CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0989 |
1.0984 |
-0.0005 |
0.0% |
1.0982 |
High |
1.0989 |
1.0984 |
-0.0005 |
0.0% |
1.1081 |
Low |
1.0989 |
1.0984 |
-0.0005 |
0.0% |
1.0982 |
Close |
1.0989 |
1.0984 |
-0.0005 |
0.0% |
1.1081 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0035 |
-0.0002 |
-6.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0984 |
1.0984 |
1.0984 |
|
R3 |
1.0984 |
1.0984 |
1.0984 |
|
R2 |
1.0984 |
1.0984 |
1.0984 |
|
R1 |
1.0984 |
1.0984 |
1.0984 |
1.0984 |
PP |
1.0984 |
1.0984 |
1.0984 |
1.0984 |
S1 |
1.0984 |
1.0984 |
1.0984 |
1.0984 |
S2 |
1.0984 |
1.0984 |
1.0984 |
|
S3 |
1.0984 |
1.0984 |
1.0984 |
|
S4 |
1.0984 |
1.0984 |
1.0984 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1345 |
1.1312 |
1.1135 |
|
R3 |
1.1246 |
1.1213 |
1.1108 |
|
R2 |
1.1147 |
1.1147 |
1.1099 |
|
R1 |
1.1114 |
1.1114 |
1.1090 |
1.1131 |
PP |
1.1048 |
1.1048 |
1.1048 |
1.1056 |
S1 |
1.1015 |
1.1015 |
1.1072 |
1.1032 |
S2 |
1.0949 |
1.0949 |
1.1063 |
|
S3 |
1.0850 |
1.0916 |
1.1054 |
|
S4 |
1.0751 |
1.0817 |
1.1027 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0984 |
2.618 |
1.0984 |
1.618 |
1.0984 |
1.000 |
1.0984 |
0.618 |
1.0984 |
HIGH |
1.0984 |
0.618 |
1.0984 |
0.500 |
1.0984 |
0.382 |
1.0984 |
LOW |
1.0984 |
0.618 |
1.0984 |
1.000 |
1.0984 |
1.618 |
1.0984 |
2.618 |
1.0984 |
4.250 |
1.0984 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0984 |
1.1017 |
PP |
1.0984 |
1.1006 |
S1 |
1.0984 |
1.0995 |
|