CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0797 |
1.0750 |
-0.0047 |
-0.4% |
1.0600 |
High |
1.0813 |
1.0752 |
-0.0061 |
-0.6% |
1.0818 |
Low |
1.0791 |
1.0724 |
-0.0067 |
-0.6% |
1.0600 |
Close |
1.0813 |
1.0752 |
-0.0061 |
-0.6% |
1.0818 |
Range |
0.0022 |
0.0028 |
0.0006 |
27.3% |
0.0218 |
ATR |
0.0040 |
0.0043 |
0.0004 |
8.8% |
0.0000 |
Volume |
5 |
2 |
-3 |
-60.0% |
13 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0827 |
1.0817 |
1.0767 |
|
R3 |
1.0799 |
1.0789 |
1.0760 |
|
R2 |
1.0771 |
1.0771 |
1.0757 |
|
R1 |
1.0761 |
1.0761 |
1.0755 |
1.0766 |
PP |
1.0743 |
1.0743 |
1.0743 |
1.0745 |
S1 |
1.0733 |
1.0733 |
1.0749 |
1.0738 |
S2 |
1.0715 |
1.0715 |
1.0747 |
|
S3 |
1.0687 |
1.0705 |
1.0744 |
|
S4 |
1.0659 |
1.0677 |
1.0737 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1399 |
1.1327 |
1.0938 |
|
R3 |
1.1181 |
1.1109 |
1.0878 |
|
R2 |
1.0963 |
1.0963 |
1.0858 |
|
R1 |
1.0891 |
1.0891 |
1.0838 |
1.0927 |
PP |
1.0745 |
1.0745 |
1.0745 |
1.0764 |
S1 |
1.0673 |
1.0673 |
1.0798 |
1.0709 |
S2 |
1.0527 |
1.0527 |
1.0778 |
|
S3 |
1.0309 |
1.0455 |
1.0758 |
|
S4 |
1.0091 |
1.0237 |
1.0698 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0871 |
2.618 |
1.0825 |
1.618 |
1.0797 |
1.000 |
1.0780 |
0.618 |
1.0769 |
HIGH |
1.0752 |
0.618 |
1.0741 |
0.500 |
1.0738 |
0.382 |
1.0735 |
LOW |
1.0724 |
0.618 |
1.0707 |
1.000 |
1.0696 |
1.618 |
1.0679 |
2.618 |
1.0651 |
4.250 |
1.0605 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0747 |
1.0769 |
PP |
1.0743 |
1.0763 |
S1 |
1.0738 |
1.0758 |
|