CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0757 |
1.0686 |
-0.0071 |
-0.7% |
1.0807 |
| High |
1.0757 |
1.0719 |
-0.0038 |
-0.4% |
1.0813 |
| Low |
1.0757 |
1.0686 |
-0.0071 |
-0.7% |
1.0724 |
| Close |
1.0757 |
1.0719 |
-0.0038 |
-0.4% |
1.0757 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0089 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
5.4% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0807 |
1.0796 |
1.0737 |
|
| R3 |
1.0774 |
1.0763 |
1.0728 |
|
| R2 |
1.0741 |
1.0741 |
1.0725 |
|
| R1 |
1.0730 |
1.0730 |
1.0722 |
1.0736 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0711 |
| S1 |
1.0697 |
1.0697 |
1.0716 |
1.0703 |
| S2 |
1.0675 |
1.0675 |
1.0713 |
|
| S3 |
1.0642 |
1.0664 |
1.0710 |
|
| S4 |
1.0609 |
1.0631 |
1.0701 |
|
|
| 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 |
1.0859 |
|
2.618 |
1.0805 |
|
1.618 |
1.0772 |
|
1.000 |
1.0752 |
|
0.618 |
1.0739 |
|
HIGH |
1.0719 |
|
0.618 |
1.0706 |
|
0.500 |
1.0703 |
|
0.382 |
1.0699 |
|
LOW |
1.0686 |
|
0.618 |
1.0666 |
|
1.000 |
1.0653 |
|
1.618 |
1.0633 |
|
2.618 |
1.0600 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0722 |
| PP |
1.0708 |
1.0721 |
| S1 |
1.0703 |
1.0720 |
|