CME Swiss Franc Future March 2013
Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0750 |
1.0757 |
0.0007 |
0.1% |
1.0807 |
High |
1.0752 |
1.0757 |
0.0005 |
0.0% |
1.0813 |
Low |
1.0724 |
1.0757 |
0.0033 |
0.3% |
1.0724 |
Close |
1.0752 |
1.0757 |
0.0005 |
0.0% |
1.0757 |
Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0089 |
ATR |
0.0043 |
0.0041 |
-0.0003 |
-6.3% |
0.0000 |
Volume |
2 |
5 |
3 |
150.0% |
22 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0757 |
1.0757 |
1.0757 |
|
R3 |
1.0757 |
1.0757 |
1.0757 |
|
R2 |
1.0757 |
1.0757 |
1.0757 |
|
R1 |
1.0757 |
1.0757 |
1.0757 |
1.0757 |
PP |
1.0757 |
1.0757 |
1.0757 |
1.0757 |
S1 |
1.0757 |
1.0757 |
1.0757 |
1.0757 |
S2 |
1.0757 |
1.0757 |
1.0757 |
|
S3 |
1.0757 |
1.0757 |
1.0757 |
|
S4 |
1.0757 |
1.0757 |
1.0757 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1032 |
1.0983 |
1.0806 |
|
R3 |
1.0943 |
1.0894 |
1.0781 |
|
R2 |
1.0854 |
1.0854 |
1.0773 |
|
R1 |
1.0805 |
1.0805 |
1.0765 |
1.0785 |
PP |
1.0765 |
1.0765 |
1.0765 |
1.0755 |
S1 |
1.0716 |
1.0716 |
1.0749 |
1.0696 |
S2 |
1.0676 |
1.0676 |
1.0741 |
|
S3 |
1.0587 |
1.0627 |
1.0733 |
|
S4 |
1.0498 |
1.0538 |
1.0708 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0757 |
2.618 |
1.0757 |
1.618 |
1.0757 |
1.000 |
1.0757 |
0.618 |
1.0757 |
HIGH |
1.0757 |
0.618 |
1.0757 |
0.500 |
1.0757 |
0.382 |
1.0757 |
LOW |
1.0757 |
0.618 |
1.0757 |
1.000 |
1.0757 |
1.618 |
1.0757 |
2.618 |
1.0757 |
4.250 |
1.0757 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0757 |
1.0769 |
PP |
1.0757 |
1.0765 |
S1 |
1.0757 |
1.0761 |
|