0923 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1290 |
1.1216 |
1.0984 |
|
R3 |
1.1180 |
1.1106 |
1.0953 |
|
R2 |
1.1070 |
1.1070 |
1.0943 |
|
R1 |
1.0996 |
1.0996 |
1.0933 |
1.0978 |
PP |
1.0960 |
1.0960 |
1.0960 |
1.0951 |
S1 |
1.0886 |
1.0886 |
1.0913 |
1.0868 |
S2 |
1.0850 |
1.0850 |
1.0903 |
|
S3 |
1.0740 |
1.0776 |
1.0893 |
|
S4 |
1.0630 |
1.0666 |
1.0863 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0923 |
2.618 |
1.0923 |
1.618 |
1.0923 |
1.000 |
1.0923 |
0.618 |
1.0923 |
HIGH |
1.0923 |
0.618 |
1.0923 |
0.500 |
1.0923 |
0.382 |
1.0923 |
LOW |
1.0923 |
0.618 |
1.0923 |
1.000 |
1.0923 |
1.618 |
1.0923 |
2.618 |
1.0923 |
4.250 |
1.0923 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0923 |
1.0978 |
PP |
1.0923 |
1.0960 |
S1 |
1.0923 |
1.0941 |
|